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 Markov Models


Stein Variational Gradient Descent: many-particle and long-time asymptotics

arXiv.org Machine Learning

Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant, each of which represent one of the two main paradigms in Bayesian computational statistics: variational inference and Markov chain Monte Carlo. As it turns out, these are tightly linked through a correspondence between gradient flow structures and large-deviation principles rooted in statistical physics. To expose this relationship, we develop the cotangent space construction for the Stein geometry, prove its basic properties, and determine the large-deviation functional governing the many-particle limit for the empirical measure. Moreover, we identify the Stein-Fisher information (or kernelised Stein discrepancy) as its leading order contribution in the long-time and many-particle regime in the sense of $\Gamma$-convergence, shedding some light on the finite-particle properties of SVGD. Finally, we establish a comparison principle between the Stein-Fisher information and RKHS-norms that might be of independent interest.


Provably Breaking the Quadratic Error Compounding Barrier in Imitation Learning, Optimally

arXiv.org Machine Learning

We study the statistical limits of Imitation Learning (IL) in episodic Markov Decision Processes (MDPs) with a state space $\mathcal{S}$. We focus on the known-transition setting where the learner is provided a dataset of $N$ length-$H$ trajectories from a deterministic expert policy and knows the MDP transition. We establish an upper bound $O(|\mathcal{S}|H^{3/2}/N)$ for the suboptimality using the Mimic-MD algorithm in Rajaraman et al (2020) which we prove to be computationally efficient. In contrast, we show the minimax suboptimality grows as $\Omega( H^{3/2}/N)$ when $|\mathcal{S}|\geq 3$ while the unknown-transition setting suffers from a larger sharp rate $\Theta(|\mathcal{S}|H^2/N)$ (Rajaraman et al (2020)). The lower bound is established by proving a two-way reduction between IL and the value estimation problem of the unknown expert policy under any given reward function, as well as building connections with linear functional estimation with subsampled observations. We further show that under the additional assumption that the expert is optimal for the true reward function, there exists an efficient algorithm, which we term as Mimic-Mixture, that provably achieves suboptimality $O(1/N)$ for arbitrary 3-state MDPs with rewards only at the terminal layer. In contrast, no algorithm can achieve suboptimality $O(\sqrt{H}/N)$ with high probability if the expert is not constrained to be optimal. Our work formally establishes the benefit of the expert optimal assumption in the known transition setting, while Rajaraman et al (2020) showed it does not help when transitions are unknown.


Iterative Bounding MDPs: Learning Interpretable Policies via Non-Interpretable Methods

arXiv.org Artificial Intelligence

Current work in explainable reinforcement learning generally produces policies in the form of a decision tree over the state space. Such policies can be used for formal safety verification, agent behavior prediction, and manual inspection of important features. However, existing approaches fit a decision tree after training or use a custom learning procedure which is not compatible with new learning techniques, such as those which use neural networks. To address this limitation, we propose a novel Markov Decision Process (MDP) type for learning decision tree policies: Iterative Bounding MDPs (IBMDPs). An IBMDP is constructed around a base MDP so each IBMDP policy is guaranteed to correspond to a decision tree policy for the base MDP when using a method-agnostic masking procedure. Because of this decision tree equivalence, any function approximator can be used during training, including a neural network, while yielding a decision tree policy for the base MDP. We present the required masking procedure as well as a modified value update step which allows IBMDPs to be solved using existing algorithms. We apply this procedure to produce IBMDP variants of recent reinforcement learning methods. We empirically show the benefits of our approach by solving IBMDPs to produce decision tree policies for the base MDPs.


A Sufficient Statistic for Influence in Structured Multiagent Environments

Journal of Artificial Intelligence Research

Making decisions in complex environments is a key challenge in artificial intelligence (AI). Situations involving multiple decision makers are particularly complex, leading to computational intractability of principled solution methods. A body of work in AI has tried to mitigate this problem by trying to distill interaction to its essence: how does the policy of one agent influence another agent? If we can find more compact representations of such influence, this can help us deal with the complexity, for instance by searching the space of influences rather than the space of policies. However, so far these notions of influence have been restricted in their applicability to special cases of interaction. In this paper we formalize influence-based abstraction (IBA), which facilitates the elimination of latent state factors without any loss in value, for a very general class of problems described as factored partially observable stochastic games (fPOSGs). On the one hand, this generalizes existing descriptions of influence, and thus can serve as the foundation for improvements in scalability and other insights in decision making in complex multiagent settings. On the other hand, since the presence of other agents can be seen as a generalization of single agent settings, our formulation of IBA also provides a sufficient statistic for decision making under abstraction for a single agent. We also give a detailed discussion of the relations to such previous works, identifying new insights and interpretations of these approaches. In these ways, this paper deepens our understanding of abstraction in a wide range of sequential decision making settings, providing the basis for new approaches and algorithms for a large class of problems.


Improved Regret Bound and Experience Replay in Regularized Policy Iteration

arXiv.org Machine Learning

In this work, we study algorithms for learning in infinite-horizon undiscounted Markov decision processes (MDPs) with function approximation. We first show that the regret analysis of the Politex algorithm (a version of regularized policy iteration) can be sharpened from $O(T^{3/4})$ to $O(\sqrt{T})$ under nearly identical assumptions, and instantiate the bound with linear function approximation. Our result provides the first high-probability $O(\sqrt{T})$ regret bound for a computationally efficient algorithm in this setting. The exact implementation of Politex with neural network function approximation is inefficient in terms of memory and computation. Since our analysis suggests that we need to approximate the average of the action-value functions of past policies well, we propose a simple efficient implementation where we train a single Q-function on a replay buffer with past data. We show that this often leads to superior performance over other implementation choices, especially in terms of wall-clock time. Our work also provides a novel theoretical justification for using experience replay within policy iteration algorithms.


