Markov Models
Deep generative models in DataSHIELD
The best way to calculate statistics from medical data is to use the data of individual patients. In some settings, this data is difficult to obtain due to privacy restrictions. In Germany, for example, it is not possible to pool routine data from different hospitals for research purposes without the consent of the patients. The DataSHIELD software provides an infrastructure and a set of statistical methods for joint analyses of distributed data. The contained algorithms are reformulated to work with aggregated data from the participating sites instead of the individual data. If a desired algorithm is not implemented in DataSHIELD or cannot be reformulated in such a way, using artificial data is an alternative. We present a methodology together with a software implementation that builds on DataSHIELD to create artificial data that preserve complex patterns from distributed individual patient data. Such data sets of artificial patients, which are not linked to real patients, can then be used for joint analyses. We use deep Boltzmann machines (DBMs) as generative models for capturing the distribution of data. For the implementation, we employ the package "BoltzmannMachines" from the Julia programming language and wrap it for use with DataSHIELD, which is based on R. As an exemplary application, we conduct a distributed analysis with DBMs on a synthetic data set, which simulates genetic variant data. Patterns from the original data can be recovered in the artificial data using hierarchical clustering of the virtual patients, demonstrating the feasibility of the approach. Our implementation adds to DataSHIELD the ability to generate artificial data that can be used for various analyses, e. g. for pattern recognition with deep learning. This also demonstrates more generally how DataSHIELD can be flexibly extended with advanced algorithms from languages other than R.
Model-Free Algorithm and Regret Analysis for MDPs with Peak Constraints
Bai, Qinbo, Gattami, Ather, Aggarwal, Vaneet
In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (MDP). This paper considers a model-free approach to the problem, where the transition probabilities are not known. In the presence of peak constraints, the agent has to choose the policy to maximize the long-term average reward as well as satisfy the constraints at each time. We propose modifications to the standard Q-learning problem for unconstrained optimization to come up with an algorithm with peak constraints. The proposed algorithm is shown to achieve $O(T^{1/2+\gamma})$ regret bound for the obtained reward, and $O(T^{1-\gamma})$ regret bound for the constraint violation for any $\gamma \in(0,1/2)$ and time-horizon $T$. We note that these are the first results on regret analysis for constrained MDP, where the transition problems are not known apriori. We demonstrate the proposed algorithm on an energy harvesting problem where it outperforms state-of-the-art and performs close to the theoretical upper bound of the studied optimization problem.
General linear-time inference for Gaussian Processes on one dimension
Loper, Jackson, Blei, David, Cunningham, John P., Paninski, Liam
Gaussian Processes (GPs) provide a powerful probabilistic framework for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we prove that for data sampled on one dimension (e.g., a time series sampled at arbitrarily-spaced intervals), approximate GP inference at any desired level of accuracy requires computational effort that scales linearly with the number of observations; this new theorem enables inference on much larger datasets than was previously feasible. To achieve this improved scaling we propose a new family of stationary covariance kernels: the Latent Exponentially Generated (LEG) family, which admits a convenient stable state-space representation that allows linear-time inference. We prove that any continuous integrable stationary kernel can be approximated arbitrarily well by some member of the LEG family. The proof draws connections to Spectral Mixture Kernels, providing new insight about the flexibility of this popular family of kernels. We propose parallelized algorithms for performing inference and learning in the LEG model, test the algorithm on real and synthetic data, and demonstrate scaling to datasets with billions of samples.
Active Reward Learning for Co-Robotic Vision Based Exploration in Bandwidth Limited Environments
Jamieson, Stewart, How, Jonathan P., Girdhar, Yogesh
We present a novel POMDP problem formulation for a robot that must autonomously decide where to go to collect new and scientifically relevant images given a limited ability to communicate with its human operator. From this formulation we derive constraints and design principles for the observation model, reward model, and communication strategy of such a robot, exploring techniques to deal with the very high-dimensional observation space and scarcity of relevant training data. We introduce a novel active reward learning strategy based on making queries to help the robot minimize path "regret" online, and evaluate it for suitability in autonomous visual exploration through simulations. We demonstrate that, in some bandwidth-limited environments, this novel regret-based criterion enables the robotic explorer to collect up to 17% more reward per mission than the next-best criterion.
Moving Target Monte Carlo
Ying, Haoyun, Mao, Keheng, Mosegaard, Klaus
The Markov Chain Monte Carlo (MCMC) methods are popular when considering sampling from a high-dimensional random variable $\mathbf{x}$ with possibly unnormalised probability density $p$ and observed data $\mathbf{d}$. However, MCMC requires evaluating the posterior distribution $p(\mathbf{x}|\mathbf{d})$ of the proposed candidate $\mathbf{x}$ at each iteration when constructing the acceptance rate. This is costly when such evaluations are intractable. In this paper, we introduce a new non-Markovian sampling algorithm called Moving Target Monte Carlo (MTMC). The acceptance rate at $n$-th iteration is constructed using an iteratively updated approximation of the posterior distribution $a_n(\mathbf{x})$ instead of $p(\mathbf{x}|\mathbf{d})$. The true value of the posterior $p(\mathbf{x}|\mathbf{d})$ is only calculated if the candidate $\mathbf{x}$ is accepted. The approximation $a_n$ utilises these evaluations and converges to $p$ as $n \rightarrow \infty$. A proof of convergence and estimation of convergence rate in different situations are given.
