Undirected Networks
Provable Hierarchical Imitation Learning via EM
Zhang, Zhiyu, Paschalidis, Ioannis
Due to recent empirical successes, the options framework for hierarchical reinforcement learning is gaining increasing popularity. Rather than learning from rewards which suffers from the curse of dimensionality, we consider learning an options-type hierarchical policy from expert demonstrations. Such a problem is referred to as hierarchical imitation learning. Converting this problem to parameter inference in a latent variable model, we theoretically characterize the EM approach proposed by Daniel et al. (2016). The population level algorithm is analyzed as an intermediate step, which is nontrivial due to the samples being correlated. If the expert policy can be parameterized by a variant of the options framework, then under regularity conditions, we prove that the proposed algorithm converges with high probability to a norm ball around the true parameter. To our knowledge, this is the first performance guarantee for an hierarchical imitation learning algorithm that only observes primitive state-action pairs.
Interpretable Sequence Classification via Discrete Optimization
Shvo, Maayan, Li, Andrew C., Icarte, Rodrigo Toro, McIlraith, Sheila A.
Sequence classification is the task of predicting a class label given a sequence of observations. In many applications such as healthcare monitoring or intrusion detection, early classification is crucial to prompt intervention. In this work, we learn sequence classifiers that favour early classification from an evolving observation trace. While many state-of-the-art sequence classifiers are neural networks, and in particular LSTMs, our classifiers take the form of finite state automata and are learned via discrete optimization. Our automata-based classifiers are interpretable---supporting explanation, counterfactual reasoning, and human-in-the-loop modification---and have strong empirical performance. Experiments over a suite of goal recognition and behaviour classification datasets show our learned automata-based classifiers to have comparable test performance to LSTM-based classifiers, with the added advantage of being interpretable.
Heterogeneous Multi-Agent Reinforcement Learning for Unknown Environment Mapping
Wakilpoor, Ceyer, Martin, Patrick J., Rebhuhn, Carrie, Vu, Amanda
Reinforcement learning in heterogeneous multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in homogeneous settings and simple benchmarks. In this work, we present an actor-critic algorithm that allows a team of heterogeneous agents to learn decentralized control policies for covering an unknown environment. This task is of interest to national security and emergency response organizations that would like to enhance situational awareness in hazardous areas by deploying teams of unmanned aerial vehicles. To solve this multi-agent coverage path planning problem in unknown environments, we augment a multi-agent actor-critic architecture with a new state encoding structure and triplet learning loss to support heterogeneous agent learning. We developed a simulation environment that includes real-world environmental factors such as turbulence, delayed communication, and agent loss, to train teams of agents as well as probe their robustness and flexibility to such disturbances.
Plan Optimization to Bilingual Dictionary Induction for Low-Resource Language Families
Nasution, Arbi Haza, Murakami, Yohei, Ishida, Toru
Creating bilingual dictionary is the first crucial step in enriching low-resource languages. Especially for the closely-related ones, it has been shown that the constraint-based approach is useful for inducing bilingual lexicons from two bilingual dictionaries via the pivot language. However, if there are no available machine-readable dictionaries as input, we need to consider manual creation by bilingual native speakers. To reach a goal of comprehensively create multiple bilingual dictionaries, even if we already have several existing machine-readable bilingual dictionaries, it is still difficult to determine the execution order of the constraint-based approach to reducing the total cost. Plan optimization is crucial in composing the order of bilingual dictionaries creation with the consideration of the methods and their costs. We formalize the plan optimization for creating bilingual dictionaries by utilizing Markov Decision Process (MDP) with the goal to get a more accurate estimation of the most feasible optimal plan with the least total cost before fully implementing the constraint-based bilingual lexicon induction. We model a prior beta distribution of bilingual lexicon induction precision with language similarity and polysemy of the topology as $\alpha$ and $\beta$ parameters. It is further used to model cost function and state transition probability. We estimated the cost of all investment plan as a baseline for evaluating the proposed MDP-based approach with total cost as an evaluation metric. After utilizing the posterior beta distribution in the first batch of experiments to construct the prior beta distribution in the second batch of experiments, the result shows 61.5\% of cost reduction compared to the estimated all investment plan and 39.4\% of cost reduction compared to the estimated MDP optimal plan. The MDP-based proposal outperformed the baseline on the total cost.
Offline Learning for Planning: A Summary
Angelotti, Giorgio, Drougard, Nicolas, Chanel, Caroline Ponzoni Carvalho
The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning from the control of unmanned vehicles to human-robot interaction and medical applications are accessible on the internet. With the intention of limiting the costs of the learning procedure it is convenient to exploit the information that is already available rather than collecting new data. Nevertheless, the incapability to augment the batch can lead the autonomous agents to develop far from optimal behaviours when the sampled experiences do not allow for a good estimate of the true distribution of the environment. Offline learning is the area of machine learning concerned with efficiently obtaining an optimal policy with a batch of previously collected experiences without further interaction with the environment. In this paper we adumbrate the ideas motivating the development of the state-of-the-art offline learning baselines. The listed methods consist in the introduction of epistemic uncertainty dependent constraints during the classical resolution of a Markov Decision Process, with and without function approximators, that aims to alleviate the bad effects of the distributional mismatch between the available samples and real world. We provide comments on the practical utility of the theoretical bounds that justify the application of these algorithms and suggest the utilization of Generative Adversarial Networks to estimate the distributional shift that affects all of the proposed model-free and model-based approaches.
