Learning Graphical Models
$\epsilon$-Optimally Solving Zero-Sum POSGs
Escudie, Erwan, Sabatelli, Matthia, Dibangoye, Jilles
A recent method for solving zero-sum partially observable stochastic games (zs-POSGs) embeds the original game into a new one called the occupancy Markov game. This reformulation allows applying Bellman's principle of optimality to solve zs-POSGs. However, improving a current solution requires solving a linear program with exponentially many potential constraints, which significantly restricts the scalability of this approach. This paper exploits the optimal value function's novel uniform continuity properties to overcome this limitation. We first construct a new operator that is computationally more efficient than the state-of-the-art update rules without compromising optimality. In particular, improving a current solution now involves a linear program with an exponential drop in constraints. We then also show that point-based value iteration algorithms utilizing our findings improve the scalability of existing methods while maintaining guarantees in various domains.
OMPO: A Unified Framework for RL under Policy and Dynamics Shifts
Luo, Yu, Ji, Tianying, Sun, Fuchun, Zhang, Jianwei, Xu, Huazhe, Zhan, Xianyuan
Training reinforcement learning policies using environment interaction data collected from varying policies or dynamics presents a fundamental challenge. Existing works often overlook the distribution discrepancies induced by policy or dynamics shifts, or rely on specialized algorithms with task priors, thus often resulting in suboptimal policy performances and high learning variances. In this paper, we identify a unified strategy for online RL policy learning under diverse settings of policy and dynamics shifts: transition occupancy matching. In light of this, we introduce a surrogate policy learning objective by considering the transition occupancy discrepancies and then cast it into a tractable min-max optimization problem through dual reformulation. Our method, dubbed Occupancy-Matching Policy Optimization (OMPO), features a specialized actor-critic structure equipped with a distribution discriminator and a small-size local buffer. We conduct extensive experiments based on the OpenAI Gym, Meta-World, and Panda Robots environments, encompassing policy shifts under stationary and nonstationary dynamics, as well as domain adaption. The results demonstrate that OMPO outperforms the specialized baselines from different categories in all settings. We also find that OMPO exhibits particularly strong performance when combined with domain randomization, highlighting its potential in RL-based robotics applications
Coupled Mamba: Enhanced Multi-modal Fusion with Coupled State Space Model
Li, Wenbing, Zhou, Hang, Yu, Junqing, Song, Zikai, Yang, Wei
The essence of multi-modal fusion lies in exploiting the complementary information inherent in diverse modalities. However, prevalent fusion methods rely on traditional neural architectures and are inadequately equipped to capture the dynamics of interactions across modalities, particularly in presence of complex intra- and inter-modality correlations. Recent advancements in State Space Models (SSMs), notably exemplified by the Mamba model, have emerged as promising contenders. Particularly, its state evolving process implies stronger modality fusion paradigm, making multi-modal fusion on SSMs an appealing direction. However, fusing multiple modalities is challenging for SSMs due to its hardware-aware parallelism designs. To this end, this paper proposes the Coupled SSM model, for coupling state chains of multiple modalities while maintaining independence of intra-modality state processes. Specifically, in our coupled scheme, we devise an inter-modal hidden states transition scheme, in which the current state is dependent on the states of its own chain and that of the neighbouring chains at the previous time-step. To fully comply with the hardware-aware parallelism, we devise an expedite coupled state transition scheme and derive its corresponding global convolution kernel for parallelism. Extensive experiments on CMU-MOSEI, CH-SIMS, CH-SIMSV2 through multi-domain input verify the effectiveness of our model compared to current state-of-the-art methods, improved F1-Score by 0.4\%, 0.9\%, and 2.3\% on the three datasets respectively, 49\% faster inference and 83.7\% GPU memory save. The results demonstrate that Coupled Mamba model is capable of enhanced multi-modal fusion.
Crowdsourcing with Difficulty: A Bayesian Rating Model for Heterogeneous Items
Han, Seong Woo, Adıgüzel, Ozan, Carpenter, Bob
In applied statistics and machine learning, the "gold standards" used for training are often biased and almost always noisy. Dawid and Skene's justifiably popular crowdsourcing model adjusts for rater (coder, annotator) sensitivity and specificity, but fails to capture distributional properties of rating data gathered for training, which in turn biases training. In this study, we introduce a general purpose measurement-error model with which we can infer consensus categories by adding item-level effects for difficulty, discriminativeness, and guessability. We further show how to constrain the bimodal posterior of these models to avoid (or if necessary, allow) adversarial raters. We validate our model's goodness of fit with posterior predictive checks, the Bayesian analogue of $\chi^2$ tests. Dawid and Skene's model is rejected by goodness of fit tests, whereas our new model, which adjusts for item heterogeneity, is not rejected. We illustrate our new model with two well-studied data sets, binary rating data for caries in dental X-rays and implication in natural language.
Principled Probabilistic Imaging using Diffusion Models as Plug-and-Play Priors
Wu, Zihui, Sun, Yu, Chen, Yifan, Zhang, Bingliang, Yue, Yisong, Bouman, Katherine L.
Diffusion models (DMs) have recently shown outstanding capability in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on approximations in the generative process to be generic to different inverse problems, leading to inaccurate sample distributions that deviate from the target posterior defined within the Bayesian framework. To harness the generative power of DMs while avoiding such approximations, we propose a Markov chain Monte Carlo algorithm that performs posterior sampling for general inverse problems by reducing it to sampling the posterior of a Gaussian denoising problem. Crucially, we leverage a general DM formulation as a unified interface that allows for rigorously solving the denoising problem with a range of state-of-the-art DMs. We demonstrate the effectiveness of the proposed method on six inverse problems (three linear and three nonlinear), including a real-world black hole imaging problem. Experimental results indicate that our proposed method offers more accurate reconstructions and posterior estimation compared to existing DM-based imaging inverse methods.
