Markov Models
Plannable Approximations to MDP Homomorphisms: Equivariance under Actions
van der Pol, Elise, Kipf, Thomas, Oliehoek, Frans A., Welling, Max
This work exploits action equivariance for representation learning in reinforcement learning. Equivariance under actions states that transitions in the input space are mirrored by equivalent transitions in latent space, while the map and transition functions should also commute. We introduce a contrastive loss function that enforces action equivariance on the learned representations. We prove that when our loss is zero, we have a homomorphism of a deterministic Markov Decision Process (MDP). Learning equivariant maps leads to structured latent spaces, allowing us to build a model on which we plan through value iteration. We show experimentally that for deterministic MDPs, the optimal policy in the abstract MDP can be successfully lifted to the original MDP. Moreover, the approach easily adapts to changes in the goal states. Empirically, we show that in such MDPs, we obtain better representations in fewer epochs compared to representation learning approaches using reconstructions, while generalizing better to new goals than model-free approaches.
Cautious Reinforcement Learning via Distributional Risk in the Dual Domain
Zhang, Junyu, Bedi, Amrit Singh, Wang, Mengdi, Koppel, Alec
We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational challenges associated with the fact that risk-sensitive MDPs are time-inconsistent. To ameliorate this issue, we propose a new definition of risk, which we call caution, as a penalty function added to the dual objective of the linear programming (LP) formulation of reinforcement learning. The caution measures the distributional risk of a policy, which is a function of the policy's long-term state occupancy distribution. To solve this problem in an online model-free manner, we propose a stochastic variant of primal-dual method that uses Kullback-Lieber (KL) divergence as its proximal term. We establish that the number of iterations/samples required to attain approximately optimal solutions of this scheme matches tight dependencies on the cardinality of the state and action spaces, but differs in its dependence on the infinity norm of the gradient of the risk measure. Experiments demonstrate the merits of this approach for improving the reliability of reward accumulation without additional computational burdens.
Wavelet-based Temporal Forecasting Models of Human Activities for Anomaly Detection
Fernandez-Carmona, Manuel, Bellotto, Nicola
This paper presents a novel approach for temporal modelling of long-term human activities based on wavelet transforms. The model is applied to binary smart-home sensors to forecast their signals, which are used then as temporal priors to infer anomalies in office and Active & Assisted Living (AAL) scenarios. Such inference is performed by a new extension of Hybrid Markov Logic Networks (HMLNs) that merges different anomaly indicators, including activity levels detected by sensors, expert rules and the new temporal models. The latter in particular allow the inference system to discover deviations from long-term activity patterns, which cannot by detected by simpler frequency-based models. Two new publicly available datasets were collected using several smart-sensors to evaluate the wavelet-based temporal models and their application to signal forecasting and anomaly detection. The experimental results show the effectiveness of the proposed techniques and their successful application to detect unexpected activities in office and AAL settings.
State-only Imitation with Transition Dynamics Mismatch
Imitation Learning (IL) is a popular paradigm for training agents to achieve complicated goals by leveraging expert behavior, rather than dealing with the hardships of designing a correct reward function. With the environment modeled as a Markov Decision Process (MDP), most of the existing IL algorithms are contingent on the availability of expert demonstrations in the same MDP as the one in which a new imitator policy is to be learned. This is uncharacteristic of many real-life scenarios where discrepancies between the expert and the imitator MDPs are common, especially in the transition dynamics function. Furthermore, obtaining expert actions may be costly or infeasible, making the recent trend towards state-only IL (where expert demonstrations constitute only states or observations) ever so promising. Building on recent adversarial imitation approaches that are motivated by the idea of divergence minimization, we present a new state-only IL algorithm in this paper. It divides the overall optimization objective into two subproblems by introducing an indirection step and solves the subproblems iteratively. We show that our algorithm is particularly effective when there is a transition dynamics mismatch between the expert and imitator MDPs, while the baseline IL methods suffer from performance degradation. To analyze this, we construct several interesting MDPs by modifying the configuration parameters for the MuJoCo locomotion tasks from OpenAI Gym 1 .
Tensor Decompositions in Deep Learning
Bacciu, Davide, Mandic, Danilo P.
The paper surveys the topic of tensor decompositions in modern machine learning applications. It focuses on three active research topics of significant relevance for the community. After a brief review of consolidated works on multi-way data analysis, we consider the use of tensor decompositions in compressing the parameter space of deep learning models. Lastly, we discuss how tensor methods can be leveraged to yield richer adaptive representations of complex data, including structured information. The paper concludes with a discussion on interesting open research challenges.
Bayesian Nonparametric Space Partitions: A Survey
Fan, Xuhui, Li, Bin, Luo, Ling, Sisson, Scott A.
