Observable operator models (OOMs) and related models are one of the most important and powerful tools for modeling and analyzing stochastic systems. They exactly describe dynamics of finite-rank systems and can be efficiently and consistently estimated through spectral learning under the assumption of identically distributed data. In this paper, we investigate the properties of spectral learning without this assumption due to the requirements of analyzing large-time scale systems, and show that the equilibrium dynamics of a system can be extracted from nonequilibrium observation data by imposing an equilibrium constraint. In addition, we propose a binless extension of spectral learning for continuous data. In comparison with the other continuous-valued spectral algorithms, the binless algorithm can achieve consistent estimation of equilibrium dynamics with only linear complexity.

We propose and study a new model for reinforcement learning with rich observations, generalizing contextual bandits to sequential decision making. These models require an agent to take actions based on observations (features) with the goal of achieving long-term performance competitive with a large set of policies. To avoid barriers to sample-efficient learning associated with large observation spaces and general POMDPs, we focus on problems that can be summarized by a small number of hidden states and have long-term rewards that are predictable by a reactive function class. In this setting, we design and analyze a new reinforcement learning algorithm, Least Squares Value Elimination by Exploration. We prove that the algorithm learns near optimal behavior after a number of episodes that is polynomial in all relevant parameters, logarithmic in the number of policies, and independent of the size of the observation space. Our result provides theoretical justification for reinforcement learning with function approximation.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Abstract: We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and conditional variances and provide a quantification of the sources of predictive uncertainty. Since the posterior predictive variance is fixed given the model, it represents a constant quantity that is conserved over these expansions. The terms in the expansions can be assessed in absolute or relative sense to understand the main contributors to the length of prediction intervals. We quantify the term-wise uncertainty across expansions varying in the number of terms and the order of conditionates. In particular, given that a specific term in one expansion is small or zero, we identify the other terms in other expansions that must also be small or zero. We illustrate this approach to predictive model assessment in several well-known models. The Setting and Intuition Everyone uses prediction intervals (PI's) but few examine their structure or more precisely how they should be interpreted in the context of a model with multiple components. Often PI's seem overconfident (too narrow) or useless (too wide). Both frequentist and Bayesian practitioners routinely report PI's.

We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction to dynamic programming (DP) in an appropriately defined Markov decision process. This formulation has, however, not led to particularly efficient algorithms so far, since computing the associated DP operators requires fully solving a static optimal transport problem, and these operators need to be applied numerous times during the overall optimization process. In this work, we develop an alternative perspective by considering couplings between a ``flattened'' version of the joint distributions that we call discounted occupancy couplings, and show that calculating optimal transport distances in the full space of joint distributions can be equivalently formulated as solving a linear program (LP) in this reduced space. This LP formulation formulation allows us to port several algorithmic ideas from other areas of optimal transport theory. In particular, our formulation makes it possible to introduce an appropriate notion of entropy regularization into the optimization problem, which in turn enables us to directly calculate optimal transport distances via a Sinkhorn-like method we call Sinkhorn Value Iteration (SVI). We show both theoretically and empirically that this method converges quickly to an optimal coupling, essentially at the same computational cost of running vanilla Sinkhorn in each pair of states. Along the way, we point out that our optimal transport distance exactly matches the common notion of bisimulation metrics between Markov chains, and thus our results also apply to computing such metrics, and in fact our algorithm turns out to be significantly more efficient than the best known methods developed so far for this purpose.

Neural population activity often exhibits distinct dynamical features across time, which may correspond to distinct internal processes or behavior. Linear methods and variations thereof, such as Hidden Markov Model (HMM) and Switching Linear Dynamical System (SLDS), are often employed to identify discrete states with evolving neural dynamics. However, these techniques may not be able to capture the underlying nonlinear dynamics associated with neural propagation. Recurrent Neural Networks (RNNs) are commonly used to model neural dynamics thanks to their nonlinear characteristics. In our work, we develop Switching Recurrent Neural Networks (SRNN), RNNs with weights that switch across time, to reconstruct switching dynamics of neural time-series data. We apply these models to simulated data as well as cortical neural activity across mice and monkeys, which allows us to automatically detect discrete states that lead to the identification of varying neural dynamics. In a monkey reaching dataset with electrophysiology recordings, a mouse self-initiated lever pull dataset with widefield calcium recordings, and a mouse self-initiated decision making dataset with widefield calcium recording, SRNNs are able to automatically identify discrete states with distinct nonlinear neural dynamics. The inferred switches are aligned with the behavior, and the reconstructions show that the recovered neural dynamics are distinct across different stages of the behavior. We show that the neural dynamics have behaviorally-relevant switches across time and we are able to use SRNNs to successfully capture these switches and the corresponding dynamical features.

Despite the success of Large Language Models (LLMs) on various tasks following human instructions, controlling model generation to follow strict constraints at inference time poses a persistent challenge. In this paper, we introduce Ctrl-G, a neuro-symbolic framework that enables tractable and adaptable control of LLM generation to follow logical constraints reliably. Ctrl-G combines any production-ready LLM with a Hidden Markov Model (HMM), guiding LLM outputs to adhere to logical constraints represented as deterministic finite automata. We show that Ctrl-G, when a TULU2-7B model is coupled with a 2B-parameter HMM, outperforms GPT4 in text editing: on the task of generating text insertions/continuations following logical constraints, our approach achieves over 30% higher satisfaction rate in human evaluation. When applied to medium-size language models (e.g., GPT2-large), Ctrl-G also beats its counterparts on standard benchmarks by large margins. Additionally, as a proof-of-concept study, we use Ctrl-G to assist LLM reasoning on the GSM benchmark, foreshadowing the application of Ctrl-G, as well as other constrained generation approaches, beyond traditional language generation tasks.

Diffusion-based models have achieved notable empirical successes in reinforcement learning (RL) due to their expressiveness in modeling complex distributions. Despite existing methods being promising, the key challenge of extending existing methods for broader real-world applications lies in the computational cost at inference time, i.e., sampling from a diffusion model is considerably slow as it often requires tens to hundreds of iterations to generate even one sample. To circumvent this issue, we propose to leverage the flexibility of diffusion models for RL from a representation learning perspective. In particular, by exploiting the connection between diffusion models and energy-based models, we develop Diffusion Spectral Representation (Diff-SR), a coherent algorithm framework that enables extracting sufficient representations for value functions in Markov decision processes (MDP) and partially observable Markov decision processes (POMDP). We further demonstrate how Diff-SR facilitates efficient policy optimization and practical algorithms while explicitly bypassing the difficulty and inference cost of sampling from the diffusion model. Finally, we provide comprehensive empirical studies to verify the benefits of Diff-SR in delivering robust and advantageous performance across various benchmarks with both fully and partially observable settings.

Generating simulations to train intelligent agents in game-playing and robotics from natural language input, user input, or task documentation remains an open-ended challenge. Existing approaches focus on parts of this challenge, such as generating reward functions or task hyperparameters. Unlike previous work, we introduce FACTORSIM that generates full simulations in code from language input that can be used to train agents. Exploiting the structural modularity specific to coded simulations, we propose to use a factored partially observable Markov decision process representation that allows us to reduce context dependence during each step of the generation. For evaluation, we introduce a generative simulation benchmark that assesses the generated simulation code's accuracy and effectiveness in facilitating zero-shot transfers in reinforcement learning settings. We show that FACTORSIM outperforms existing methods in generating simulations regarding prompt alignment (i.e., accuracy), zero-shot transfer abilities, and human evaluation. We also demonstrate its effectiveness in generating robotic tasks.