Learning Graphical Models
Variational Learning ISTA
Massoli, Fabio Valerio, Louizos, Christos, Behboodi, Arash
Compressed sensing combines the power of convex optimization techniques with a sparsity-inducing prior on the signal space to solve an underdetermined system of equations. For many problems, the sparsifying dictionary is not directly given, nor its existence can be assumed. Besides, the sensing matrix can change across different scenarios. Addressing these issues requires solving a sparse representation learning problem, namely dictionary learning, taking into account the epistemic uncertainty of the learned dictionaries and, finally, jointly learning sparse representations and reconstructions under varying sensing matrix conditions. We address both concerns by proposing a variant of the LISTA architecture. First, we introduce Augmented Dictionary Learning ISTA (A-DLISTA), which incorporates an augmentation module to adapt parameters to the current measurement setup. Then, we propose to learn a distribution over dictionaries via a variational approach, dubbed Variational Learning ISTA (VLISTA). VLISTA exploits A-DLISTA as the likelihood model and approximates a posterior distribution over the dictionaries as part of an unfolded LISTA-based recovery algorithm. As a result, VLISTA provides a probabilistic way to jointly learn the dictionary distribution and the reconstruction algorithm with varying sensing matrices. We provide theoretical and experimental support for our architecture and show that our model learns calibrated uncertainties.
Causal Discovery in Semi-Stationary Time Series
Gao, Shanyun, Addanki, Raghavendra, Yu, Tong, Rossi, Ryan A., Kocaoglu, Murat
Discovering causal relations from observational time series without making the stationary assumption is a significant challenge. In practice, this challenge is common in many areas, such as retail sales, transportation systems, and medical science. Here, we consider this problem for a class of non-stationary time series. The structural causal model (SCM) of this type of time series, called the semi-stationary time series, exhibits that a finite number of different causal mechanisms occur sequentially and periodically across time. This model holds considerable practical utility because it can represent periodicity, including common occurrences such as seasonality and diurnal variation. We propose a constraint-based, non-parametric algorithm for discovering causal relations in this setting. The resulting algorithm, PCMCI$_{\Omega}$, can capture the alternating and recurring changes in the causal mechanisms and then identify the underlying causal graph with conditional independence (CI) tests. We show that this algorithm is sound in identifying causal relations on discrete time series. We validate the algorithm with extensive experiments on continuous and discrete simulated data. We also apply our algorithm to a real-world climate dataset.
Mitigating Partial Observability in Sequential Decision Processes via the Lambda Discrepancy
Allen, Cameron, Kirtland, Aaron, Tao, Ruo Yu, Lobel, Sam, Scott, Daniel, Petrocelli, Nicholas, Gottesman, Omer, Parr, Ronald, Littman, Michael L., Konidaris, George
Reinforcement learning algorithms typically rely on the assumption that the environment dynamics and value function can be expressed in terms of a Markovian state representation. However, when state information is only partially observable, how can an agent learn such a state representation, and how can it detect when it has found one? We introduce a metric that can accomplish both objectives, without requiring access to--or knowledge of--an underlying, unobservable state space. Our metric, the $\lambda$-discrepancy, is the difference between two distinct temporal difference (TD) value estimates, each computed using TD($\lambda$) with a different value of $\lambda$. Since TD($\lambda$=0) makes an implicit Markov assumption and TD($\lambda$=1) does not, a discrepancy between these estimates is a potential indicator of a non-Markovian state representation. Indeed, we prove that the $\lambda$-discrepancy is exactly zero for all Markov decision processes and almost always non-zero for a broad class of partially observable environments. We also demonstrate empirically that, once detected, minimizing the $\lambda$-discrepancy can help with learning a memory function to mitigate the corresponding partial observability. We then train a reinforcement learning agent that simultaneously constructs two recurrent value networks with different $\lambda$ parameters and minimizes the difference between them as an auxiliary loss. The approach scales to challenging partially observable domains, where the resulting agent frequently performs significantly better (and never performs worse) than a baseline recurrent agent with only a single value network.
