Learning Graphical Models
Not-so-naive Bayes
Despite being very simple, naive Bayes classifiers tend to work decently in some real-world applications, famously document classification or spam filtering. They don't need much training data and are very fast. As a result, they are often adopted as simple baselines for classification tasks. What many don't know is that we can make them much less naive by using a simple trick. Naive Bayes is a simple probabilistic algorithm that makes use of the Bayes' Theorem, hence the name.
Paper review: PAIRED
When browsing through new data science papers, from time to time you encounter clever new ideas. And even though they sometimes aren't broadly adopted yet, they can yield great potential. I believe the paper I'll talk about today is one of those papers: "Emergent Complexity and Zero-shot Transfer via Unsupervised Environment Design" by Michael Dennis, Natasha Jaques et al. from the Google Brain team. The title is a mouthful, but in short, the paper talks about an automated way to generate increasingly challenging environments for RL models. You can find the paper here.
ProAPT: Projection of APT Threats with Deep Reinforcement Learning
Dehghan, Motahareh, Sadeghiyan, Babak, Khosravian, Erfan, Moghaddam, Alireza Sedighi, Nooshi, Farshid
The highest level in the Endsley situation awareness model is called projection when the status of elements in the environment in the near future is predicted. In cybersecurity situation awareness, the projection for an Advanced Persistent Threat (APT) requires predicting the next step of the APT. The threats are constantly changing and becoming more complex. As supervised and unsupervised learning methods require APT datasets for projecting the next step of APTs, they are unable to identify unknown APT threats. In reinforcement learning methods, the agent interacts with the environment, and so it might project the next step of known and unknown APTs. So far, reinforcement learning has not been used to project the next step for APTs. In reinforcement learning, the agent uses the previous states and actions to approximate the best action of the current state. When the number of states and actions is abundant, the agent employs a neural network which is called deep learning to approximate the best action of each state. In this paper, we present a deep reinforcement learning system to project the next step of APTs. As there exists some relation between attack steps, we employ the Long- Short-Term Memory (LSTM) method to approximate the best action of each state. In our proposed system, based on the current situation, we project the next steps of APT threats.
Fair Inference for Discrete Latent Variable Models
Islam, Rashidul, Pan, Shimei, Foulds, James R.
It is now well understood that machine learning models, trained on data without due care, often exhibit unfair and discriminatory behavior against certain populations. Traditional algorithmic fairness research has mainly focused on supervised learning tasks, particularly classification. While fairness in unsupervised learning has received some attention, the literature has primarily addressed fair representation learning of continuous embeddings. In this paper, we conversely focus on unsupervised learning using probabilistic graphical models with discrete latent variables. We develop a fair stochastic variational inference technique for the discrete latent variables, which is accomplished by including a fairness penalty on the variational distribution that aims to respect the principles of intersectionality, a critical lens on fairness from the legal, social science, and humanities literature, and then optimizing the variational parameters under this penalty. We first show the utility of our method in improving equity and fairness for clustering using na\"ive Bayes and Gaussian mixture models on benchmark datasets. To demonstrate the generality of our approach and its potential for real-world impact, we then develop a special-purpose graphical model for criminal justice risk assessments, and use our fairness approach to prevent the inferences from encoding unfair societal biases.
Towards A Unified Policy Abstraction Theory and Representation Learning Approach in Markov Decision Processes
Zhang, Min, Tang, Hongyao, Hao, Jianye, Zheng, Yan
Lying on the heart of intelligent decision-making systems, how policy is represented and optimized is a fundamental problem. The root challenge in this problem is the large scale and the high complexity of policy space, which exacerbates the difficulty of policy learning especially in real-world scenarios. Towards a desirable surrogate policy space, recently policy representation in a low-dimensional latent space has shown its potential in improving both the evaluation and optimization of policy. The key question involved in these studies is by what criterion we should abstract the policy space for desired compression and generalization. However, both the theory on policy abstraction and the methodology on policy representation learning are less studied in the literature. In this work, we make very first efforts to fill up the vacancy. First, we propose a unified policy abstraction theory, containing three types of policy abstraction associated to policy features at different levels. Then, we generalize them to three policy metrics that quantify the distance (i.e., similarity) of policies, for more convenient use in learning policy representation. Further, we propose a policy representation learning approach based on deep metric learning. For the empirical study, we investigate the efficacy of the proposed policy metrics and representations, in characterizing policy difference and conveying policy generalization respectively. Our experiments are conducted in both policy optimization and evaluation problems, containing trust-region policy optimization (TRPO), diversity-guided evolution strategy (DGES) and off-policy evaluation (OPE). Somewhat naturally, the experimental results indicate that there is no a universally optimal abstraction for all downstream learning problems; while the influence-irrelevance policy abstraction can be a generally preferred choice.
COOL-MC: A Comprehensive Tool for Reinforcement Learning and Model Checking
Gross, Dennis, Jansen, Nils, Junges, Sebastian, Perez, Guillermo A.
