Learning Graphical Models
Reliable Monte Carlo Localization for Mobile Robots
Reliability is a key factor for realizing safety guarantee of full autonomous robot systems. In this paper, we focus on reliability in mobile robot localization. Monte Carlo localization (MCL) is widely used for mobile robot localization. However, it is still difficult to guarantee its safety because there are no methods determining reliability for MCL estimate. This paper presents a novel localization framework that enables robust localization, reliability estimation, and quick re-localization, simultaneously. The presented method can be implemented using similar estimation manner to that of MCL. The method can increase localization robustness to environment changes by estimating known and unknown obstacles while performing localization; however, localization failure of course occurs by unanticipated errors. The method also includes a reliability estimation function that enables us to know whether localization has failed. Additionally, the method can seamlessly integrate a global localization method via importance sampling. Consequently, quick re-localization from failures can be realized while mitigating noisy influence of global localization. Through three types of experiments, we show that reliable MCL that performs robust localization, self-failure detection, and quick failure recovery can be realized.
Partially Observable RL with B-Stability: Unified Structural Condition and Sharp Sample-Efficient Algorithms
Partial Observability -- where agents can only observe partial information about the true underlying state of the system -- is ubiquitous in real-world applications of Reinforcement Learning (RL). Theoretically, learning a near-optimal policy under partial observability is known to be hard in the worst case due to an exponential sample complexity lower bound. Recent work has identified several tractable subclasses that are learnable with polynomial samples, such as Partially Observable Markov Decision Processes (POMDPs) with certain revealing or decodability conditions. However, this line of research is still in its infancy, where (1) unified structural conditions enabling sample-efficient learning are lacking; (2) existing sample complexities for known tractable subclasses are far from sharp; and (3) fewer sample-efficient algorithms are available than in fully observable RL. This paper advances all three aspects above for Partially Observable RL in the general setting of Predictive State Representations (PSRs). First, we propose a natural and unified structural condition for PSRs called \emph{B-stability}. B-stable PSRs encompasses the vast majority of known tractable subclasses such as weakly revealing POMDPs, low-rank future-sufficient POMDPs, decodable POMDPs, and regular PSRs. Next, we show that any B-stable PSR can be learned with polynomial samples in relevant problem parameters. When instantiated in the aforementioned subclasses, our sample complexities improve substantially over the current best ones. Finally, our results are achieved by three algorithms simultaneously: Optimistic Maximum Likelihood Estimation, Estimation-to-Decisions, and Model-Based Optimistic Posterior Sampling. The latter two algorithms are new for sample-efficient learning of POMDPs/PSRs.
A unifying Bayesian framework for merging X-ray diffraction data
Novel X-ray methods are transforming the study of the functional dynamics of biomolecules. Key to this revolution is detection of often subtle conformational changes from diffraction data. Diffraction data contain patterns of bright spots known as reflections. To compute the electron density of a molecule, the intensity of each reflection must be estimated, and redundant observations reduced to consensus intensities. Systematic effects, however, lead to the measurement of equivalent reflections on different scales, corrupting observation of changes in electron density. Here, we present a modern Bayesian solution to this problem, which uses deep learning and variational inference to simultaneously rescale and merge reflection observations. We successfully apply this method to monochromatic and polychromatic single-crystal diffraction data, as well as serial femtosecond crystallography data. We find that this approach is applicable to the analysis of many types of diffraction experiments, while accurately and sensitively detecting subtle dynamics and anomalous scattering. Observation of the chemical and conformational dynamics of biomolecules by diffraction methods is impeded by several physical artifacts. The authors present an extensible framework for accurate correction of such data that can keep pace with rapid developments in diffraction methods.
Demonstration of machine-learning-enhanced Bayesian quantum state estimation
Lohani, Sanjaya, Lukens, Joseph M., Davis, Atiyya A., Khannejad, Amirali, Regmi, Sangita, Jones, Daniel E., Glasser, Ryan T., Searles, Thomas A., Kirby, Brian T.