Latent World Models For Intrinsically Motivated Exploration
Ermolov, Aleksandr, Sebe, Nicu
In this work we consider partially observable environments with sparse rewards. We present a self-supervised representation learning method for image-based observations, which arranges embeddings respecting temporal distance of observations. This representation is empirically robust to stochasticity and suitable for novelty detection from the error of a predictive forward model. We consider episodic and life-long uncertainties to guide the exploration. We propose to estimate the missing information about the environment with the world model, which operates in the learned latent space. As a motivation of the method, we analyse the exploration problem in a tabular Partially Observable Labyrinth. We demonstrate the method on image-based hard exploration environments from the Atari benchmark and report significant improvement with respect to prior work. The source code of the method and all the experiments is available at https://github.com/htdt/lwm.
Unbiased Gradient Estimation for Variational Auto-Encoders using Coupled Markov Chains
Ruiz, Francisco J. R., Titsias, Michalis K., Cemgil, Taylan, Doucet, Arnaud
The variational auto-encoder (VAE) is a deep latent variable model that has two neural networks in an autoencoder-like architecture; one of them parameterizes the model's likelihood. Fitting its parameters via maximum likelihood is challenging since the computation of the likelihood involves an intractable integral over the latent space; thus the VAE is trained instead by maximizing a variational lower bound. Here, we develop a maximum likelihood training scheme for VAEs by introducing unbiased gradient estimators of the log-likelihood. We obtain the unbiased estimators by augmenting the latent space with a set of importance samples, similarly to the importance weighted auto-encoder (IWAE), and then constructing a Markov chain Monte Carlo (MCMC) coupling procedure on this augmented space. We provide the conditions under which the estimators can be computed in finite time and have finite variance. We demonstrate experimentally that VAEs fitted with unbiased estimators exhibit better predictive performance on three image datasets.
Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices
Klein, Nadja, Smith, Michael Stanley, Nott, David J.
Recurrent neural networks (RNNs) with rich feature vectors of past values can provide accurate point forecasts for series that exhibit complex serial dependence. We propose two approaches to constructing deep time series probabilistic models based on a variant of RNN called an echo state network (ESN). The first is where the output layer of the ESN has stochastic disturbances and a shrinkage prior for additional regularization. The second approach employs the implicit copula of an ESN with Gaussian disturbances, which is a deep copula process on the feature space. Combining this copula with a non-parametrically estimated marginal distribution produces a deep distributional time series model. The resulting probabilistic forecasts are deep functions of the feature vector and also marginally calibrated. In both approaches, Bayesian Markov chain Monte Carlo methods are used to estimate the models and compute forecasts. The proposed deep time series models are suitable for the complex task of forecasting intraday electricity prices. Using data from the Australian National Electricity Market, we show that our models provide accurate probabilistic price forecasts. Moreover, the models provide a flexible framework for incorporating probabilistic forecasts of electricity demand as additional features. We demonstrate that doing so in the deep distributional time series model in particular, increases price forecast accuracy substantially.
Energy-based Surprise Minimization for Multi-Agent Value Factorization
Suri, Karush, Shi, Xiao Qi, Plataniotis, Konstantinos, Lawryshyn, Yuri
Multi-Agent Reinforcement Learning (MARL) has demonstrated significant success in training decentralised policies in a centralised manner by making use of value factorization methods. However, addressing surprise across spurious states and approximation bias remain open problems for multi-agent settings. We introduce the Energy-based MIXer (EMIX), an algorithm which minimizes surprise utilizing the energy across agents. Our contributions are threefold; (1) EMIX introduces a novel surprise minimization technique across multiple agents in the case of multi-agent partially-observable settings. (2) EMIX highlights the first practical use of energy functions in MARL (to our knowledge) with theoretical guarantees and experiment validations of the energy operator. Lastly, (3) EMIX presents a novel technique for addressing overestimation bias across agents in MARL. When evaluated on a range of challenging StarCraft II micromanagement scenarios, EMIX demonstrates consistent state-of-the-art performance for multi-agent surprise minimization. Moreover, our ablation study highlights the necessity of the energy-based scheme and the need for elimination of overestimation bias in MARL. Our implementation of EMIX and videos of agents are available at https://karush17.github.io/emix-web/.
QTRAN++: Improved Value Transformation for Cooperative Multi-Agent Reinforcement Learning
Son, Kyunghwan, Ahn, Sungsoo, Reyes, Roben Delos, Shin, Jinwoo, Yi, Yung
QTRAN is a multi-agent reinforcement learning (MARL) algorithm capable of learning the largest class of joint-action value functions up to date. However, despite its strong theoretical guarantee, it has shown poor empirical performance in complex environments, such as Starcraft Multi-Agent Challenge (SMAC). In this paper, we identify the performance bottleneck of QTRAN and propose a substantially improved version, coined QTRAN++. Our gains come from (i) stabilizing the training objective of QTRAN, (ii) removing the strict role separation between the action-value estimators of QTRAN, and (iii) introducing a multi-head mixing network for value transformation. Through extensive evaluation, we confirm that our diagnosis is correct, and QTRAN++ successfully bridges the gap between empirical performance and theoretical guarantee. In particular, QTRAN++ newly achieves state-of-the-art performance in the SMAC environment. The code will be released.