In recent studies on model-based reinforcement learning (MBRL), incorporating uncertainty in forward dynamics is a state-of-the-art strategy to enhance learning performance, making MBRLs competitive to cutting-edge model free methods, especially in simulated robotics tasks. Probabilistic ensembles with trajectory sampling (PETS) is a leading type of MBRL, which employs Bayesian inference to dynamics modeling and model predictive control (MPC) with stochastic optimization via the cross entropy method (CEM). In this paper, we propose a novel extension to the uncertainty-aware MBRL. Our main contributions are twofold: Firstly, we introduce a variational inference MPC, which reformulates various stochastic methods, including CEM, in a Bayesian fashion. Secondly, we propose a novel instance of the framework, called probabilistic action ensembles with trajectory sampling (PaETS). As a result, our Bayesian MBRL can involve multimodal uncertainties both in dynamics and optimal trajectories. In comparison to PETS, our method consistently improves asymptotic performance on several challenging locomotion tasks.

In many machine learning scenarios, supervision by gold labels is not available and consequently neural models cannot be trained directly by maximum likelihood estimation (MLE). In a weak supervision scenario, metric-augmented objectives can be employed to assign feedback to model outputs, which can be used to extract a supervision signal for training. We present several objectives for two separate weakly supervised tasks, machine translation and semantic parsing. We show that objectives should actively discourage negative outputs in addition to promoting a surrogate gold structure. This notion of bipolarity is naturally present in ramp loss objectives, which we adapt to neural models. We show that bipolar ramp loss objectives outperform other non-bipolar ramp loss objectives and minimum risk training (MRT) on both weakly supervised tasks, as well as on a supervised machine translation task. Additionally, we introduce a novel token-level ramp loss objective, which is able to outperform even the best sequence-level ramp loss on both weakly supervised tasks.

Recent advances in Reinforcement Learning, grounded on combining classical theoretical results with Deep Learning paradigm, led to breakthroughs in many artificial intelligence tasks and gave birth to Deep Reinforcement Learning (DRL) as a field of research. In this work latest DRL algorithms are reviewed with a focus on their theoretical justification, practical limitations and observed empirical properties.

Recently, there has been increasing interest in developing distributed machine learning algorithms. Notable examples include distributed linear regression [1], multi-arm bandit [2], reinforcement learning (RL) [3], and deep learning [4]. Such algorithms have promising applications in large-scale networks, such as social platforms, online economic networks, cyber-physical systems, and Internet of Things, primarily because in such a complex network, it is impossible to collect all the information at the same point and each component of the network may not be willing to share its private information due to privacy issues. Multi-agent reinforcement learning (MARL) problems have recently received increasing attention. In general, MARL problems are investigated in settings that are either collaborative, competitive, or a mixture of the two. For collaborative MARL, the most rudimentary framework is the canonical multi-agent Markov decision process [5, 6], where the agents share a common reward function that is determined by the joint actions of all agents. Another notable framework for collaborative MARL is the team Markov game model, also with a shared reward function among agents [7, 8]. These two frameworks were then extended to the setting where agents are allowed to have heterogeneous reward functions[3,9-12], collaborating with the goal of maximizing the long-term return corresponding to the team averaged reward.

Abstraction is a powerful idea widely used in science, to model, reason and explain the behavior of systems in a more tractable search space, by omitting irrelevant details. While notions of abstraction have matured for deterministic systems, the case for abstracting probabilistic models is not yet fully understood. In this paper, we provide a semantical framework for analyzing such abstractions from first principles. We develop the framework in a general way, allowing for expressive languages, including logic-based ones that admit relational and hierarchical constructs with stochastic primitives. We motivate a definition of consistency between a high-level model and its low-level counterpart, but also treat the case when the high-level model is missing critical information present in the low-level model. We prove properties of abstractions, both at the level of the parameter as well as the structure of the models. We conclude with some observations about how abstractions can be derived automatically.

