Markov Models
Boltzmann machine learning with a variational quantum algorithm
Boltzmann machine is a powerful tool for modeling probability distributions that govern the training data. A thermal equilibrium state is typically used for Boltzmann machine learning to obtain a suitable probability distribution. The Boltzmann machine learning consists of calculating the gradient of the loss function given in terms of the thermal average, which is the most time consuming procedure. Here, we propose a method to implement the Boltzmann machine learning by using Noisy Intermediate-Scale Quantum (NISQ) devices. We prepare an initial pure state that contains all possible computational basis states with the same amplitude, and apply a variational imaginary time simulation. Readout of the state after the evolution in the computational basis approximates the probability distribution of the thermal equilibrium state that is used for the Boltzmann machine learning. We actually perform the numerical simulations of our scheme and confirm that the Boltzmann machine learning works well by our scheme.
Discount Factor as a Regularizer in Reinforcement Learning
Amit, Ron, Meir, Ron, Ciosek, Kamil
Specifying a Reinforcement Learning (RL) task involves choosing a suitable planning horizon, which is typically modeled by a discount factor. It is known that applying RL algorithms with a lower discount factor can act as a regularizer, improving performance in the limited data regime. Yet the exact nature of this regularizer has not been investigated. In this work, we fill in this gap. For several Temporal-Difference (TD) learning methods, we show an explicit equivalence between using a reduced discount factor and adding an explicit regularization term to the algorithm's loss. Motivated by the equivalence, we empirically study this technique compared to standard $L_2$ regularization by extensive experiments in discrete and continuous domains, using tabular and functional representations. Our experiments suggest the regularization effectiveness is strongly related to properties of the available data, such as size, distribution, and mixing rate.
Collapsing Bandits and Their Application to Public Health Interventions
Mate, Aditya, Killian, Jackson A., Xu, Haifeng, Perrault, Andrew, Tambe, Milind
We propose and study Collpasing Bandits, a new restless multi-armed bandit (RMAB) setting in which each arm follows a binary-state Markovian process with a special structure: when an arm is played, the state is fully observed, thus "collapsing" any uncertainty, but when an arm is passive, no observation is made, thus allowing uncertainty to evolve. The goal is to keep as many arms in the "good" state as possible by planning a limited budget of actions per round. Such Collapsing Bandits are natural models for many healthcare domains in which workers must simultaneously monitor patients and deliver interventions in a way that maximizes the health of their patient cohort. Our main contributions are as follows: (i) Building on the Whittle index technique for RMABs, we derive conditions under which the Collapsing Bandits problem is indexable. Our derivation hinges on novel conditions that characterize when the optimal policies may take the form of either "forward" or "reverse" threshold policies. (ii) We exploit the optimality of threshold policies to build fast algorithms for computing the Whittle index, including a closed-form. (iii) We evaluate our algorithm on several data distributions including data from a real-world healthcare task in which a worker must monitor and deliver interventions to maximize their patients' adherence to tuberculosis medication. Our algorithm achieves a 3-order-of-magnitude speedup compared to state-of-the-art RMAB techniques while achieving similar performance.
Learning intuitive physics and one-shot imitation using state-action-prediction self-organizing maps
Stetter, Martin, Lang, Elmar W.
Human learning and intelligence work differently from the supervised pattern recognition approach adopted in most deep learning architectures. Humans seem to learn rich representations by exploration and imitation, build causal models of the world, and use both to flexibly solve new tasks. We suggest a simple but effective unsupervised model which develops such characteristics. The agent learns to represent the dynamical physical properties of its environment by intrinsically motivated exploration, and performs inference on this representation to reach goals. For this, a set of self-organizing maps which represent state-action pairs is combined with a causal model for sequence prediction. The proposed system is evaluated in the cartpole environment. After an initial phase of playful exploration, the agent can execute kinematic simulations of the environment's future, and use those for action planning. We demonstrate its performance on a set of several related, but different one-shot imitation tasks, which the agent flexibly solves in an active inference style.
Online learning in MDPs with linear function approximation and bandit feedback
Neu, Gergely, Olkhovskaya, Julia
We consider an online learning problem where the learner interacts with a Markov decision process in a sequence of episodes, where the reward function is allowed to change between episodes in an adversarial manner and the learner only gets to observe the rewards associated with its actions. We allow the state space to be arbitrarily large, but we assume that all action-value functions can be represented as linear functions in terms of a known low-dimensional feature map, and that the learner has access to a simulator of the environment that allows generating trajectories from the true MDP dynamics. Our main contribution is developing a computationally efficient algorithm that we call MDP-LinExp3, and prove that its regret is bounded by $\widetilde{\mathcal{O}}\big(H^2 T^{2/3} (dK)^{1/3}\big)$, where $T$ is the number of episodes, $H$ is the number of steps in each episode, $K$ is the number of actions, and $d$ is the dimension of the feature map. We also show that the regret can be improved to $\widetilde{\mathcal{O}}\big(H^2 \sqrt{TdK}\big)$ under much stronger assumptions on the MDP dynamics. To our knowledge, MDP-LinExp3 is the first provably efficient algorithm for this problem setting.
Deep reinforcement learning driven inspection and maintenance planning under incomplete information and constraints
Andriotis, C. P., Papakonstantinou, K. G.
