Learning Graphical Models
Dealing with Sparse Rewards in Reinforcement Learning
Successfully navigating a complex environment to obtain a desired outcome is a difficult task, that up to recently was believed to be capable only by humans. This perception has been broken down over time, especially with the introduction of deep reinforcement learning, which has greatly increased the difficulty of tasks that can be automated. However, for traditional reinforcement learning agents this requires an environment to be able to provide frequent extrinsic rewards, which are not known or accessible for many real-world environments. This project aims to explore and contrast existing reinforcement learning solutions that circumnavigate the difficulties of an environment that provide sparse rewards. Different reinforcement solutions will be implemented over a several video game environments with varying difficulty and varying frequency of rewards, as to properly investigate the applicability of these solutions. This project introduces a novel reinforcement learning solution, by combining aspects of two existing state of the art sparse reward solutions.
Unsupervised Out-of-Distribution Detection with Batch Normalization
Song, Jiaming, Song, Yang, Ermon, Stefano
Likelihood from a generative model is a natural statistic for detecting out-of-distribution (OoD) samples. However, generative models have been shown to assign higher likelihood to OoD samples compared to ones from the training distribution, preventing simple threshold-based detection rules. We demonstrate that OoD detection fails even when using more sophisticated statistics based on the likelihoods of individual samples. To address these issues, we propose a new method that leverages batch normalization. We argue that batch normalization for generative models challenges the traditional i.i.d. data assumption and changes the corresponding maximum likelihood objective. Based on this insight, we propose to exploit in-batch dependencies for OoD detection. Empirical results suggest that this leads to more robust detection for high-dimensional images.
Perception-Distortion Trade-off with Restricted Boltzmann Machines
Cannella, Chris, Ding, Jie, Soltani, Mohammadreza, Tarokh, Vahid
For example, we might expect to encounter sensor malfunctions in a wireless sensor network at a rate proportional to the size of the network. Therefore, there is a growing need to develop machine learning techniques that enable satisfactory training and inference from incomplete data. Imputation, where missing data values are filled with suitable values inferred from observations, represents a promising technique for extending machine learning methods to handle missing data. Given their explicit representation of underlying data distributions, Restricted Boltzmann Machines (RBMs) are an appealing choice for imputing missing values. With a well trained RBM, the conditional probabilities of the missing values given the observed values remain accessible via either direct calculation (in a theoretical sense) or indirect Gibbs sampling. A variety of training and imputing procedures have been proposed to allow the application of RBMs to handle missing data, with various computational costs.
Ordering-Based Causal Structure Learning in the Presence of Latent Variables
Bernstein, Daniel Irving, Saeed, Basil, Squires, Chandler, Uhler, Caroline
We consider the task of learning a causal graph in the presence of latent confounders given i.i.d.~samples from the model. While current algorithms for causal structure discovery in the presence of latent confounders are constraint-based, we here propose a score-based approach. We prove that under assumptions weaker than faithfulness, any sparsest independence map (IMAP) of the distribution belongs to the Markov equivalence class of the true model. This motivates the \emph{Sparsest Poset} formulation - that posets can be mapped to minimal IMAPs of the true model such that the sparsest of these IMAPs is Markov equivalent to the true model. Motivated by this result, we propose a greedy algorithm over the space of posets for causal structure discovery in the presence of latent confounders and compare its performance to the current state-of-the-art algorithms FCI and FCI+ on synthetic data.
Causal inference with Bayes rule
Lattimore, Finnian, Rohde, David
The concept of causality has a controversial history. The question of whether it is possible to represent and address causal problems with probability theory, or if fundamentally new mathematics such as the do-calculus is required has been hotly debated, In this paper we demonstrate that, while it is critical to explicitly model our assumptions on the impact of intervening in a system, provided we do so, estimating causal effects can be done entirely within the standard Bayesian paradigm. The invariance assumptions underlying causal graphical models can be encoded in ordinary Probabilistic graphical models, allowing causal estimation with Bayesian statistics, equivalent to the do-calculus.
RLScheduler: Learn to Schedule HPC Batch Jobs Using Deep Reinforcement Learning
Zhang, Di, Dai, Dong, He, Youbiao, Bao, Forrest Sheng
We present RLScheduler, a deep reinforcement learning based job scheduler for scheduling independent batch jobs in high-performance computing (HPC) environment. From knowing nothing about scheduling at beginning, RLScheduler is able to autonomously learn how to effectively schedule HPC batch jobs, targeting a given optimization goal. This is achieved by deep reinforcement learning with the help of specially designed neural network structures and various optimizations to stabilize and accelerate the learning. Our results show that RLScheduler can outperform existing heuristic scheduling algorithms, including a manually fine-tuned machine learning-based scheduler on the same workload. More importantly, we show that RLScheduler does not blindly over-fit the given workload to achieve such optimization, instead, it learns general rules for scheduling batch jobs which can be further applied to different workloads and systems to achieve similarly optimized performance. We also demonstrate that RLScheduler is capable of adjusting itself along with changing goals and workloads, making it an attractive solution for the future autonomous HPC management.