We propose a new complexity measure for Markov decision processes (MDP), the maximum expected hitting cost (MEHC). This measure tightens the closely related notion of diameter [JOA10] by accounting for the reward structure. We show that this parameter replaces diameter in the upper bound on the optimal value span of an extended MDP, thus refining the associated upper bounds on the regret of several UCRL2-like algorithms. Furthermore, we show that potential-based reward shaping [NHR99] can induce equivalent reward functions with varying informativeness, as measured by MEHC. We further establish that shaping can reduce or increase MEHC by at most a factor of two in a large class of MDPs with finite MEHC and unsaturated optimal average rewards.

Knowing if a user is a "buyer" vs "window shopper" solely based on clickstream data is of crucial importance for e-commerce platforms seeking to implement real-time accurate NBA ("next best action") policies. However, due to the low frequency of conversion events and the noisiness of browsing data, classifying user sessions is very challenging. In this paper, we address the clickstream classification problem in the eCommerce industry and present three major contributions to the burgeoning field of A.I.-for-retail: first, we collected, normalized and prepared a novel dataset of live shopping sessions from a major European e-commerce website; second, we use the dataset to test in a controlled environment strong baselines and SOTA models from the literature; finally, we propose a new discriminative neural model that outperforms neural architectures recently proposed by [1] at Rakuten labs.

Integration of reinforcement learning and imitation learning is an important problem that has been studied for a long time in the field of intelligent robotics. Reinforcement learning optimizes policies to maximize the cumulative reward, whereas imitation learning attempts to extract general knowledge about the trajectories demonstrated by experts, i.e., demonstrators. Because each of them has their own drawbacks, methods combining them and compensating for each set of drawbacks have been explored thus far. However, many of the methods are heuristic and do not have a solid theoretical basis. In this paper, we present a new theory for integrating reinforcement and imitation learning by extending the probabilistic generative model framework for reinforcement learning, {\it plan by inference}. We develop a new probabilistic graphical model for reinforcement learning with multiple types of rewards and a probabilistic graphical model for Markov decision processes with multiple optimality emissions (pMDP-MO). Furthermore, we demonstrate that the integrated learning method of reinforcement learning and imitation learning can be formulated as a probabilistic inference of policies on pMDP-MO by considering the output of the discriminator in generative adversarial imitation learning as an additional optimal emission observation. We adapt the generative adversarial imitation learning and task-achievement reward to our proposed framework, achieving significantly better performance than agents trained with reinforcement learning or imitation learning alone. Experiments demonstrate that our framework successfully integrates imitation and reinforcement learning even when the number of demonstrators is only a few.

We humans seem to have an innate understanding of the asymmetric progression of time, which we use to efficiently and safely perceive and manipulate our environment. Drawing inspiration from that, we address the problem of learning an arrow of time in a Markov (Decision) Process. We illustrate how a learned arrow of time can capture meaningful information about the environment, which in turn can be used to measure reachability, detect side-effects and to obtain an intrinsic reward signal. We show empirical results on a selection of discrete and continuous environments, and demonstrate for a class of stochastic processes that the learned arrow of time agrees reasonably well with a known notion of an arrow of time given by the celebrated Jordan-Kinderlehrer-Otto result.

In team-based invasion sports such as soccer and basketball, analytics is important for teams to understand their performance and for audiences to understand matches better. The present work focuses on performing visual analytics to evaluate the value of any kind of event occurring in a sports match with a continuous parameter space. Here, the continuous parameter space involves the time, location, score, and other parameters. Because the spatiotemporal data used in such analytics is a low-level representation and has a very large size, however, traditional analytics may need to discretize the continuous parameter space (e.g., subdivide the playing area) or use a local feature to limit the analysis to specific events (e.g., only shots). These approaches make evaluation impossible for any kind of event with a continuous parameter space. To solve this problem, we consider a whole match as a Markov chain of significant events, so that event values can be estimated with a continuous parameter space by solving the Markov chain with a machine learning model. The significant events are first extracted by considering the time-varying distribution of players to represent the whole match. Then, the extracted events are redefined as different states with the continuous parameter space and built as a Markov chain so that a Markov reward process can be applied. Finally, the Markov reward process is solved by a customized fitted-value iteration algorithm so that the event values with the continuous parameter space can be predicted by a regression model. As a result, the event values can be visually inspected over the whole playing field under arbitrary given conditions. Experimental results with real soccer data show the effectiveness of the proposed system.