Change-Point Detection in Industrial Data Streams based on Online Dynamic Mode Decomposition with Control
Wadinger, Marek, Kvasnica, Michal, Kawahara, Yoshinobu
We propose a novel change-point detection method based on online Dynamic Mode Decomposition with control (ODMDwC). Leveraging ODMDwC's ability to find and track linear approximation of a non-linear system while incorporating control effects, the proposed method dynamically adapts to its changing behavior due to aging and seasonality. This approach enables the detection of changes in spatial, temporal, and spectral patterns, providing a robust solution that preserves correspondence between the score and the extent of change in the system dynamics. We formulate a truncated version of ODMDwC and utilize higher-order time-delay embeddings to mitigate noise and extract broad-band features. Our method addresses the challenges faced in industrial settings where safety-critical systems generate non-uniform data streams while requiring timely and accurate change-point detection to protect profit and life. Our results demonstrate that this method yields intuitive and improved detection results compared to the Singular-Value-Decomposition-based method. We validate our approach using synthetic and real-world data, showing its competitiveness to other approaches on complex systems' benchmark datasets. Provided guidelines for hyperparameters selection enhance our method's practical applicability.
Solving Multi-Model MDPs by Coordinate Ascent and Dynamic Programming
Multi-model Markov decision process (MMDP) is a promising framework for computing policies that are robust to parameter uncertainty in MDPs. MMDPs aim to find a policy that maximizes the expected return over a distribution of MDP models. Because MMDPs are NP-hard to solve, most methods resort to approximations. In this paper, we derive the policy gradient of MMDPs and propose CADP, which combines a coordinate ascent method and a dynamic programming algorithm for solving MMDPs. The main innovation of CADP compared with earlier algorithms is to take the coordinate ascent perspective to adjust model weights iteratively to guarantee monotone policy improvements to a local maximum. A theoretical analysis of CADP proves that it never performs worse than previous dynamic programming algorithms like WSU. Our numerical results indicate that CADP substantially outperforms existing methods on several benchmark problems.
CrowdTransfer: Enabling Crowd Knowledge Transfer in AIoT Community
Liu, Yan, Guo, Bin, Li, Nuo, Ding, Yasan, Zhang, Zhouyangzi, Yu, Zhiwen
Artificial Intelligence of Things (AIoT) is an emerging frontier based on the deep fusion of Internet of Things (IoT) and Artificial Intelligence (AI) technologies. Although advanced deep learning techniques enhance the efficient data processing and intelligent analysis of complex IoT data, they still suffer from notable challenges when deployed to practical AIoT applications, such as constrained resources, and diverse task requirements. Knowledge transfer is an effective method to enhance learning performance by avoiding the exorbitant costs associated with data recollection and model retraining. Notably, although there are already some valuable and impressive surveys on transfer learning, these surveys introduce approaches in a relatively isolated way and lack the recent advances of various knowledge transfer techniques for AIoT field. This survey endeavors to introduce a new concept of knowledge transfer, referred to as Crowd Knowledge Transfer (CrowdTransfer), which aims to transfer prior knowledge learned from a crowd of agents to reduce the training cost and as well as improve the performance of the model in real-world complicated scenarios. Particularly, we present four transfer modes from the perspective of crowd intelligence, including derivation, sharing, evolution and fusion modes. Building upon conventional transfer learning methods, we further delve into advanced crowd knowledge transfer models from three perspectives for various AIoT applications. Furthermore, we explore some applications of AIoT areas, such as human activity recognition, urban computing, multi-robot system, and smart factory. Finally, we discuss the open issues and outline future research directions of knowledge transfer in AIoT community.
Periodic agent-state based Q-learning for POMDPs
Sinha, Amit, Geist, Mathieu, Mahajan, Aditya
The standard approach for Partially Observable Markov Decision Processes (POMDPs) is to convert them to a fully observed belief-state MDP. However, the belief state depends on the system model and is therefore not viable in reinforcement learning (RL) settings. A widely used alternative is to use an agent state, which is a model-free, recursively updateable function of the observation history. Examples include frame stacking and recurrent neural networks. Since the agent state is model-free, it is used to adapt standard RL algorithms to POMDPs. However, standard RL algorithms like Q-learning learn a stationary policy. Our main thesis that we illustrate via examples is that because the agent state does not satisfy the Markov property, non-stationary agent-state based policies can outperform stationary ones. To leverage this feature, we propose PASQL (periodic agent-state based Q-learning), which is a variant of agent-state-based Q-learning that learns periodic policies. By combining ideas from periodic Markov chains and stochastic approximation, we rigorously establish that PASQL converges to a cyclic limit and characterize the approximation error of the converged periodic policy. Finally, we present a numerical experiment to highlight the salient features of PASQL and demonstrate the benefit of learning periodic policies over stationary policies.
