Learning Graphical Models
The Heterogeneous Multi-Agent Challenge
Dansereau, Charles, Lopez-Yepez, Junior-Samuel, Soma, Karthik, Fagette, Antoine
Multi-Agent Reinforcement Learning (MARL) is a growing research area which gained significant traction in recent years, extending Deep RL applications to a much wider range of problems. A particularly challenging class of problems in this domain is Heterogeneous Multi-Agent Reinforcement Learning (HeMARL), where agents with different sensors, resources, or capabilities must cooperate based on local information. The large number of real-world situations involving heterogeneous agents makes it an attractive research area, yet underexplored, as most MARL research focuses on homogeneous agents (e.g., a swarm of identical robots). In MARL and single-agent RL, standardized environments such as ALE and SMAC have allowed to establish recognized benchmarks to measure progress. However, there is a clear lack of such standardized testbed for cooperative HeMARL. As a result, new research in this field often uses simple environments, where most algorithms perform near optimally, or uses weakly heterogeneous MARL environments.
Enhancing Credit Default Prediction Using Boruta Feature Selection and DBSCAN Algorithm with Different Resampling Techniques
Ampomah, Obu-Amoah, Agyemang, Edmund, Acheampong, Kofi, Agyekum, Louis
This study examines credit default prediction by comparing three techniques, namely SMOTE, SMOTE-Tomek, and ADASYN, that are commonly used to address the class imbalance problem in credit default situations. Recognizing that credit default datasets are typically skewed, with defaulters comprising a much smaller proportion than non-defaulters, we began our analysis by evaluating machine learning (ML) models on the imbalanced data without any resampling to establish baseline performance. These baseline results provide a reference point for understanding the impact of subsequent balancing methods. In addition to traditional classifiers such as Naive Bayes and K-Nearest Neighbors (KNN), our study also explores the suitability of advanced ensemble boosting algorithms, including Extreme Gradient Boosting (XGBoost), AdaBoost, Gradient Boosting Machines (GBM), and Light GBM for credit default prediction using Boruta feature selection and DBSCAN-based outlier detection, both before and after resampling. A real-world credit default data set sourced from the University of Cleveland ML Repository was used to build ML classifiers, and their performances were tested. The criteria chosen to measure model performance are the area under the receiver operating characteristic curve (ROC-AUC), area under the precision-recall curve (PR-AUC), G-mean, and F1-scores. The results from this empirical study indicate that the Boruta+DBSCAN+SMOTE-Tomek+GBM classifier outperformed the other ML models (F1-score: 82.56%, G-mean: 82.98%, ROC-AUC: 90.90%, PR-AUC: 91.85%) in a credit default context. The findings establish a foundation for future progress in creating more resilient and adaptive credit default systems, which will be essential as credit-based transactions continue to rise worldwide.
Cluster Workload Allocation: A Predictive Approach Leveraging Machine Learning Efficiency
This research investigates how Machine Learning (ML) algorithms can assist in workload allocation strategies by detecting tasks with node affinity operators (referred to as constraint operators), which constrain their execution to a limited number of nodes. Using real-world Google Cluster Data (GCD) workload traces and the AGOCS framework, the study extracts node attributes and task constraints, then analyses them to identify suitable node-task pairings. It focuses on tasks that can be executed on either a single node or fewer than a thousand out of 12.5k nodes in the analysed GCD cluster. Task constraint operators are compacted, pre-processed with one-hot encoding, and used as features in a training dataset. Various ML classifiers, including Artificial Neural Networks, K-Nearest Neighbours, Decision Trees, Naive Bayes, Ridge Regression, Adaptive Boosting, and Bagging, are fine-tuned and assessed for accuracy and F1-scores. The final ensemble voting classifier model achieved 98% accuracy and a 1.5-1.8% misclassification rate for tasks with a single suitable node.
Learning hidden cascades via classification
Manoharan, Derrick Gilchrist Edward, Goel, Anubha, Iosifidis, Alexandros, Hansen, Henri, Kanniainen, Juho
The spreading dynamics in social networks are often studied under the assumption that individuals' statuses, whether informed or infected, are fully observable. However, in many real-world situations, such statuses remain unobservable, which is crucial for determining an individual's potential to further spread the infection. While final statuses are hidden, intermediate indicators such as symptoms of infection are observable and provide useful representations of the underlying diffusion process. We propose a partial observability-aware Machine Learning framework to learn the characteristics of the spreading model. We term the method Distribution Classification, which utilizes the power of classifiers to infer the underlying transmission dynamics. Through extensive benchmarking against Approximate Bayesian Computation and GNN-based baselines, our framework consistently outperforms these state-of-the-art methods, delivering accurate parameter estimates across diverse diffusion settings while scaling efficiently to large networks. We validate the method on synthetic networks and extend the study to a real-world insider trading network, demonstrating its effectiveness in analyzing spreading phenomena where direct observation of individual statuses is not possible.
Consistency of Selection Strategies for Fraud Detection
Revelas, Christos, Boldea, Otilia, Werker, Bas J. M.