Credit Assignment with Meta-Policy Gradient for Multi-Agent Reinforcement Learning

arXiv.org Artificial Intelligence

Reward decomposition is a critical problem in centralized training with decentralized execution (CTDE) paradigm for multi-agent reinforcement learning. To take full advantage of global information, which exploits the states from all agents and the related environment for decomposing Q values into individual credits, we propose a general meta-learning-based Mixing Network with Meta Policy Gradient (MNMPG) framework to distill the global hierarchy for delicate reward decomposition. The excitation signal for learning global hierarchy is deduced from the episode reward difference between before and after "exercise updates" through the utility network. Our method is generally applicable to the CTDE method using a monotonic mixing network. Experiments on the StarCraft II micromanagement benchmark demonstrate that our method just with a simple utility network is able to outperform the current state-of-the-art MARL algorithms on 4 of 5 super hard scenarios. Better performance can be further achieved when combined with a role-based utility network.


The Logical Options Framework

arXiv.org Artificial Intelligence

Learning composable policies for environments with complex rules and tasks is a challenging problem. We introduce a hierarchical reinforcement learning framework called the Logical Options Framework (LOF) that learns policies that are satisfying, optimal, and composable. LOF efficiently learns policies that satisfy tasks by representing the task as an automaton and integrating it into learning and planning. We provide and prove conditions under which LOF will learn satisfying, optimal policies. And lastly, we show how LOF's learned policies can be composed to satisfy unseen tasks with only 10-50 retraining steps. We evaluate LOF on four tasks in discrete and continuous domains, including a 3D pick-and-place environment.


Deep Reinforcement Learning for Safe Landing Site Selection with Concurrent Consideration of Divert Maneuvers

arXiv.org Artificial Intelligence

ABSTRACT This research proposes a new integrated framework for identifying safe landing locations and planning in-flight divert maneuvers. The state-of-the-art algorithms for landing zone selection utilize local terrain features such as slopes and roughness to judge the safety and priority of the landing point. However, when there are additional chances of observation and diverting in the future, these algorithms are not able to evaluate the safety of the decision itself to target the selected landing point considering the overall descent trajectory. In response to this challenge, we propose a reinforcement learning framework that optimizes a landing site selection strategy concurrently with a guidance and control strategy to the target landing site. The trained agent could evaluate and select landing sites with explicit consideration of the terrain features, quality of future observations, and control to achieve a safe and efficient landing trajectory at a system-level. The proposed framework was able to achieve 94.8 % of successful landing in highly challenging landing sites where over 80% of the area around the initial target lading point is hazardous, by effectively updating the target landing site and feedback control gain during descent. INTRODUCTION On-board hazard detection and avoidance (HDA) capabilities are essential to enable new mission concepts that involve planetary surface operations. With a quick assessment of the perceived terrain data (e.g., DEM, visible spectrum map, or a combination thereof) from optical and/or LIDAR sensors, the HDA technology creates a map of probability of safety for prioritizing candidate landing zones. This paper is an updated version of Paper AAS 20-583 presented at the AAS/AIAA Astrodynamics Specialist Conference, Online, in 2020.


Memory-based Deep Reinforcement Learning for POMDP

arXiv.org Artificial Intelligence

A promising characteristic of Deep Reinforcement Learning (DRL) is its capability to learn optimal policy in an end-to-end manner without relying on feature engineering. However, most approaches assume a fully observable state space, i.e. fully observable Markov Decision Process (MDP). In real-world robotics, this assumption is unpractical, because of the sensor issues such as sensors' capacity limitation and sensor noise, and the lack of knowledge about if the observation design is complete or not. These scenarios lead to Partially Observable MDP (POMDP) and need special treatment. In this paper, we propose Long-Short-Term-Memory-based Twin Delayed Deep Deterministic Policy Gradient (LSTM-TD3) by introducing a memory component to TD3, and compare its performance with other DRL algorithms in both MDPs and POMDPs. Our results demonstrate the significant advantages of the memory component in addressing POMDPs, including the ability to handle missing and noisy observation data.


Spatio-Temporal Look-Ahead Trajectory Prediction using Memory Neural Network

arXiv.org Artificial Intelligence

Prognostication of vehicle trajectories in unknown environments is intrinsically a challenging and difficult problem to solve. The behavior of such vehicles is highly influenced by surrounding traffic, road conditions, and rogue participants present in the environment. Moreover, the presence of pedestrians, traffic lights, stop signs, etc., makes it much harder to infer the behavior of various traffic agents. This paper attempts to solve the problem of Spatio-temporal look-ahead trajectory prediction using a novel recurrent neural network called the Memory Neuron Network. The Memory Neuron Network (MNN) attempts to capture the input-output relationship between the past positions and the future positions of the traffic agents. The proposed model is computationally less intensive and has a simple architecture as compared to other deep learning models that utilize LSTMs and GRUs. It is then evaluated on the publicly available NGSIM dataset and its performance is compared with several state-of-art algorithms. Additionally, the performance is also evaluated on a custom synthetic dataset generated from the CARLA simulator. It is seen that the proposed model outperforms the existing state-of-art algorithms. Finally, the model is integrated with the CARLA simulator to test its robustness in real-time traffic scenarios.