This paper presents COOL-MC, a tool that integrates state-of-the-art reinforcement learning (RL) and model checking. Specifically, the tool builds upon the OpenAI gym and the probabilistic model checker Storm. COOL-MC provides the following features: (1) a simulator to train RL policies in the OpenAI gym for Markov decision processes (MDPs) that are defined as input for Storm, (2) a new model builder for Storm, which uses callback functions to verify (neural network) RL policies, (3) formal abstractions that relate models and policies specified in OpenAI gym or Storm, and (4) algorithms to obtain bounds on the performance of so-called permissive policies. We describe the components and architecture of COOL-MC and demonstrate its features on multiple benchmark environments.
Multi-Objective Policy Gradients with Topological Constraints
Wray, Kyle Hollins, Tiomkin, Stas, Kochenderfer, Mykel J., Abbeel, Pieter
Multi-objective optimization models that encode ordered sequential constraints provide a solution to model various challenging problems including encoding preferences, modeling a curriculum, and enforcing measures of safety. A recently developed theory of topological Markov decision processes (TMDPs) captures this range of problems for the case of discrete states and actions. In this work, we extend TMDPs towards continuous spaces and unknown transition dynamics by formulating, proving, and implementing the policy gradient theorem for TMDPs. This theoretical result enables the creation of TMDP learning algorithms that use function approximators, and can generalize existing deep reinforcement learning (DRL) approaches. Specifically, we present a new algorithm for a policy gradient in TMDPs by a simple extension of the proximal policy optimization (PPO) algorithm. We demonstrate this on a real-world multiple-objective navigation problem with an arbitrary ordering of objectives both in simulation and on a real robot.
Conservative Dual Policy Optimization for Efficient Model-Based Reinforcement Learning
Provably efficient Model-Based Reinforcement Learning (MBRL) based on optimism or posterior sampling (PSRL) is ensured to attain the global optimality asymptotically by introducing the complexity measure of the model. However, the complexity might grow exponentially for the simplest nonlinear models, where global convergence is impossible within finite iterations. When the model suffers a large generalization error, which is quantitatively measured by the model complexity, the uncertainty can be large. The sampled model that current policy is greedily optimized upon will thus be unsettled, resulting in aggressive policy updates and over-exploration. In this work, we propose Conservative Dual Policy Optimization (CDPO) that involves a Referential Update and a Conservative Update. The policy is first optimized under a reference model, which imitates the mechanism of PSRL while offering more stability. A conservative range of randomness is guaranteed by maximizing the expectation of model value. Without harmful sampling procedures, CDPO can still achieve the same regret as PSRL. More importantly, CDPO enjoys monotonic policy improvement and global optimality simultaneously.
Economical Precise Manipulation and Auto Eye-Hand Coordination with Binocular Visual Reinforcement Learning
Chen, Yiwen, Guo, Sheng, Zhang, Zedong, Zhou, Lei, Ng, Xian Yao, Ang, Marcelo H. Jr
Precision robotic manipulation tasks (insertion, screwing, precisely pick, precisely place) are required in many scenarios. Previous methods achieved good performance on such manipulation tasks. However, such methods typically require tedious calibration or expensive sensors. 3D/RGB-D cameras and torque/force sensors add to the cost of the robotic application and may not always be economical. In this work, we aim to solve these but using only weak-calibrated and low-cost webcams. We propose Binocular Alignment Learning (BAL), which could automatically learn the eye-hand coordination and points alignment capabilities to solve the four tasks. Our work focuses on working with unknown eye-hand coordination and proposes different ways of performing eye-in-hand camera calibration automatically. The algorithm was trained in simulation and used a practical pipeline to achieve sim2real and test it on the real robot. Our method achieves a competitively good result with minimal cost on the four tasks.
Efficiency Ordering of Stochastic Gradient Descent
Hu, Jie, Doshi, Vishwaraj, Eun, Do Young
We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ the notion of `efficiency ordering', a well-analyzed tool for comparing the performance of Markov Chain Monte Carlo (MCMC) samplers, for SGD algorithms in the form of Loewner ordering of covariance matrices associated with the scaled iterate errors in the long term. Using this ordering, we show that input sequences that are more efficient for MCMC sampling also lead to smaller covariance of the errors for SGD algorithms in the limit. This also suggests that an arbitrarily weighted MSE of SGD iterates in the limit becomes smaller when driven by more efficient chains. Our finding is of particular interest in applications such as decentralized optimization and swarm learning, where SGD is implemented in a random walk fashion on the underlying communication graph for cost issues and/or data privacy. We demonstrate how certain non-Markovian processes, for which typical mixing-time based non-asymptotic bounds are intractable, can outperform their Markovian counterparts in the sense of efficiency ordering for SGD. We show the utility of our method by applying it to gradient descent with shuffling and mini-batch gradient descent, reaffirming key results from existing literature under a unified framework. Empirically, we also observe efficiency ordering for variants of SGD such as accelerated SGD and Adam, open up the possibility of extending our notion of efficiency ordering to a broader family of stochastic optimization algorithms.