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fraudulent are investigated. We argue that this can lead to inconsistent learning and propose a randomized alternative. More generally, we draw a parallel with the multi-arm bandit literature and argue that, in the presence of selection, the obtained observations are not iid. Hence, dependence on past observations should be accounted for when updating parameter estimates. We formalize selection in a binary regression framework and show that model updating and maximum-likelihood estimation can be implemented as if claims were investigated at random. Then, we define consistency of selection strategies and conjecture sufficient conditions for consistency. Our simulations suggest that the often-used selection strategy can be inconsistent while the proposed randomized alternative is consistent. Finally, we compare our randomized selection strategy with Thompson sampling, a standard multi-arm bandit heuristic. Our simulations suggest that the latter can be inefficient in learning low fraud probabilities.
Fast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion
Lebedev, Anton, Lee, Won Kyung, Ghosh, Soumyadip, Yaman, Olha I., Kalantzis, Vassilis, Lu, Yingdong, Nowicki, Tomasz, Ubaru, Shashanka, Horesh, Lior, Alexandrov, Vassil
Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually require preconditioners. Markov chain Monte Carlo (MCMC)-based matrix inversion can generate such preconditioners and accelerate Krylov iterations, but its effectiveness depends on parameters whose optima vary across matrices; manual or grid search is costly. We present an AI-driven framework recommending MCMC parameters for a given linear system. A graph neural surrogate predicts preconditioning speed from $A$ and MCMC parameters. A Bayesian acquisition function then chooses the parameter sets most likely to minimise iterations. On a previously unseen ill-conditioned system, the framework achieves better preconditioning with 50\% of the search budget of conventional methods, yielding about a 10\% reduction in iterations to convergence. These results suggest a route for incorporating MCMC-based preconditioners into large-scale systems.
Hierarchical Semi-Markov Models with Duration-Aware Dynamics for Activity Sequences
Dube, Rohit, Gautam, Natarajan, Banerjee, Amarnath, Nagarajan, Harsha
Residential electricity demand at granular scales is driven by what people do and for how long. Accurately forecasting this demand for applications like microgrid management and demand response therefore requires generative models that can produce realistic daily activity sequences, capturing both the timing and duration of human behavior. This paper develops a generative model of human activity sequences using nationally representative time-use diaries at a 10-minute resolution. We use this model to quantify which demographic factors are most critical for improving predictive performance. We propose a hierarchical semi-Markov framework that addresses two key modeling challenges. First, a time-inhomogeneous Markov \emph{router} learns the patterns of ``which activity comes next." Second, a semi-Markov \emph{hazard} component explicitly models activity durations, capturing ``how long" activities realistically last. To ensure statistical stability when data are sparse, the model pools information across related demographic groups and time blocks. The entire framework is trained and evaluated using survey design weights to ensure our findings are representative of the U.S. population. On a held-out test set, we demonstrate that explicitly modeling durations with the hazard component provides a substantial and statistically significant improvement over purely Markovian models. Furthermore, our analysis reveals a clear hierarchy of demographic factors: Sex, Day-Type, and Household Size provide the largest predictive gains, while Region and Season, though important for energy calculations, contribute little to predicting the activity sequence itself. The result is an interpretable and robust generator of synthetic activity traces, providing a high-fidelity foundation for downstream energy systems modeling.
Statistical Insight into Meta-Learning via Predictor Subspace Characterization and Quantification of Task Diversity
Datta, Saptati, Hengartner, Nicolas W., Pimonova, Yulia, Klein, Natalie E., Lubbers, Nicholas
In recent years, there has been significant interest in designing machine learning algorithms that enable robust and sample-efficient knowledge transfer across tasks to facilitate rapid and accurate estimation and prediction. Traditional machine learning methods have largely followed a single-task or "isolated learning" framework, where each task is learned independently, ignoring knowledge from prior tasks (Upadhyay et al., 2024). However, unlike such isolated approaches, human learning relies on prior experiences to accelerate new learning. Inspired by this, recent prominent "knowledge-transfer" approaches include meta-learning (Finn et al., 2017; Bouchattaoui, 2024), transfer learning (Zhu et al., 2023; Zhuang et al., 2020), multi-task learning (Crawshaw, 2020; Zhang and Yang, 2022), and lifelong learning (Liu, 2017), all of which aim to leverage shared structure across tasks to improve generalization and aim to replicate this human-like knowledge transfer. Meta-learning focuses on learning a learning algorithm that can quickly adapt to new tasks using limited data. Transfer learning reuses knowledge from related source tasks to improve performance on a target task with few labeled examples.
PIGDreamer: Privileged Information Guided World Models for Safe Partially Observable Reinforcement Learning
Huang, Dongchi, Wang, Jiaqi, Li, Yang, Xia, Chunhe, Zhang, Tianle, Zhang, Kaige
Partial observability presents a significant challenge for Safe Reinforcement Learning (Safe RL), as it impedes the identification of potential risks and rewards. Leveraging specific types of privileged information during training to mitigate the effects of partial observability has yielded notable empirical successes. In this paper, we propose Asymmetric Constrained Partially Observable Markov Decision Processes (ACPOMDPs) to theoretically examine the advantages of incorporating privileged information in Safe RL. Building upon ACPOMDPs, we propose the Privileged Information Guided Dreamer (PIGDreamer), a model-based RL approach that leverages privileged information to enhance the agent's safety and performance through privileged representation alignment and an asymmetric actor-critic structure. Our empirical results demonstrate that PIGDreamer significantly outperforms existing Safe RL methods. Furthermore, compared to alternative privileged RL methods, our approach exhibits enhanced performance, robustness, and efficiency. Codes are available at: https://github.com/hggforget/PIGDreamer.