Learning Graphical Models
Bayesian Neural Network Versus Ex-Post Calibration For Prediction Uncertainty
Borgohain, Satya, Ackermann, Klaus, Loaiza-Maya, Ruben
Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on non-probabilistic neural networks which by default do not capture this inherent uncertainty. This well-known problem has led to the development of post-hoc calibration procedures, such as Platt scaling (logistic), isotonic and beta calibration, which transforms the scores into well calibrated empirical probabilities. A plausible alternative to the calibration approach is to use Bayesian neural networks, which directly models a predictive distribution. Although they have been applied to images and text datasets, they have seen limited adoption in the tabular and small data regime. In this paper, we demonstrate that Bayesian neural networks yields competitive performance when compared to calibrated neural networks and conduct experiments across a wide array of datasets.
On Tackling Explanation Redundancy in Decision Trees
Izza, Yacine, Ignatiev, Alexey, Marques-Silva, Joao
Decision trees (DTs) epitomize the ideal of interpretability of machine learning (ML) models. The interpretability of decision trees motivates explainability approaches by so-called intrinsic interpretability, and it is at the core of recent proposals for applying interpretable ML models in high-risk applications. The belief in DT interpretability is justified by the fact that explanations for DT predictions are generally expected to be succinct. Indeed, in the case of DTs, explanations correspond to DT paths. Since decision trees are ideally shallow, and so paths contain far fewer features than the total number of features, explanations in DTs are expected to be succinct, and hence interpretable. This paper offers both theoretical and experimental arguments demonstrating that, as long as interpretability of decision trees equates with succinctness of explanations, then decision trees ought not be deemed interpretable. The paper introduces logically rigorous path explanations and path explanation redundancy, and proves that there exist functions for which decision trees must exhibit paths with explanation redundancy that is arbitrarily larger than the actual path explanation. The paper also proves that only a very restricted class of functions can be represented with DTs that exhibit no explanation redundancy. In addition, the paper includes experimental results substantiating that path explanation redundancy is observed ubiquitously in decision trees, including those obtained using different tree learning algorithms, but also in a wide range of publicly available decision trees. The paper also proposes polynomial-time algorithms for eliminating path explanation redundancy, which in practice require negligible time to compute. Thus, these algorithms serve to indirectly attain irreducible, and so succinct, explanations for decision trees. Furthermore, the paper includes novel results related with duality and enumeration of explanations, based on using SAT solvers as witness-producing NP-oracles.
Towards Adaptive Planning of Assistive-care Robot Tasks
Hamilton, Jordan, Stefanakos, Ioannis, Calinescu, Radu, Cámara, Javier
Whilst assistive robots [7] have been embedded into social and health care environments [1, 2, 10], they have largely been limited to simple applications, such as support for social and physical activities and hall monitoring, but often without considering potential interactions with humans. To expand the range of these applications, the human user and the robot need to interact in order to perform tasks together [4]. As such, this interaction, which is still underexplored in the social care domain, should be prioritised, with an emphasis on the safety of the human [3, 9]. To enable the development of applications that support such interaction and to ensure its safety, we propose an adaptive mission and path finding framework for an autonomous robot operating in a homecare environment. The framework models the environment as a graph, with nodes representing key locations within the environment where the robot can perform local tasks. Missions are modelled as a repertoire of locations within the environment where a task requires completion. The main contributions of our'research preview' paper are: (i) a generalised approach for modelling environments as graphs with edges represented as levels of risk, (ii) a modified Dijkstra's algorithm for performing path finding in uncertain environments with a cost function to reduce risk, (iii) simple human predictive behaviour model that forecasts human intention allowing for adaptive path finding using heat maps to artificially increase the risk associated with specific edges in the graph, (iv) a framework that combines modelling methods, adaptive path finding techniques and run-time probabilistic model generation for safety verification into an end-to-end solution for autonomous robotic mission planning, (v) finally, a simulation-based case study that shows the effectiveness of the framework.
