Learning Graphical Models
Scalable Policy-Based RLAlgorithms for POMDPs
The continuous nature of belief states in POMDPs presents significant computational challenges in learning the optimal policy. In this paper, we consider an approach that solves a Partially Observable Reinforcement Learning (PORL) problem by approximating the corresponding POMDP model into a finite-state Markov Decision Process (MDP) (called Superstate MDP). We first derive theoretical guarantees that improve upon prior work that relate the optimal value function of the transformed Superstate MDP to the optimal value function of the original POMDP. Next, we propose a policy-based learning approach with linear function approximation to learn the optimal policy for the Superstate MDP. Consequently, our approach shows that a POMDP can be approximately solved using TD-learning followed by Policy Optimization by treating it as an MDP, where the MDP state corresponds to a finite history. We show that the approximation error decreases exponentially with the length of this history. To the best of our knowledge, our finite-time bounds are the first to explicitly quantify the error introduced when applying standard TD learning to a setting where the true dynamics are not Markovian.
Bayesian Concept Bottleneck Models with LLMPriors
Concept Bottleneck Models (CBMs) have been proposed as a compromise between white-box and black-box models, aiming to achieve interpretability without sacrificing accuracy. The standard training procedure for CBMs is to predefine a candidate set of human-interpretable concepts, extract their values from the training data, and identify a sparse subset as inputs to a transparent prediction model. However, such approaches are often hampered by the tradeoff between exploring a sufficiently large set of concepts versus controlling the cost of obtaining concept extractions, resulting in a large interpretability-accuracy tradeoff. This work investigates a novel approach that sidesteps these challenges: BC-LLM iteratively searches over a potentially infinite set of concepts within a Bayesian framework, in which Large Language Models (LLMs) serve as both a concept extraction mechanism and prior. Even though LLMs can be miscalibrated and hallucinate, we prove that BC-LLM can provide rigorous statistical inference and uncertainty quantification. Across image, text, and tabular datasets, BC-LLM outperforms interpretable baselines and even black-box models in certain settings, converges more rapidly towards relevant concepts, and is more robust to out-of-distribution samples. 1
ABayesian Fast-Slow Framework to Mitigate Interference in Non-Stationary Reinforcement Learning
Given the ever-changing nature of the world and its inhabitants, agents must possess the ability to adapt and evolve over time. Recent research in Given the ever-changing nature of the world and its inhabitants, agents must possess the ability to adapt and evolve over time. Recent research in non-stationary MDPs has focused on addressing this challenge, providing algorithms inspired by task inference techniques. However, these methods ignore the detrimental effects of interference, which particularly harm performance in contradictory tasks, leading to low efficiency in some environments. To address this issue, we propose a Bayesian Fast-Slow Framework (BFSF) that tackles both cross-task generalization and resistance to cross-task interference.
Global Convergence for Average Reward Constrained MDPs with Primal-Dual Actor Critic Algorithm
This paper investigates infinite-horizon average reward Constrained Markov Decision Processes (CMDPs) under general parametrized policies with smooth and bounded policy gradients. We propose a Primal-Dual Natural Actor-Critic algorithm that adeptly manages constraints while ensuring a high convergence rate. In particular, our algorithm achieves global convergence and constraint violation rates of O(1/ T) over a horizon of length T when the mixing time, τmix, is known to the learner. In absence of knowledge of τmix, the achievable rates change to O(1/T0.5 ϵ) provided that T O τ2/ϵmix . Our results match the theoretical lower bound for Markov Decision Processes and establish a new benchmark in the theoretical exploration of average reward CMDPs.
NeuSymEA: Neuro-symbolic Entity Alignment via Variational Inference
Entity alignment (EA) aims to merge two knowledge graphs (KGs) by identifying equivalent entity pairs. Existing methods can be categorized into symbolic and neural models. Symbolic models, while precise, struggle with substructure heterogeneity and sparsity, whereas neural models, although effective, generally lack interpretability and cannot handle uncertainty. We propose NeuSymEA, a unified neuro-symbolic reasoning framework that combines the strengths of both methods to fully exploit the cross-KG structural pattern for robust entity alignment. NeuSymEA models the joint probability of all possible pairs' truth scores in a Markov random field, regulated by a set of rules, and optimizes it with the variational EM algorithm.
