We introduce tramp, standing for TRee Approximate Message Passing, a python package for compositional inference in high-dimensional tree-structured models. The package provides an unifying framework to study several approximate message passing algorithms previously derived for a variety of machine learning tasks such as generalized linear models, inference in multi-layer networks, matrix factorization, and reconstruction using non-separable penalties. For some models, the asymptotic performance of the algorithm can be theoretically predicted by the state evolution, and the measurements entropy estimated by the free entropy formalism. The implementation is modular by design: each module, which implements a factor, can be composed at will with other modules to solve complex inference tasks. The user only needs to declare the factor graph of the model: the inference algorithm, state evolution and entropy estimation are fully automated.

Event time models predict occurrence times of an event of interest based on known features. Recent work has demonstrated that neural networks achieve state-of-the-art event time predictions in a variety of settings. However, standard event time models suppose that the event occurs, eventually, in all cases. Consequently, no distinction is made between a) the probability of event occurrence, and b) the predicted time of occurrence. This distinction is critical when predicting medical diagnoses, equipment defects, social media posts, and other events that or may not occur, and for which the features affecting a) may be different from those affecting b). In this work, we develop a conditional event time model that distinguishes between these components, implement it as a neural network with a binary stochastic layer representing finite event occurrence, and show how it may be learned from right-censored event times via maximum likelihood estimation. Results demonstrate superior event occurrence and event time predictions on synthetic data, medical events (MIMIC-III), and social media posts (Reddit), comprising 21 total prediction tasks.

Many areas of research are characterised by the deluge of large-scale highly-dimensional time-series data. However, using the data available for prediction and decision making is hampered by the current lag in our ability to uncover and quantify true interactions that explain the outcomes.We are interested in areas such as intensive care medicine, which are characterised by i) continuous monitoring of multivariate variables and non-uniform sampling of data streams, ii) the outcomes are generally governed by interactions between a small set of rare events, iii) these interactions are not necessarily definable by specific values (or value ranges) of a given group of variables, but rather, by the deviations of these values from the normal state recorded over time, iv) the need to explain the predictions made by the model. Here, while numerous data mining models have been formulated for outcome prediction, they are unable to explain their predictions. We present a model for uncovering interactions with the highest likelihood of generating the outcomes seen from highly-dimensional time series data. Interactions among variables are represented by a relational graph structure, which relies on qualitative abstractions to overcome non-uniform sampling and to capture the semantics of the interactions corresponding to the changes and deviations from normality of variables of interest over time. Using the assumption that similar templates of small interactions are responsible for the outcomes (as prevalent in the medical domains), we reformulate the discovery task to retrieve the most-likely templates from the data.

We present the Goal Uncertain Stochastic Shortest Path (GUSSP) problem -- a general framework to model path planning and decision making in stochastic environments with goal uncertainty. The framework extends the stochastic shortest path (SSP) model to dynamic environments in which it is impossible to determine the exact goal states ahead of plan execution. GUSSPs introduce flexibility in goal specification by allowing a belief over possible goal configurations. The unique observations at potential goals helps the agent identify the true goal during plan execution. The partial observability is restricted to goals, facilitating the reduction to an SSP with a modified state space. We formally define a GUSSP and discuss its theoretical properties. We then propose an admissible heuristic that reduces the planning time using FLARES -- a start-of-the-art probabilistic planner. We also propose a determinization approach for solving this class of problems. Finally, we present empirical results on a search and rescue mobile robot and three other problem domains in simulation.

Artificial Intelligence (AI) also known as machine learning has come a long way in the recent few years. Instead of being a subject of discussion, it has become a reality. There has been ready integration of AI across a large number of industries. This has given rise to several AI development companies across the world. These AI consulting firms offer services to their clients and help with the integration of AI in their operations.

