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 Markov Models


EgoMap: Projective mapping and structured egocentric memory for Deep RL

arXiv.org Artificial Intelligence

Tasks involving localization, memorization and planning in partially observable 3D environments are an ongoing challenge in Deep Reinforcement Learning. We present EgoMap, a spatially structured neural memory architecture. EgoMap augments a deep reinforcement learning agent's performance in 3D environments on challenging tasks with multi-step objectives. The EgoMap architecture incorporates several inductive biases including a differentiable inverse projection of CNN feature vectors onto a top-down spatially structured map. The map is updated with ego-motion measurements through a differentiable affine transform. We show this architecture outperforms both standard recurrent agents and state of the art agents with structured memory. We demonstrate that incorporating these inductive biases into an agent's architecture allows for stable training with reward alone, circumventing the expense of acquiring and labelling expert trajectories. A detailed ablation study demonstrates the impact of key aspects of the architecture and through extensive qualitative analysis, we show how the agent exploits its structured internal memory to achieve higher performance.


Dynamic Energy Dispatch in Isolated Microgrids Based on Deep Reinforcement Learning

arXiv.org Machine Learning

This paper focuses on deep reinforcement learning (DRL)-based energy dispatch for isolated microgrids (MGs) with diesel generators (DGs), photovoltaic (PV) panels, and a battery. A finite-horizon Partial Observable Markov Decision Process (POMDP) model is formulated and solved by learning from historical data to capture the uncertainty in future electricity consumption and renewable power generation. In order to deal with the instability problem of DRL algorithms and unique characteristics of finite-horizon models, two novel DRL algorithms, namely, FH-DDPG and FH-RDPG, are proposed to derive energy dispatch policies with and without fully observable state information. A case study using real isolated microgrid data is performed, where the performance of the proposed algorithms are compared with the myopic algorithm as well as other baseline DRL algorithms. Moreover, the impact of uncertainties on MG performance is decoupled into two levels and evaluated respectively.


Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation

arXiv.org Machine Learning

This paper concerns error bounds for recursive equations subject to Markovian disturbances. Motivating examples abound within the fields of Markov chain Monte Carlo (MCMC) and Reinforcement Learning (RL), and many of these algorithms can be interpreted as special cases of stochastic approximation (SA). It is argued that it is not possible in general to obtain a Hoeffding bound on the error sequence, even when the underlying Markov chain is reversible and geometrically ergodic, such as the M/M/1 queue. This is motivation for the focus on mean square error bounds for parameter estimates. It is shown that mean square error achieves the optimal rate of $O(1/n)$, subject to conditions on the step-size sequence. Moreover, the exact constants in the rate are obtained, which is of great value in algorithm design.


Near-optimal Reinforcement Learning in Factored MDPs: Oracle-Efficient Algorithms for the Non-episodic Setting

arXiv.org Machine Learning

We study reinforcement learning in factored Markov decision processes (FMDPs) in the non-episodic setting. We focus on regret analyses providing both upper and lower bounds. We propose two near-optimal and oracle-efficient algorithms for FMDPs. Assuming oracle access to an FMDP planner, they enjoy a Bayesian and a frequentist regret bound respectively, both of which reduce to the near-optimal bound $\widetilde{O}(DS\sqrt{AT})$ for standard non-factored MDPs. Our lower bound depends on the span of the bias vector rather than the diameter $D$ and we show via a simple Cartesian product construction that FMDPs with a bounded span can have an arbitrarily large diameter, which suggests that bounds with a dependence on diameter can be extremely loose. We, therefore, propose another algorithm that only depends on span but relies on a computationally stronger oracle. Our algorithms outperform the previous near-optimal algorithms on computer network administrator simulations.


Relational Neural Machines

arXiv.org Artificial Intelligence

Deep learning has been shown to achieve impressive results in several tasks where a large amount of training data is available. However, deep learning solely focuses on the accuracy of the predictions, neglecting the reasoning process leading to a decision, which is a major issue in life-critical applications. Probabilistic logic reasoning allows to exploit both statistical regularities and specific domain expertise to perform reasoning under uncertainty, but its scalability and brittle integration with the layers processing the sensory data have greatly limited its applications. For these reasons, combining deep architectures and probabilistic logic reasoning is a fundamental goal towards the development of intelligent agents operating in complex environments. This paper presents Relational Neural Machines, a novel framework allowing to jointly train the parameters of the learners and of a First--Order Logic based reasoner. A Relational Neural Machine is able to recover both classical learning from supervised data in case of pure sub-symbolic learning, and Markov Logic Networks in case of pure symbolic reasoning, while allowing to jointly train and perform inference in hybrid learning tasks. Proper algorithmic solutions are devised to make learning and inference tractable in large-scale problems. The experiments show promising results in different relational tasks.


Partially Observable Games for Secure Autonomy

arXiv.org Artificial Intelligence

Technology development efforts in autonomy and cyber-defense have been evolving independently of each other, over the past decade. In this paper, we report our ongoing effort to integrate these two presently distinct areas into a single framework. To this end, we propose the two-player partially observable stochastic game formalism to capture both high-level autonomous mission planning under uncertainty and adversarial decision making subject to imperfect information. We show that synthesizing sub-optimal strategies for such games is possible under finite-memory assumptions for both the autonomous decision maker and the cyber-adversary. We then describe an experimental testbed to evaluate the efficacy of the proposed framework.