Machine learning (ML) has found broad applicability in quantum information science in topics as diverse as experimental design, state classification, and even studies on quantum foundations. Here, we experimentally realize an approach for defining custom prior distributions that are automatically tuned using ML for use with Bayesian quantum state estimation methods. Previously, researchers have looked to Bayesian quantum state tomography due to its unique advantages like natural uncertainty quantification, the return of reliable estimates under any measurement condition, and minimal mean-squared error. However, practical challenges related to long computation times and conceptual issues concerning how to incorporate prior knowledge most suitably can overshadow these benefits. Using both simulated and experimental measurement results, we demonstrate that ML-defined prior distributions reduce net convergence times and provide a natural way to incorporate both implicit and explicit information directly into the prior distribution. These results constitute a promising path toward practical implementations of Bayesian quantum state tomography.
Bridging POMDPs and Bayesian decision making for robust maintenance planning under model uncertainty: An application to railway systems
Arcieri, Giacomo, Hoelzl, Cyprien, Schwery, Oliver, Straub, Daniel, Papakonstantinou, Konstantinos G., Chatzi, Eleni
Structural Health Monitoring (SHM) describes a process for inferring quantifiable metrics of structural condition, which can serve as input to support decisions on the operation and maintenance of infrastructure assets. Given the long lifespan of critical structures, this problem can be cast as a sequential decision making problem over prescribed horizons. Partially Observable Markov Decision Processes (POMDPs) offer a formal framework to solve the underlying optimal planning task. However, two issues can undermine the POMDP solutions. Firstly, the need for a model that can adequately describe the evolution of the structural condition under deterioration or corrective actions and, secondly, the non-trivial task of recovery of the observation process parameters from available monitoring data. Despite these potential challenges, the adopted POMDP models do not typically account for uncertainty on model parameters, leading to solutions which can be unrealistically confident. In this work, we address both key issues. We present a framework to estimate POMDP transition and observation model parameters directly from available data, via Markov Chain Monte Carlo (MCMC) sampling of a Hidden Markov Model (HMM) conditioned on actions. The MCMC inference estimates distributions of the involved model parameters. We then form and solve the POMDP problem by exploiting the inferred distributions, to derive solutions that are robust to model uncertainty. We successfully apply our approach on maintenance planning for railway track assets on the basis of a "fractal value" indicator, which is computed from actual railway monitoring data.
Learning Inter-Annual Flood Loss Risk Models From Historical Flood Insurance Claims and Extreme Rainfall Data
Salas, Joaquin, Saha, Anamitra, Ravela, Sai
Flooding is one of the most disastrous natural hazards, responsible for substantial economic losses. A predictive model for flood-induced financial damages is useful for many applications such as climate change adaptation planning and insurance underwriting. This research assesses the predictive capability of regressors constructed on the National Flood Insurance Program (NFIP) dataset using neural networks (Conditional Generative Adversarial Networks), decision trees (Extreme Gradient Boosting), and kernel-based regressors (Gaussian Process). The assessment highlights the most informative predictors for regression. The distribution for claims amount inference is modeled with a Burr distribution permitting the introduction of a bias correction scheme and increasing the regressor's predictive capability. Aiming to study the interaction with physical variables, we incorporate Daymet rainfall estimation to NFIP as an additional predictor. A study on the coastal counties in the eight US South-West states resulted in an $R^2=0.807$. Further analysis of 11 counties with a significant number of claims in the NFIP dataset reveals that Extreme Gradient Boosting provides the best results, that bias correction significantly improves the similarity with the reference distribution, and that the rainfall predictor strengthens the regressor performance.
Calibrating AI Models for Wireless Communications via Conformal Prediction
Cohen, Kfir M., Park, Sangwoo, Simeone, Osvaldo, Shamai, Shlomo
When used in complex engineered systems, such as communication networks, artificial intelligence (AI) models should be not only as accurate as possible, but also well calibrated. A well-calibrated AI model is one that can reliably quantify the uncertainty of its decisions, assigning high confidence levels to decisions that are likely to be correct and low confidence levels to decisions that are likely to be erroneous. This paper investigates the application of conformal prediction as a general framework to obtain AI models that produce decisions with formal calibration guarantees. Conformal prediction transforms probabilistic predictors into set predictors that are guaranteed to contain the correct answer with a probability chosen by the designer. Such formal calibration guarantees hold irrespective of the true, unknown, distribution underlying the generation of the variables of interest, and can be defined in terms of ensemble or time-averaged probabilities. In this paper, conformal prediction is applied for the first time to the design of AI for communication systems in conjunction to both frequentist and Bayesian learning, focusing on demodulation, modulation classification, and channel prediction.
