Undirected Networks
On the Convergence and Optimality of Policy Gradient for Markov Coherent Risk
Huang, Audrey, Leqi, Liu, Lipton, Zachary C., Azizzadenesheli, Kamyar
In order to model risk aversion in reinforcement learning, an emerging line of research adapts familiar algorithms to optimize coherent risk functionals, a class that includes conditional value-at-risk (CVaR). Because optimizing the coherent risk is difficult in Markov decision processes, recent work tends to focus on the Markov coherent risk (MCR), a time-consistent surrogate. While, policy gradient (PG) updates have been derived for this objective, it remains unclear (i) whether PG finds a global optimum for MCR; (ii) how to estimate the gradient in a tractable manner. In this paper, we demonstrate that, in general, MCR objectives (unlike the expected return) are not gradient dominated and that stationary points are not, in general, guaranteed to be globally optimal. Moreover, we present a tight upper bound on the suboptimality of the learned policy, characterizing its dependence on the nonlinearity of the objective and the degree of risk aversion. Addressing (ii), we propose a practical implementation of PG that uses state distribution reweighting to overcome previous limitations. Through experiments, we demonstrate that when the optimality gap is small, PG can learn risk-sensitive policies. However, we find that instances with large suboptimality gaps are abundant and easy to construct, outlining an important challenge for future research.
Meta Learning Black-Box Population-Based Optimizers
Gomes, Hugo Siqueira, Lรฉger, Benjamin, Gagnรฉ, Christian
The no free lunch theorem states that no model is better suited to every problem. A question that arises from this is how to design methods that propose optimizers tailored to specific problems achieving state-of-the-art performance. This paper addresses this issue by proposing the use of meta-learning to infer population-based black-box optimizers that can automatically adapt to specific classes of problems. We suggest a general modeling of population-based algorithms that result in Learning-to-Optimize POMDP (LTO-POMDP), a meta-learning framework based on a specific partially observable Markov decision process (POMDP). From that framework's formulation, we propose to parameterize the algorithm using deep recurrent neural networks and use a meta-loss function based on stochastic algorithms' performance to train efficient data-driven optimizers over several related optimization tasks. The learned optimizers' performance based on this implementation is assessed on various black-box optimization tasks and hyperparameter tuning of machine learning models. Our results revealed that the meta-loss function encourages a learned algorithm to alter its search behavior so that it can easily fit into a new context. Thus, it allows better generalization and higher sample efficiency than state-of-the-art generic optimization algorithms, such as the Covariance matrix adaptation evolution strategy (CMA-ES).
Intro to the Viterbi Algorithm
In the last post on Hidden Markov models (HMM), we never solved the problem of finding the most probable sequence of coins used. If you didn't read the post on HMMs, I would highly encourage you to do so. For those of you who did not, I'll outline the problem. Let's say some guru came up to you and told you to pick a coin from a bag (there are only two coins in the bag) and flip the coin. You'll either observe a head or a tail.
Malware Classification with GMM-HMM Models
Zhao, Jing, Basole, Samanvitha, Stamp, Mark
Discrete hidden Markov models (HMM) are often applied to malware detection and classification problems. However, the continuous analog of discrete HMMs, that is, Gaussian mixture model-HMMs (GMM-HMM), are rarely considered in the field of cybersecurity. In this paper, we use GMM-HMMs for malware classification and we compare our results to those obtained using discrete HMMs. As features, we consider opcode sequences and entropy-based sequences. For our opcode features, GMM-HMMs produce results that are comparable to those obtained using discrete HMMs, whereas for our entropy-based features, GMM-HMMs generally improve significantly on the classification results that we have achieved with discrete HMMs.
Efficient UAV Trajectory-Planning using Economic Reinforcement Learning
Khalil, Alvi Ataur, Byrne, Alexander J, Rahman, Mohammad Ashiqur, Manshaei, Mohammad Hossein
Advances in unmanned aerial vehicle (UAV) design have opened up applications as varied as surveillance, firefighting, cellular networks, and delivery applications. Additionally, due to decreases in cost, systems employing fleets of UAVs have become popular. The uniqueness of UAVs in systems creates a novel set of trajectory or path planning and coordination problems. Environments include many more points of interest (POIs) than UAVs, with obstacles and no-fly zones. This system revolves around an economic theory, in particular an auction mechanism where UAVs trade assigned POIs. We formulate the path planning problem as a multi-agent economic game, where agents can cooperate and compete for resources. We then translate the problem into a Partially Observable Markov decision process (POMDP), which is solved using a reinforcement learning (RL) model deployed on each agent. As the system computes task distributions via UAV cooperation, it is highly resilient to any change in the swarm size. Our proposed network and economic game architecture can effectively coordinate the swarm as an emergent phenomenon while maintaining the swarm's operation. Unmanned aerial vehicles (UAVs) are applicable to a wide-ranging set of problems such as fire fighting, security monitoring, agriculture, edge computing, 3D mapping, and network support [1]. Fire fighting problems center around tracking and finding fires, whereas security applications focus on monitoring and finding targets. On the other hand, agricultural problems center around field monitoring and data harvesting, while edge computing and network support are focused on data harvesting and load reaction. All of these problems can be abstracted to a set of partially observed points and must be traveled to in the shortest amount of time possible, and then some task must be carried out in the vicinity of this point. Swarm surveillance missions are essential in both civilian and military contexts, where solutions must be secure, reliable, and efficient.