Determination of inspection and maintenance policies for minimizing long-term risks and costs in deteriorating engineering environments constitutes a complex optimization problem. Major computational challenges include the (i) curse of dimensionality, due to exponential scaling of state/action set cardinalities with the number of components; (ii) curse of history, related to exponentially growing decision-trees with the number of decision-steps; (iii) presence of state uncertainties, induced by inherent environment stochasticity and variability of inspection/monitoring measurements; (iv) presence of constraints, pertaining to stochastic long-term limitations, due to resource scarcity and other infeasible/undesirable system responses. In this work, these challenges are addressed within a joint framework of constrained Partially Observable Markov Decision Processes (POMDP) and multi-agent Deep Reinforcement Learning (DRL). POMDPs optimally tackle (ii)-(iii), combining stochastic dynamic programming with Bayesian inference principles. Multi-agent DRL addresses (i), through deep function parametrizations and decentralized control assumptions. Challenge (iv) is herein handled through proper state augmentation and Lagrangian relaxation, with emphasis on life-cycle risk-based constraints and budget limitations. The underlying algorithmic steps are provided, and the proposed framework is found to outperform well-established policy baselines and facilitate adept prescription of inspection and intervention actions, in cases where decisions must be made in the most resource- and risk-aware manner.
Robust Inverse Reinforcement Learning under Transition Dynamics Mismatch
Viano, Luca, Huang, Yu-Ting, Kamalaruban, Parameswaran, Cevher, Volkan
We study the inverse reinforcement learning (IRL) problem under the \emph{transition dynamics mismatch} between the expert and the learner. In particular, we consider the Maximum Causal Entropy (MCE) IRL learner model and provide an upper bound on the learner's performance degradation based on the $\ell_1$-distance between the two transition dynamics of the expert and the learner. Then, by leveraging insights from the Robust RL literature, we propose a robust MCE IRL algorithm, which is a principled approach to help with this mismatch issue. Finally, we empirically demonstrate the stable performance of our algorithm compared to the standard MCE IRL algorithm under transition mismatches in finite MDP problems.
Human-centered collaborative robots with deep reinforcement learning
Ghadirzadeh, Ali, Chen, Xi, Yin, Wenjie, Yi, Zhengrong, Bjรถrkman, Mรฅrten, Kragic, Danica
Human-centered collaborative systems require proactive robot behavior with precise timing, which in turn mandates awareness of human actions, state of the environment and the task being executed, [1-4]. Proactive robot behavior is achieved by (1) recognizing the current state of the human collaborator and the environment based on real-time observations, (2) human action prediction given the observations and the model of the task, and (3) generating robot actions in line with the prediction. Human action recognition may however be highly uncertain if the human collaborator is not executing a strictly defined task plan. This is true regardless of whether perception is based on motion-capture devices or image based pose estimation. For a robot to act in a proactive manner, while at the same time avoiding actions when the risk of making a mistake is too high, it is essential for the action-decision system to take this uncertainty into consideration. We therefore propose to train the perception system and the robot policy in an end-to-end fashion using reinforcement learning (RL). This is different from earlier studies in which human action recognition and prediction are typically decoupled from robot action policy training [3-7]. Our main objective is to improve the fluency in coordination between the human and robot partners by allowing the policy to explicitly weigh the benefits of timely actions to the risk of making a mistake when uncertainties are too high.
Coupling Learning of Complex Interactions
Complex applications such as big data analytics involve different forms of coupling relationships that reflect interactions between factors related to technical, business (domain-specific) and environmental (including socio-cultural and economic) aspects. There are diverse forms of couplings embedded in poor-structured and ill-structured data. Such couplings are ubiquitous, implicit and/or explicit, objective and/or subjective, heterogeneous and/or homogeneous, presenting complexities to existing learning systems in statistics, mathematics and computer sciences, such as typical dependency, association and correlation relationships. Modeling and learning such couplings thus is fundamental but challenging. This paper discusses the concept of coupling learning, focusing on the involvement of coupling relationships in learning systems. Coupling learning has great potential for building a deep understanding of the essence of business problems and handling challenges that have not been addressed well by existing learning theories and tools. This argument is verified by several case studies on coupling learning, including handling coupling in recommender systems, incorporating couplings into coupled clustering, coupling document clustering, coupled recommender algorithms and coupled behavior analysis for groups.
Prescribing Deep Attentive Score Prediction Attracts Improved Student Engagement
Lee, Youngnam, Kim, Byungsoo, Shin, Dongmin, Kim, JungHoon, Baek, Jineon, Lee, Jinhwan, Choi, Youngduck
Intelligent Tutoring Systems (ITSs) have been developed to provide students with personalized learning experiences by adaptively generating learning paths optimized for each individual. Within the vast scope of ITS, score prediction stands out as an area of study that enables students to construct individually realistic goals based on their current position. Via the expected score provided by the ITS, a student can instantaneously compare one's expected score to one's actual score, which directly corresponds to the reliability that the ITS can instill. In other words, refining the precision of predicted scores strictly correlates to the level of confidence that a student may have with an ITS, which will evidently ensue improved student engagement. However, previous studies have solely concentrated on improving the performance of a prediction model, largely lacking focus on the benefits generated by its practical application. In this paper, we demonstrate that the accuracy of the score prediction model deployed in a real-world setting significantly impacts user engagement by providing empirical evidence. To that end, we apply a state-of-the-art deep attentive neural network-based score prediction model to Santa, a multi-platform English ITS with approximately 780K users in South Korea that exclusively focuses on the TOEIC (Test of English for International Communications) standardized examinations. We run a controlled A/B test on the ITS with two models, respectively based on collaborative filtering and deep attentive neural networks, to verify whether the more accurate model engenders any student engagement. The results conclude that the attentive model not only induces high student morale (e.g. higher diagnostic test completion ratio, number of questions answered, etc.) but also encourages active engagement (e.g. higher purchase rate, improved total profit, etc.) on Santa.