ESCORT: Efficient Stein-variational and Sliced Consistency-Optimized Temporal Belief Representation for POMDPs
In Partially Observable Markov Decision Processes (POMDPs), maintaining and updating belief distributions over possible underlying states provides a principled way to summarize action-observation history for effective decision-making under uncertainty. As environments grow more realistic, belief distributions develop complexity that standard mathematical models cannot accurately capture, creating a fundamental challenge in maintaining representational accuracy. Despite advances in deep learning and probabilistic modeling, existing POMDP belief approximation methods fail to accurately represent complex uncertainty structures such as high-dimensional, multi-modal belief distributions, resulting in estimation errors that lead to suboptimal agent behaviors. To address this challenge, we present ESCORT (Efficient Stein-variational and sliced ConsistencyOptimized Representation for Temporal beliefs), a particle-based framework for capturing complex, multi-modal distributions in high-dimensional belief spaces. ESCORT extends SVGD with two key innovations: correlation-aware projections that model dependencies between state dimensions, and temporal consistency constraints that stabilize updates while preserving correlation structures. This approach retains SVGD's attractive-repulsive particle dynamics while enabling accurate modeling of intricate correlation patterns. Unlike particle filters prone to degeneracy or parametric methods with fixed representational capacity, ESCORT dynamically adapts to belief landscape complexity without resampling or restrictive distributional assumptions. We demonstrate ESCORT's effectiveness through extensive evaluations on both POMDP domains and synthetic multi-modal distributions of varying dimensionality, where it consistently outperforms state-of-theart methods in terms of belief approximation accuracy and downstream decision quality.
Projection-based Lyapunov method for fully heterogeneous weakly-coupled MDPs
Heterogeneity poses a fundamental challenge for many real-world large-scale decision-making problems but remains largely understudied. In this paper, we study the fully heterogeneous setting of a prominent class of such problems, known as weakly-coupled Markov decision processes (WCMDPs). Each WCMDP consists of N arms (or subproblems), which have distinct model parameters in the fully heterogeneous setting, leading to the curse of dimensionality when N is large. We show that, under mild assumptions, an efficiently computable policy achieves an O(1/ N) optimality gap in the long-run average reward per arm for fully heterogeneous WCMDPs as N becomes large. This is the first asymptotic optimality result for fully heterogeneous average-reward WCMDPs. Our main technical innovation is the construction of projection-based Lyapunov functions that certify the convergence of rewards and costs to an optimal region, even under full heterogeneity.1
Separating the what and how of compositional computation to enable reuse and continual learning
The ability to continually learn, retain and deploy skills to accomplish goals is a key feature of intelligent and efficient behavior. However, the neural mechanisms facilitating the continual learning and flexible (re-)composition of skills remain elusive. Here, we study continual learning and the compositional reuse of learned computations in recurrent neural network (RNN) models using a novel two-system approach: one system that infers what computation to perform, and one that implements how to perform it. We focus on a set of compositional cognitive tasks commonly studied in neuroscience. To construct the what system, we first show that a large family of tasks can be systematically described by a probabilistic generative model, where compositionality stems from a shared underlying vocabulary of discrete task epochs. We develop an unsupervised online learning approach that can learn this model on a single-trial basis, building its vocabulary incrementally as it is exposed to new tasks, and inferring the latent epoch structure as a timevarying computational context within a trial. We implement the how system as an RNN whose low-rank components are composed according to the context inferred by the what system. Contextual inference facilitates the creation, learning, and reuse of low-rank RNN components as new tasks are introduced sequentially, enabling continual learning without catastrophic forgetting. Using an example task set, we demonstrate the efficacy and competitive performance of this two-system learning framework, its potential for forward and backward transfer, as well as fast compositional generalization to unseen tasks.
Private Statistical Estimation via Truncation
We introduce a novel framework for differentially private (DP) statistical estimation via data truncation, addressing a key challenge in DP estimation when the data support is unbounded. Traditional approaches rely on problem-specific sensitivity analysis, limiting their applicability. By leveraging techniques from truncated statistics, we develop computationally efficient DP estimators for exponential family distributions, including Gaussian mean and covariance estimation, achieving near-optimal sample complexity. Previous works on exponential families only consider bounded or one-dimensional families. Our approach mitigates sensitivity through truncation while carefully correcting for the introduced bias using maximum likelihood estimation and DP stochastic gradient descent. Along the way, we establish improved uniform convergence guarantees for the log-likelihood function of exponential families, which may be of independent interest. Our results provide a general blueprint for DP algorithm design via truncated statistics.