An Attention Based Neural Network for Code Switching Detection: English & Roman Urdu
Hussain, Aizaz, Arshad, Muhammad Umair
Code-switching is a common phenomenon among people with diverse lingual background and is widely used on the internet for communication purposes. In this paper, we present a Recurrent Neural Network combined with the Attention Model for Language Identification in Code-Switched Data in English and low resource Roman Urdu. The attention model enables the architecture to learn the important features of the languages hence classifying the code switched data. We demonstrated our approach by comparing the results with state of the art models i.e. Hidden Markov Models, Conditional Random Field and Bidirectional LSTM. The models evaluation, using confusion matrix metrics, showed that the attention mechanism provides improved the precision and accuracy as compared to the other models.
UCB Momentum Q-learning: Correcting the bias without forgetting
Menard, Pierre, Domingues, Omar Darwiche, Shang, Xuedong, Valko, Michal
We propose UCBMQ, Upper Confidence Bound Momentum Q-learning, a new algorithm for reinforcement learning in tabular and possibly stage-dependent, episodic Markov decision process. UCBMQ is based on Q-learning where we add a momentum term and rely on the principle of optimism in face of uncertainty to deal with exploration. Our new technical ingredient of UCBMQ is the use of momentum to correct the bias that Q-learning suffers while, at the same time, limiting the impact it has on the second-order term of the regret. For UCBMQ , we are able to guarantee a regret of at most $O(\sqrt{H^3SAT}+ H^4 S A )$ where $H$ is the length of an episode, $S$ the number of states, $A$ the number of actions, $T$ the number of episodes and ignoring terms in poly$log(SAHT)$. Notably, UCBMQ is the first algorithm that simultaneously matches the lower bound of $\Omega(\sqrt{H^3SAT})$ for large enough $T$ and has a second-order term (with respect to the horizon $T$) that scales only linearly with the number of states $S$.
Generating Probabilistic Safety Guarantees for Neural Network Controllers
Katz, Sydney M., Julian, Kyle D., Strong, Christopher A., Kochenderfer, Mykel J.
Neural networks serve as effective controllers in a variety of complex settings due to their ability to represent expressive policies. The complex nature of neural networks, however, makes their output difficult to verify and predict, which limits their use in safety-critical applications. While simulations provide insight into the performance of neural network controllers, they are not enough to guarantee that the controller will perform safely in all scenarios. To address this problem, recent work has focused on formal methods to verify properties of neural network outputs. For neural network controllers, we can use a dynamics model to determine the output properties that must hold for the controller to operate safely. In this work, we develop a method to use the results from neural network verification tools to provide probabilistic safety guarantees on a neural network controller. We develop an adaptive verification approach to efficiently generate an overapproximation of the neural network policy. Next, we modify the traditional formulation of Markov decision process (MDP) model checking to provide guarantees on the overapproximated policy given a stochastic dynamics model. Finally, we incorporate techniques in state abstraction to reduce overapproximation error during the model checking process. We show that our method is able to generate meaningful probabilistic safety guarantees for aircraft collision avoidance neural networks that are loosely inspired by Airborne Collision Avoidance System X (ACAS X), a family of collision avoidance systems that formulates the problem as a partially observable Markov decision process (POMDP).
Writer identification for historical handwritten documents using a single feature extraction method
The digitization of historical handwritten document images is important for the preservation of cultural heritage. Moreover, the transcription of text images obtained from digitization is necessary to provide efficient information access to the content of these documents. Handwritten Text Recognition (HTR) has become an important research topic in the areas of image and computational language ... [Show full abstract] processing that allows us to obtain transcriptions from text images. State-of-the-art HTR systems are, however, far from perfect. One difficulty is that they have to cope with image noise and handwriting variability.
Advanced AI: Deep Reinforcement Learning in Python
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