Interactive adaptive systems powered by Reinforcement Learning (RL) have many potential applications, such as intelligent tutoring systems. In such systems there is typically an external human system designer that is creating, monitoring and modifying the interactive adaptive system, trying to improve its performance on the target outcomes. In this paper we focus on algorithmic foundation of how to help the system designer choose the set of sensors or features to define the observation space used by reinforcement learning agent. We present an algorithm, value driven representation (VDR), that can iteratively and adaptively augment the observation space of a reinforcement learning agent so that is sufficient to capture a (near) optimal policy. To do so we introduce a new method to optimistically estimate the value of a policy using offline simulated Monte Carlo rollouts. We evaluate the performance of our approach on standard RL benchmarks with simulated humans and demonstrate significant improvement over prior baselines.

Multi-agent reinforcement learning (MARL) under partial observability has long been considered challenging, primarily due to the requirement for each agent to maintain a belief over all other agents' local histories -- a domain that generally grows exponentially over time. In this work, we investigate a partially observable MARL problem in which agents are cooperative. To enable the development of tractable algorithms, we introduce the concept of an information state embedding that serves to compress agents' histories. We quantify how the compression error influences the resulting value functions for decentralized control. Furthermore, we propose three natural embeddings, based on finite-memory truncation, principal component analysis, and recurrent neural networks. The output of these embeddings are then used as the information state, and can be fed into any MARL algorithm. The proposed embed-then-learn pipeline opens the black-box of existing MARL algorithms, allowing us to establish some theoretical guarantees (error bounds of value functions) while still achieving competitive performance with many end-to-end approaches.

We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the process under various conditions. In particular, we examine ergodic and strongly mixing processes and prove several asymptotic results as well as finite sample error bounds with a detailed analysis for the Gaussian kernel. We provide applications of our theory in terms of consistency results for kernel PCA with dependent data and the conditional mean embedding of transition probabilities. Finally, we use our approach to examine the nonparametric estimation of Markov transition operators and highlight how our theory can give a consistency analysis for a large family of spectral analysis methods including kernel-based dynamic mode decomposition.

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic programming technique and thus also aims at finding the best stationary policy for a given Markov Decision Process, but in contrast does not require any model knowledge. The policy is assessed solely on consecutive states (or state-action pairs), which are observed while an agent explores the solution space. The contributions of this paper are manifold. First we provide deep theoretical insights to the widely applied standard discounted reinforcement learning framework, which give rise to the understanding of why these algorithms are inappropriate when permanently provided with non-zero rewards, such as costs or profit. Second, we establish a novel near-Blackwell-optimal reinforcement learning algorithm. In contrary to former method it assesses the average reward per step separately and thus prevents the incautious combination of different types of state values. Thereby, the Laurent Series expansion of the discounted state values forms the foundation for this development and also provides the connection between the two approaches. Finally, we prove the viability of our algorithm on a challenging problem set, which includes a well-studied M/M/1 admission control queuing system. In contrast to standard discounted reinforcement learning our algorithm infers the optimal policy on all tested problems. The insights are that in the operations research domain machine learning techniques have to be adapted and advanced to successfully apply these methods in our settings.

In this paper, we propose a model-free reinforcement learning method to synthesize control policies for motion planning problems for continuous states and actions. The robot is modelled as a labeled Markov decision process (MDP) with continuous state and action spaces. Linear temporal logics (LTL) are used to specify high-level tasks. We then train deep neural networks to approximate the value function and policy using an actor-critic reinforcement learning method. The LTL specification is converted into an annotated limit-deterministic B\"uchi automaton (LDBA) for continuously shaping the reward so that dense reward is available during training. A naive way of solving a motion planning problem with LTL specifications using reinforcement learning is to sample a trajectory and, if the trajectory satisfies the entire LTL formula then we assign a high reward for training. However, the sampling complexity needed to find such a trajectory is too high when we have a complex LTL formula for continuous state and action spaces. As a result, it is very unlikely that we get enough reward for training if all sample trajectories start from the initial state in the automata. In this paper, we propose a method that samples not only an initial state from the state space, but also an arbitrary state in the automata at the beginning of each training episode. We test our algorithm in simulation using a car-like robot and find out that our method can learn policies for different working configurations and LTL specifications successfully.