Does the Markov Decision Process Fit the Data: Testing for the Markov Property in Sequential Decision Making

arXiv.org Machine Learning

The Markov assumption (MA) is fundamental to the empirical validity of reinforcement learning. In this paper, we propose a novel Forward-Backward Learning procedure to test MA in sequential decision making. The proposed test does not assume any parametric form on the joint distribution of the observed data and plays an important role for identifying the optimal policy in high-order Markov decision processes and partially observable MDPs. We apply our test to both synthetic datasets and a real data example from mobile health studies to illustrate its usefulness.


Learning Task-Driven Control Policies via Information Bottlenecks

arXiv.org Machine Learning

This paper presents a reinforcement learning approach to synthesizing task-driven control policies for robotic systems equipped with rich sensory modalities (e.g., vision or depth). Standard reinforcement learning algorithms typically produce policies that tightly couple control actions to the entirety of the system's state and rich sensor observations. As a consequence, the resulting policies can often be sensitive to changes in task-irrelevant portions of the state or observations (e.g., changing background colors). In contrast, the approach we present here learns to create a task-driven representation that is used to compute control actions. Formally, this is achieved by deriving a policy gradient-style algorithm that creates an information bottleneck between the states and the task-driven representation; this constrains actions to only depend on task-relevant information. We demonstrate our approach in a thorough set of simulation results on multiple examples including a grasping task that utilizes depth images and a ball-catching task that utilizes RGB images. Comparisons with a standard policy gradient approach demonstrate that the task-driven policies produced by our algorithm are often significantly more robust to sensor noise and task-irrelevant changes in the environment.


Blind Spot Detection for Safe Sim-to-Real Transfer

Journal of Artificial Intelligence Research

Agents trained in simulation may make errors when performing actions in the real world due to mismatches between training and execution environments. These mistakes can be dangerous and difficult for the agent to discover because the agent is unable to predict them a priori. In this work, we propose the use of oracle feedback to learn a predictive model of these blind spots in order to reduce costly errors in real-world applications. We focus on blind spots in reinforcement learning (RL) that occur due to incomplete state representation: when the agent lacks necessary features to represent the true state of the world, and thus cannot distinguish between numerous states. We formalize the problem of discovering blind spots in RL as a noisy supervised learning problem with class imbalance. Our system learns models for predicting blind spots within unseen regions of the state space by combining techniques for label aggregation, calibration, and supervised learning. These models take into consideration noise emerging from different forms of oracle feedback, including demonstrations and corrections. We evaluate our approach across two domains and demonstrate that it achieves higher predictive performance than baseline methods, and also that the learned model can be used to selectively query an oracle at execution time to prevent errors. We also empirically analyze the biases of various feedback types and how these biases influence the discovery of blind spots. Further, we include analyses of our approach that incorporate relaxed initial optimality assumptions. (Interestingly, relaxing the assumptions of an optimal oracle and an optimal simulator policy helped our models to perform better.) We also propose extensions to our method that are intended to improve performance when using corrections and demonstrations data.


Finite Time Analysis of Linear Two-timescale Stochastic Approximation with Markovian Noise

arXiv.org Machine Learning

Linear two-timescale stochastic approximation (SA) scheme is an important class of algorithms which has become popular in reinforcement learning (RL), particularly for the policy evaluation problem. Recently, a number of works have been devoted to establishing the finite time analysis of the scheme, especially under the Markovian (non-i.i.d.) noise settings that are ubiquitous in practice. In this paper, we provide a finite-time analysis for linear two timescale SA. Our bounds show that there is no discrepancy in the convergence rate between Markovian and martingale noise, only the constants are affected by the mixing time of the Markov chain. With an appropriate step size schedule, the transient term in the expected error bound is o (1 /k c) and the steady-state term is O (1 /k), where c 1 and k is the iteration number. Furthermore, we present an asymptotic expansion of the expected error with a matching lower bound of Ω(1 /k). A simple numerical experiment is presented to support our theory. Keywords: stochastic approximation, reinforcement learning, GTD learning, Markovian noise 1. Introduction Since its introduction close to 70 years ago, the stochastic approximation (SA) scheme (Robbins and Monro, 1951) has been a powerful tool for root finding when only noisy samples are available. During the past two decades, considerable progresses in the practical and theoretical research of SA have been made, see (Bena ım, 1999; Kushner and Yin, 2003; Borkar, 2008) for an overview. Among others, linear SA schemes are popular in reinforcement learning (RL) as they lead to policy evaluation methods with linear function approximation, of particular importance is temporal difference (TD) learning (Sutton, 1988) for which finite time analysis has been reported in (Srikant and Ying, 2019; Lakshminarayanan and Szepesvari, 2018; Bhandari et al., 2018; Dalal et al., 2018a). The TD learning scheme based on classical (linear) SA is known to be inadequate for the off-policy learning paradigms in RL, where data samples are drawn from a behavior policy different from the policy being evaluated (Baird, 1995; Tsitsiklis and V an Roy, 1997). To circumvent this Authors listed in alphabetical order. These methods fall within the scope of linear two-timescale SA scheme introduced by Borkar (1997): θ k 1 θ k β k{null b 1( X k 1) null A 11(X k 1)θ k null A 12(X k 1) w k}, (1) w k 1 w k γ k{null b 2( X k 1) null A 21( X k 1)θ k null A 22(X k 1)w k}.