Adaptive posterior concentration rates for sparse high-dimensional linear regression with random design and unknown error variance
This paper investigates sparse high-dimensional linear regression, particularly examining the properties of the posterior under conditions of random design and unknown error variance. We provide consistency results for the posterior and analyze its concentration rates, demonstrating adaptiveness to the unknown sparsity level of the regression coefficient vector. Furthermore, we extend our investigation to establish concentration outcomes for parameter estimation using specific distance measures. These findings are in line with recent discoveries in frequentist studies. Additionally, by employing techniques to address model misspecification through a fractional posterior, we broaden our analysis through oracle inequalities to encompass the critical aspect of model misspecification for the regular posterior. Our novel findings are demonstrated using two different types of sparsity priors: a shrinkage prior and a spike-and-slab prior.
Federated Q-Learning with Reference-Advantage Decomposition: Almost Optimal Regret and Logarithmic Communication Cost
Zheng, Zhong, Zhang, Haochen, Xue, Lingzhou
Federated reinforcement learning (FRL) is a distributed learning framework that combines the principles of reinforcement learning (RL) [1] and federated learning (FL) [2]. Focusing on sequential decision-making, FRL aims to learn an optimal policy through parallel explorations by multiple agents under the coordination of a central server. Often modeled as a Markov decision process (MDP), multiple agents independently interact with an initially unknown environment and collaboratively train their decision-making models with limited information exchange between the agents. This approach accelerates the learning process with low communication costs. Some model-based algorithms (e.g., [3]) and policy-based algorithms (e.g., [4]) have shown speedup with respect to the number of agents in terms of learning regret or convergence rate. Recent progress has been made in FRL algorithms based on model-free value-based approaches, which directly learn the value functions and the optimal policy without estimating the underlying model (e.g., [5]). However, most existing model-free federated algorithms do not actively update the exploration policies for local agents and fail to provide low regret. A comprehensive literature review is provided in Appendix A.
Posterior Sampling via Autoregressive Generation
Zhang, Kelly W, Tiffany, null, Cai, null, Namkoong, Hongseok, Russo, Daniel
Real-world decision-making requires grappling with a perpetual lack of data as environments change; intelligent agents must comprehend uncertainty and actively gather information to resolve it. We propose a new framework for learning bandit algorithms from massive historical data, which we demonstrate in a cold-start recommendation problem. First, we use historical data to pretrain an autoregressive model to predict a sequence of repeated feedback/rewards (e.g., responses to news articles shown to different users over time). In learning to make accurate predictions, the model implicitly learns an informed prior based on rich action features (e.g., article headlines) and how to sharpen beliefs as more rewards are gathered (e.g., clicks as each article is recommended). At decision-time, we autoregressively sample (impute) an imagined sequence of rewards for each action, and choose the action with the largest average imputed reward. Far from a heuristic, our approach is an implementation of Thompson sampling (with a learned prior), a prominent active exploration algorithm. We prove our pretraining loss directly controls online decision-making performance, and we demonstrate our framework on a news recommendation task where we integrate end-to-end fine-tuning of a pretrained language model to process news article headline text to improve performance.
Approximate Thompson Sampling for Learning Linear Quadratic Regulators with $O(\sqrt{T})$ Regret
Kim, Yeoneung, Kim, Gihun, Yang, Insoon
Balancing the exploration-exploitation trade-off is a fundamental dilemma in reinforcement learning (RL). This issue has been systemically addressed in two main approaches, namely optimism in the face of uncertainty (OFU) and Thompson sampling (TS). The methods using OFU first construct confidence sets for the environment or model parameters given the samples observed so far. After finding the reward-maximizing or optimistic parameters within the confidence set, an optimal policy with respect to the parameters is constructed and executed [1]. Various algorithms using OFU are shown to have strong theoretical guarantees in bandits [2]. On the other hand, TS is a Bayesian method in which environment or model parameters are sampled from the posterior that is updated along the process using samples and a prior, and an optimal policy with respect to the sampled parameter is constructed and executed [3].
Approximating Human Models During Argumentation-based Dialogues
Tang, Yinxu, Vasileiou, Stylianos Loukas, Yeoh, William
Explainable AI Planning (XAIP) aims to develop AI agents that can effectively explain their decisions and actions to human users, fostering trust and facilitating human-AI collaboration. A key challenge in XAIP is model reconciliation, which seeks to align the mental models of AI agents and humans. While existing approaches often assume a known and deterministic human model, this simplification may not capture the complexities and uncertainties of real-world interactions. In this paper, we propose a novel framework that enables AI agents to learn and update a probabilistic human model through argumentation-based dialogues. Our approach incorporates trust-based and certainty-based update mechanisms, allowing the agent to refine its understanding of the human's mental state based on the human's expressed trust in the agent's arguments and certainty in their own arguments. We employ a probability weighting function inspired by prospect theory to capture the relationship between trust and perceived probability, and use a Bayesian approach to update the agent's probability distribution over possible human models. We conduct a human-subject study to empirically evaluate the effectiveness of our approach in an argumentation scenario, demonstrating its ability to capture the dynamics of human belief formation and adaptation.