Scheduling for Urban Air Mobility using Safe Learning
Murthy, Surya, Neogi, Natasha A., Bharadwaj, Suda
This work considers the scheduling problem for Urban Air Mobility (UAM) vehicles travelling between origin-destination pairs with both hard and soft trip deadlines. Each route is described by a discrete probability distribution over trip completion times (or delay) and over inter-arrival times of requests (or demand) for the route along with a fixed hard or soft deadline. Soft deadlines carry a cost that is incurred when the deadline is missed. An online, safe scheduler is developed that ensures that hard deadlines are never missed, and that average cost of missing soft deadlines is minimized. The system is modelled as a Markov Decision Process (MDP) and safe model-based learning is used to find the probabilistic distributions over route delays and demand. Monte Carlo Tree Search (MCTS) Earliest Deadline First (EDF) is used to safely explore the learned models in an online fashion and develop a near-optimal non-preemptive scheduling policy. These results are compared with Value Iteration (VI) and MCTS (Random) scheduling solutions.
Hierarchical Reinforcement Learning with AI Planning Models
Lee, Junkyu, Katz, Michael, Agravante, Don Joven, Liu, Miao, Tasse, Geraud Nangue, Klinger, Tim, Sohrabi, Shirin
Two common approaches to sequential decision-making are AI planning (AIP) and reinforcement learning (RL). Each has strengths and weaknesses. AIP is interpretable, easy to integrate with symbolic knowledge, and often efficient, but requires an up-front logical domain specification and is sensitive to noise; RL only requires specification of rewards and is robust to noise but is sample inefficient and not easily supplied with external knowledge. We propose an integrative approach that combines high-level planning with RL, retaining interpretability, transfer, and efficiency, while allowing for robust learning of the lower-level plan actions. Our approach defines options in hierarchical reinforcement learning (HRL) from AIP operators by establishing a correspondence between the state transition model of AI planning problem and the abstract state transition system of a Markov Decision Process (MDP). Options are learned by adding intrinsic rewards to encourage consistency between the MDP and AIP transition models. We demonstrate the benefit of our integrated approach by comparing the performance of RL and HRL algorithms in both MiniGrid and N-rooms environments, showing the advantage of our method over the existing ones.
Online Policy Optimization for Robust MDP
Dong, Jing, Li, Jingwei, Wang, Baoxiang, Zhang, Jingzhao
The rapid progress of reinforcement learning (RL) algorithms enables trained agents to navigate around complicated environments and solve complex tasks. The standard reinforcement learning methods, however, may fail catastrophically in another environment, even if the two environments only differ slightly in dynamics [Farebrother et al., 2018, Packer et al., 2018, Cobbe et al., 2019, Song et al., 2019, Raileanu and Fergus, 2021]. In practical applications, such mismatch of environment dynamics are common and can be caused by a number of reasons, e.g., model deviation due to incomplete data, unexpected perturbation and possible adversarial attacks. Part of the sensitivity of standard RL algorithms stems from the formulation of the underlying Markov decision process (MDP). In a sequence of interactions, MDP assumes the dynamic to be unchanged, and the trained agent to be tested on the same dynamic thereafter. To model the potential mismatch between system dynamics, the framework of robust MDP is introduced to account for the uncertainty of the parameters of the MDP [Satia and Lave Jr, 1973, White III and Eldeib, 1994, Nilim and El Ghaoui, 2005, Iyengar, 2005].
Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees
Tiapkin, Daniil, Belomestny, Denis, Calandriello, Daniele, Moulines, Eric, Munos, Remi, Naumov, Alexey, Rowland, Mark, Valko, Michal, Menard, Pierre
We consider reinforcement learning in an environment modeled by an episodic, finite, stage-dependent Markov decision process of horizon $H$ with $S$ states, and $A$ actions. The performance of an agent is measured by the regret after interacting with the environment for $T$ episodes. We propose an optimistic posterior sampling algorithm for reinforcement learning (OPSRL), a simple variant of posterior sampling that only needs a number of posterior samples logarithmic in $H$, $S$, $A$, and $T$ per state-action pair. For OPSRL we guarantee a high-probability regret bound of order at most $\widetilde{\mathcal{O}}(\sqrt{H^3SAT})$ ignoring $\text{poly}\log(HSAT)$ terms. The key novel technical ingredient is a new sharp anti-concentration inequality for linear forms which may be of independent interest. Specifically, we extend the normal approximation-based lower bound for Beta distributions by Alfers and Dinges [1984] to Dirichlet distributions. Our bound matches the lower bound of order $\Omega(\sqrt{H^3SAT})$, thereby answering the open problems raised by Agrawal and Jia [2017b] for the episodic setting.
A Causal Approach to Detecting Multivariate Time-series Anomalies and Root Causes
Yang, Wenzhuo, Zhang, Kun, Hoi, Steven C. H.
Detecting anomalies and the corresponding root causes in multivariate time series plays an important role in monitoring the behaviors of various real-world systems, e.g., IT system operations or manufacturing industry. Previous anomaly detection approaches model the joint distribution without considering the underlying mechanism of multivariate time series, making them computationally hungry and hard to identify root causes. In this paper, we formulate the anomaly detection problem from a causal perspective and view anomalies as instances that do not follow the regular causal mechanism to generate the multivariate data. We then propose a causality-based framework for detecting anomalies and root causes. It first learns the causal structure from data and then infers whether an instance is an anomaly relative to the local causal mechanism whose conditional distribution can be directly estimated from data. In light of the modularity property of causal systems (the causal processes to generate different variables are irrelevant modules), the original problem is divided into a series of separate, simpler, and low-dimensional anomaly detection problems so that where an anomaly happens (root causes) can be directly identified. We evaluate our approach with both simulated and public datasets as well as a case study on real-world AIOps applications, showing its efficacy, robustness, and practical feasibility.
Scheduling of Missions with Constrained Tasks for Heterogeneous Robot Systems
Vázquez, Gricel, Calinescu, Radu, Cámara, Javier
We present a formal tasK AllocatioN and scheduling apprOAch for multi-robot missions (KANOA). KANOA supports two important types of task constraints: task ordering, which requires the execution of several tasks in a specified order; and joint tasks, which indicates tasks that must be performed by more than one robot. To mitigate the complexity of robotic mission planning, KANOA handles the allocation of the mission tasks to robots, and the scheduling of the allocated tasks separately. To that end, the task allocation problem is formalised in first-order logic and resolved using the Alloy model analyzer, and the task scheduling problem is encoded as a Markov decision process and resolved using the PRISM probabilistic model checker. We illustrate the application of KANOA through a case study in which a heterogeneous robotic team is assigned a hospital maintenance mission.
gym-DSSAT: a crop model turned into a Reinforcement Learning environment
Gautron, Romain, Padrón, Emilio J., Preux, Philippe, Bigot, Julien, Maillard, Odalric-Ambrym, Emukpere, David
Addressing a real world sequential decision problem with Reinforcement Learning (RL) usually starts with the use of a simulated environment that mimics real conditions. We present a novel open source RL environment for realistic crop management tasks. gym-DSSAT is a gym interface to the Decision Support System for Agrotechnology Transfer (DSSAT), a high fidelity crop simulator. DSSAT has been developped over the last 30 years and is widely recognized by agronomists. gym-DSSAT comes with predefined simulations based on real world maize experiments. The environment is as easy to use as any gym environment. We provide performance baselines using basic RL algorithms. We also briefly outline how the monolithic DSSAT simulator written in Fortran has been turned into a Python RL environment. Our methodology is generic and may be applied to similar simulators. We report on very preliminary experimental results which suggest that RL can help researchers to improve sustainability of fertilization and irrigation practices.