Towards Guaranteed Safe AI: A Framework for Ensuring Robust and Reliable AI Systems
Dalrymple, David "davidad", Skalse, Joar, Bengio, Yoshua, Russell, Stuart, Tegmark, Max, Seshia, Sanjit, Omohundro, Steve, Szegedy, Christian, Goldhaber, Ben, Ammann, Nora, Abate, Alessandro, Halpern, Joe, Barrett, Clark, Zhao, Ding, Zhi-Xuan, Tan, Wing, Jeannette, Tenenbaum, Joshua
We introduce and define a family of approaches to AI safety, collectively referred to as guaranteed safe (GS) AI. These Ensuring that AI systems reliably and robustly approaches aim to provide high-assurance quantitative guarantees avoid harmful or dangerous behaviours is a crucial about the safety of an AI system's behaviour through challenge, especially for AI systems with a the use of three core components -- a formal safety specification, high degree of autonomy and general intelligence, a world model, and a verifier. We will argue that this or systems used in safety-critical contexts. In strategy is both promising and underexplored, and contrast it this position paper, we will introduce and define with other ongoing efforts in AI safety. We will also outline a family of approaches to AI safety, which we several ongoing avenues of research within the broader GS will refer to as guaranteed safe (GS) AI. The core research agenda, identify some of their core difficulties, and feature of these approaches is that they aim to produce discuss approaches for overcoming these difficulties. Central AI systems which are equipped with highassurance examples of agendas which fall under the GS AI family quantitative safety guarantees. This include Szegedy (2020); Wing (2021); Seshia et al. (2022); is achieved by the interplay of three core components: Russell (2022); Tegmark & Omohundro (2023); 'davidad' a world model (which provides a mathematical Dalrymple (2024); Bengio (2024).
Multi-Fidelity Bayesian Neural Network for Uncertainty Quantification in Transonic Aerodynamic Loads
Vaiuso, Andrea, Immordino, Gabriele, Righi, Marcello, Da Ronch, Andrea
Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various state-of-the-art techniques exist for fusing data from different fidelity sources, including Co-Kriging and transfer learning in neural networks. This paper aims to implement a multi-fidelity Bayesian neural network model that applies transfer learning to fuse data generated by models at different fidelities. Bayesian neural networks use probability distributions over network weights, enabling them to provide predictions along with estimates of their confidence. This approach harnesses the predictive and data fusion capabilities of neural networks while also quantifying uncertainty. The results demonstrate that the multi-fidelity Bayesian model outperforms the state-of-the-art Co-Kriging in terms of overall accuracy and robustness on unseen data.
Narrowing the Gap between Adversarial and Stochastic MDPs via Policy Optimization
Tiapkin, Daniil, Chzhen, Evgenii, Stoltz, Gilles
In this paper, we consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$ stages, and each episode is evaluated with respect to a reward function that will be revealed only at the end of the episode. We propose an algorithm, called APO-MVP, that achieves a regret bound of order $\tilde{\mathcal{O}}(\mathrm{poly}(H)\sqrt{SAT})$, where $S$ and $A$ are sizes of the state and action spaces, respectively. This result improves upon the best-known regret bound by a factor of $\sqrt{S}$, bridging the gap between adversarial and stochastic MDPs, and matching the minimax lower bound $\Omega(\sqrt{H^3SAT})$ as far as the dependencies in $S,A,T$ are concerned. The proposed algorithm and analysis completely avoid the typical tool given by occupancy measures; instead, it performs policy optimization based only on dynamic programming and on a black-box online linear optimization strategy run over estimated advantage functions, making it easy to implement. The analysis leverages two recent techniques: policy optimization based on online linear optimization strategies (Jonckheere et al., 2023) and a refined martingale analysis of the impact on values of estimating transitions kernels (Zhang et al., 2023).