Combining information-seeking exploration and reward maximization: Unified inference on continuous state and action spaces under partial observability
Malekzadeh, Parvin, Plataniotis, Konstantinos N.
Reinforcement learning (RL) gained considerable attention by creating decision-making agents that maximize rewards received from fully observable environments. However, many real-world problems are partially or noisily observable by nature, where agents do not receive the true and complete state of the environment. Such problems are formulated as partially observable Markov decision processes (POMDPs). Some studies applied RL to POMDPs by recalling previous decisions and observations or inferring the true state of the environment from received observations. Nevertheless, aggregating observations and decisions over time is impractical for environments with high-dimensional continuous state and action spaces. Moreover, so-called inference-based RL approaches require large number of samples to perform well since agents eschew uncertainty in the inferred state for the decision-making. Active inference is a framework that is naturally formulated in POMDPs and directs agents to select decisions by minimising expected free energy (EFE). This supplies reward-maximising (exploitative) behaviour in RL, with an information-seeking (exploratory) behaviour. Despite this exploratory behaviour of active inference, its usage is limited to discrete state and action spaces due to the computational difficulty of the EFE. We propose a unified principle for joint information-seeking and reward maximization that clarifies a theoretical connection between active inference and RL, unifies active inference and RL, and overcomes their aforementioned limitations. Our findings are supported by strong theoretical analysis. The proposed framework's superior exploration property is also validated by experimental results on partial observable tasks with high-dimensional continuous state and action spaces. Moreover, the results show that our model solves reward-free problems, making task reward design optional.
Distributed-Training-and-Execution Multi-Agent Reinforcement Learning for Power Control in HetNet
Xu, Kaidi, Van Huynh, Nguyen, Li, Geoffrey Ye
In heterogeneous networks (HetNets), the overlap of small cells and the macro cell causes severe cross-tier interference. Although there exist some approaches to address this problem, they usually require global channel state information, which is hard to obtain in practice, and get the sub-optimal power allocation policy with high computational complexity. To overcome these limitations, we propose a multi-agent deep reinforcement learning (MADRL) based power control scheme for the HetNet, where each access point makes power control decisions independently based on local information. To promote cooperation among agents, we develop a penalty-based Q learning (PQL) algorithm for MADRL systems. By introducing regularization terms in the loss function, each agent tends to choose an experienced action with high reward when revisiting a state, and thus the policy updating speed slows down. In this way, an agent's policy can be learned by other agents more easily, resulting in a more efficient collaboration process. Simulation results show that our proposed PQL can learn the desired power control policy from a dynamic environment where the locations of users change episodically and outperform existing DTE MADRL algorithms. The authors are with the Department of Electrical and Electronic Engineering, Imperial College London, London SW7 2AZ, U.K. (e-mail: k.xu21@imperial.ac.uk; huynh.nguyen@imperial.ac.uk; geoffrey.li@imperial.ac.uk) In conventional cellular networks, a macro base station (BS) needs to provide access to the core network for all user devices (UDs) in the cell.
Provably Efficient Model-free RL in Leader-Follower MDP with Linear Function Approximation
We consider a multi-agent episodic MDP setup where an agent (leader) takes action at each step of the episode followed by another agent (follower). The state evolution and rewards depend on the joint action pair of the leader and the follower. Such type of interactions can find applications in many domains such as smart grids, mechanism design, security, and policymaking. We are interested in how to learn policies for both the players with provable performance guarantee under a bandit feedback setting. We focus on a setup where both the leader and followers are {\em non-myopic}, i.e., they both seek to maximize their rewards over the entire episode and consider a linear MDP which can model continuous state-space which is very common in many RL applications. We propose a {\em model-free} RL algorithm and show that $\tilde{\mathcal{O}}(\sqrt{d^3H^3T})$ regret bounds can be achieved for both the leader and the follower, where $d$ is the dimension of the feature mapping, $H$ is the length of the episode, and $T$ is the total number of steps under the bandit feedback information setup. Thus, our result holds even when the number of states becomes infinite. The algorithm relies on {\em novel} adaptation of the LSVI-UCB algorithm. Specifically, we replace the standard greedy policy (as the best response) with the soft-max policy for both the leader and the follower. This turns out to be key in establishing uniform concentration bound for the value functions. To the best of our knowledge, this is the first sub-linear regret bound guarantee for the Markov games with non-myopic followers with function approximation.