Curriculum Learning for Reinforcement Learning Domains: A Framework and Survey
Narvekar, Sanmit, Peng, Bei, Leonetti, Matteo, Sinapov, Jivko, Taylor, Matthew E., Stone, Peter
Reinforcement learning (RL) is a popular paradigm for addressing sequential decision tasks in which the agent has only limited environmental feedback. Despite many advances over the past three decades, learning in many domains still requires a large amount of interaction with the environment, which can be prohibitively expensive in realistic scenarios. To address this problem, transfer learning has been applied to reinforcement learning such that experience gained in one task can be leveraged when starting to learn the next, harder task. More recently, several lines of research have explored how tasks, or data samples themselves, can be sequenced into a curriculum for the purpose of learning a problem that may otherwise be too difficult to learn from scratch. In this article, we present a framework for curriculum learning (CL) in reinforcement learning, and use it to survey and classify existing CL methods in terms of their assumptions, capabilities, and goals. Finally, we use our framework to find open problems and suggest directions for future RL curriculum learning research.
Ecological Semantics: Programming Environments for Situated Language Understanding
Tamari, Ronen, Stanovsky, Gabriel, Shahaf, Dafna, Tsarfaty, Reut
Large-scale natural language understanding (NLU) systems have made impressive progress: they can be applied flexibly across a variety of tasks, and employ minimal structural assumptions. However, extensive empirical research has shown this to be a double-edged sword, coming at the cost of shallow understanding: inferior generalization, grounding and explainability. Grounded language learning approaches offer the promise of deeper understanding by situating learning in richer, more structured training environments, but are limited in scale to relatively narrow, predefined domains. How might we enjoy the best of both worlds: grounded, general NLU? Following extensive contemporary cognitive science, we propose treating environments as ``first-class citizens'' in semantic representations, worthy of research and development in their own right. Importantly, models should also be partners in the creation and configuration of environments, rather than just actors within them, as in existing approaches. To do so, we argue that models must begin to understand and program in the language of affordances (which define possible actions in a given situation) both for online, situated discourse comprehension, as well as large-scale, offline common-sense knowledge mining. To this end we propose an environment-oriented ecological semantics, outlining theoretical and practical approaches towards implementation. We further provide actual demonstrations building upon interactive fiction programming languages.
Learning discrete state abstractions with deep variational inference
Biza, Ondrej, Platt, Robert, van de Meent, Jan-Willem, Wong, Lawson L. S.
Abstraction is crucial for effective sequential decision making in domains with large state spaces. In this work, we propose a variational information bottleneck method for learning approximate bisimulations, a type of state abstraction. We use a deep neural net encoder to map states onto continuous embeddings. The continuous latent space is then compressed into a discrete representation using an action-conditioned hidden Markov model, which is trained end-to-end with the neural network. Our method is suited for environments with high-dimensional states and learns from a stream of experience collected by an agent acting in a Markov decision process. Through a learned discrete abstract model, we can efficiently plan for unseen goals in a multi-goal Reinforcement Learning setting. We test our method in simplified robotic manipulation domains with image states. We also compare it against previous model-based approaches to finding bisimulations in discrete grid-world-like environments.
Learning to be Global Optimizer
Zhang, Haotian, Sun, Jianyong, Xu, Zongben
The advancement of artificial intelligence has cast a new light on the development of optimization algorithm. This paper proposes to learn a two-phase (including a minimization phase and an escaping phase) global optimization algorithm for smooth non-convex functions. For the minimization phase, a model-driven deep learning method is developed to learn the update rule of descent direction, which is formalized as a nonlinear combination of historical information, for convex functions. We prove that the resultant algorithm with the proposed adaptive direction guarantees convergence for convex functions. Empirical study shows that the learned algorithm significantly outperforms some well-known classical optimization algorithms, such as gradient descent, conjugate descent and BFGS, and performs well on ill-posed functions. The escaping phase from local optimum is modeled as a Markov decision process with a fixed escaping policy. We further propose to learn an optimal escaping policy by reinforcement learning. The effectiveness of the escaping policies is verified by optimizing synthesized functions and training a deep neural network for CIFAR image classification. The learned two-phase global optimization algorithm demonstrates a promising global search capability on some benchmark functions and machine learning tasks.
Integrating Acting, Planning and Learning in Hierarchical Operational Models
Patra, Sunandita, Mason, James, Kumar, Amit, Ghallab, Malik, Traverso, Paolo, Nau, Dana
We present new planning and learning algorithms for RAE, the Refinement Acting Engine. RAE uses hierarchical operational models to perform tasks in dynamically changing environments. Our planning procedure, UPOM, does a UCT-like search in the space of operational models in order to find a near-optimal method to use for the task and context at hand. Our learning strategies acquire, from online acting experiences and/or simulated planning results, a mapping from decision contexts to method instances as well as a heuristic function to guide UPOM. Our experimental results show that UPOM and our learning strategies significantly improve RAE's performance in four test domains using two different metrics: efficiency and success ratio.