Bayesian nonparametric space partition (BNSP) models provide a variety of strategies for partitioning a $D$-dimensional space into a set of blocks. In this way, the data points lie in the same block would share certain kinds of homogeneity. BNSP models can be applied to various areas, such as regression/classification trees, random feature construction, relational modeling, etc. In this survey, we investigate the current progress of BNSP research through the following three perspectives: models, which review various strategies for generating the partitions in the space and discuss their theoretical foundation `self-consistency'; applications, which cover the current mainstream usages of BNSP models and their potential future practises; and challenges, which identify the current unsolved problems and valuable future research topics. As there are no comprehensive reviews of BNSP literature before, we hope that this survey can induce further exploration and exploitation on this topic.
Gamma-Reward: A Novel Multi-Agent Reinforcement Learning Method for Traffic Signal Control
Liu, Junjia, Zhang, Huimin, Fu, Zhuang, Wang, Yao
The intelligent control of traffic signal is critical to the optimization of transportation systems. To solve the problem in large-scale road networks, recent research has focused on interactions among intersections, which have shown promising results. However, existing studies pay more attention to the sensation sharing among agents and do not care about the results after taking each action. In this paper, we propose a novel multi-agent interaction mechanism, defined as Gamma-Reward that includes both original Gamma-Reward and Gamma-Attention-Reward, which use the space-time information in the replay buffer to amend the reward of each action, for traffic signal control based on deep reinforcement learning method. We give a detailed theoretical foundation and prove the proposed method can converge to Nash Equilibrium. By extending the idea of Markov Chain to the road network, this interaction mechanism replaces the graph attention method and realizes the decoupling of the road network, which is more in line with practical applications. Simulation and experiment results demonstrate that the proposed model can get better performance than previous studies, by amending the reward. To our best knowledge, our work appears to be the first to treat the road network itself as a Markov Chain.
Cautious Reinforcement Learning with Logical Constraints
Hasanbeig, Mohammadhosein, Abate, Alessandro, Kroening, Daniel
This paper presents the concept of an adaptive safe padding that forces Reinforcement Learning (RL) to synthesize optimal control policies while ensuring safety during the learning process. We express the safety requirements as a temporal logic formula. Enforcing the RL agent to stay safe during learning might limit the exploration in some safety-critical cases. However, we show that the proposed architecture is able to automatically handle the trade-off between efficient progress in exploration and ensuring strict safety. Theoretical guarantees are available on the convergence of the algorithm. Finally experimental results are provided to showcase the performance of the proposed method.
Causal Machine Learning Workshop SEW-HSG University of St.Gallen
Program: Monday Session I Maximilian Kasy, "Adaptive treatment assignment in experiments for policy choice" Bezirgen Veliyev, "Functional Sequential Treatment Allocation" Keynote Uri Shalit about "Machine learning and causal inference: a two-way road": "This talk will have two parts. In the first we will discuss a framework we developed for learning individualized treatment recommendations from observational health data, merging ideas from machine learning and causal inference. We will see examples of our framework applied to two crucial health problems using data from tens of thousands of patients, and discuss some important causal-inference challenges that come to focus in this setting. In the second part we will show how we use ideas from the causal inference literature to address long standing problems in machine learning: off-policy evaluation in a partially observable Markov decision process (POMDP), and learning predictive models that are stable against distributional shifts." Heterogeneous effects of training programmes for unemployed in Belgium" Daniel Jacob, "Does Tenure make you love your Job?" Nicolaj Mühlbach, "Heterogeneous Treatment Effects of an Early Retirement Reform" Tuesday Session III Dmitry Arkhangelsky, "Double-Robust Identification for Causal Panel Data Models" Martin Spindler, "Uniform Inference in High-Dimensional Gaussian Graphical Models" Keynote Stefan Wager about "Designing Loss Functions for Causal Machine Learning": "Given advances in machine learning over the past decades, it is now possible to accurately solve difficult non-parametric prediction problems in a way that is routine and reproducible.
Markov Logic Networks with Complex Weights: Expressivity, Liftability and Fourier Transforms
Statistical Relational Learning [Getoor and Taskar, 2007] (SRL) is concerned with learning probabilistic models from relational data such as, for instance, knowledge graphs, biological or social networks, structures of molecules etc. Markov Logic Networks [Richardson and Domingos, 2006] (MLNs) are among the most prominent SRL systems and in this paper we are interested in their expressivity. Informally, expressivity measures the "amount" of distributions that can be modelled by a given class of probabilistic models. An MLN is given by a set of weighted first-order logic formulas and it defines a distribution on possible worlds over a given domain. Here we study expressivity of MLNs in a setting where we first fix the first-order logic formulas defining the MLN and then vary their weights. Since it is not even clear what expressivity should mean in this context, our first contribution in this paper is a formal framework for studying expressivity of MLNs. The main reason for studying expressivity of MLNs in the setting where one first fixes the formulas is computational complexity of inference because its complexity usually depends mostly on the formulas and not so much on their weights.