Neuro-SERKET: Development of Integrative Cognitive System through the Composition of Deep Probabilistic Generative Models
Taniguchi, Tadahiro, Nakamura, Tomoaki, Suzuki, Masahiro, Kuniyasu, Ryo, Hayashi, Kaede, Taniguchi, Akira, Horii, Takato, Nagai, Takayuki
This paper describes a framework for the development of an integrative cognitive system based on probabilistic generative models (PGMs) called Neuro-SERKET. Neuro-SERKET is an extension of SERKET, which can compose elemental PGMs developed in a distributed manner and provide a scheme that allows the composed PGMs to learn throughout the system in an unsupervised way. In addition to the head-to-tail connection supported by SERKET, Neuro-SERKET supports tail-to-tail and head-to-head connections, as well as neural network-based modules, i.e., deep generative models. As an example of a Neuro-SERKET application, an integrative model was developed by composing a variational autoencoder (VAE), a Gaussian mixture model (GMM), latent Dirichlet allocation (LDA), and automatic speech recognition (ASR). The model is called VAE+GMM+LDA+ASR. The performance of VAE+GMM+LDA+ASR and the validity of Neuro-SERKET were demonstrated through a multimodal categorization task using image data and a speech signal of numerical digits.
6. Machine Learning Algorithms -- Python 3: from None to Machine Learning
Algorithms are often grouped by similarity in terms of their function (how they work). For example, tree-based methods, and neural network inspired methods. I think this is the most useful way to group algorithms and it is the approach we will use here. This is a useful grouping method, but it is not perfect. There are still algorithms that could just as easily fit into multiple categories like Learning Vector Quantization that is both a neural network inspired method and an instance-based method.
VariBAD: A Very Good Method for Bayes-Adaptive Deep RL via Meta-Learning
Zintgraf, Luisa, Shiarlis, Kyriacos, Igl, Maximilian, Schulze, Sebastian, Gal, Yarin, Hofmann, Katja, Whiteson, Shimon
V ARIBAD: A V ERY G OOD M ETHOD FOR B AYES-A DAPTIVE D EEP RL VIA M ETA-L EARNING Luisa Zintgraf University of Oxford Kyriacos Shiarlis Latent Logic Maximilian Igl University of Oxford Sebastian Schulze University of Oxford Y arin Gal OA TML Group, University of Oxford Katja Hofmann Microsoft Research Shimon Whiteson University of Oxford Latent Logic A BSTRACT Trading off exploration and exploitation in an unknown environment is key to maximising expected return during learning. A Bayes-optimal policy, which does so optimally, conditions its actions not only on the environment state but on the agent's uncertainty about the environment. Computing a Bayes-optimal policy is however intractable for all but the smallest tasks. In this paper, we introduce variational Bayes-Adaptive Deep RL (variBAD), a way to meta-learn to perform approximate inference in an unknown environment, and incorporate task uncertainty directly during action selection. In a grid-world domain, we illustrate how variBAD performs structured online exploration as a function of task uncertainty. We also evaluate variBAD on MuJoCo domains widely used in meta-RL and show that it achieves higher return during training than existing methods. 1 I NTRODUCTION Reinforcement learning (RL) is typically concerned with finding an optimal policy that maximises expected return for a given Markov decision process (MDP) with an unknown reward and transition function. If these were known, the optimal policy could in theory be computed without interacting with the environment. By contrast, learning in an unknown environment typically requires trading off exploration (learning about the environment) and exploitation (taking promising actions). Balancing this tradeoff is key to maximising expected return during learning . A Bayes-optimal policy, which does so optimally, conditions actions not only on the environment state but on the agent's own uncertainty about the current MDP . In principle, a Bayes-optimal policy can be computed using the framework of Bayes-adaptive Markov decision processes (BAMDPs) (Martin, 1967; Duff & Barto, 2002). The agent maintains a belief, i.e., a posterior distribution, over possible environments. Augmenting the state space of the underlying MDP with this posterior distribution yields a BAMDP, a special case of a belief MDP (Kaelbling et al., 1998).
Multi-View Reinforcement Learning
Li, Minne, Wu, Lisheng, Ammar, Haitham Bou, Wang, Jun
This paper is concerned with multi-view reinforcement learning (MVRL), which allows for decision making when agents share common dynamics but adhere to different observation models. We define the MVRL framework by extending partially observable Markov decision processes (POMDPs) to support more than one observation model and propose two solution methods through observation augmentation and cross-view policy transfer. We empirically evaluate our method and demonstrate its effectiveness in a variety of environments. Specifically, we show reductions in sample complexities and computational time for acquiring policies that handle multi-view environments.