Learning Graphical Models
Towards Uncertainty Unification: A Case Study for Preference Learning
Peng, Shaoting, Chen, Haonan, Driggs-Campbell, Katherine
Learning human preferences is essential for human-robot interaction, as it enables robots to adapt their behaviors to align with human expectations and goals. However, the inherent uncertainties in both human behavior and robotic systems make preference learning a challenging task. While probabilistic robotics algorithms offer uncertainty quantification, the integration of human preference uncertainty remains underexplored. To bridge this gap, we introduce uncertainty unification and propose a novel framework, uncertainty-unified preference learning (UUPL), which enhances Gaussian Process (GP)-based preference learning by unifying human and robot uncertainties. Specifically, UUPL includes a human preference uncertainty model that improves GP posterior mean estimation, and an uncertainty-weighted Gaussian Mixture Model (GMM) that enhances GP predictive variance accuracy. Additionally, we design a user-specific calibration process to align uncertainty representations across users, ensuring consistency and reliability in the model performance. Comprehensive experiments and user studies demonstrate that UUPL achieves state-of-the-art performance in both prediction accuracy and user rating. An ablation study further validates the effectiveness of human uncertainty model and uncertainty-weighted GMM of UUPL.
Analytic DAG Constraints for Differentiable DAG Learning
Zhang, Zhen, Ng, Ignavier, Gong, Dong, Liu, Yuhang, Gong, Mingming, Huang, Biwei, Zhang, Kun, Hengel, Anton van den, Shi, Javen Qinfeng
Recovering the underlying Directed Acyclic Graph (DAG) structures from observational data presents a formidable challenge, partly due to the combinatorial nature of the DAG-constrained optimization problem. Recently, researchers have identified gradient vanishing as one of the primary obstacles in differentiable DAG learning and have proposed several DAG constraints to mitigate this issue. By developing the necessary theory to establish a connection between analytic functions and DAG constraints, we demonstrate that analytic functions from the set $\{f(x) = c_0 + \sum_{i=1}^{\infty}c_ix^i | \forall i > 0, c_i > 0; r = \lim_{i\rightarrow \infty}c_{i}/c_{i+1} > 0\}$ can be employed to formulate effective DAG constraints. Furthermore, we establish that this set of functions is closed under several functional operators, including differentiation, summation, and multiplication. Consequently, these operators can be leveraged to create novel DAG constraints based on existing ones. Using these properties, we design a series of DAG constraints and develop an efficient algorithm to evaluate them. Experiments in various settings demonstrate that our DAG constraints outperform previous state-of-the-art comparators. Our implementation is available at https://github.com/zzhang1987/AnalyticDAGLearning.
Bayesian Semi-Parametric Spatial Dispersed Count Model for Precipitation Analysis
Nadifar, Mahsa, Bekker, Andriette, Arashi, Mohammad, Ramoelo, Abel
The appropriateness of the Poisson model is frequently challenged when examining spatial count data marked by unbalanced distributions, over-dispersion, or under-dispersion. Moreover, traditional parametric models may inadequately capture the relationships among variables when covariates display ambiguous functional forms or when spatial patterns are intricate and indeterminate. To tackle these issues, we propose an innovative Bayesian hierarchical modeling system. This method combines non-parametric techniques with an adapted dispersed count model based on renewal theory, facilitating the effective management of unequal dispersion, non-linear correlations, and complex geographic dependencies in count data. We illustrate the efficacy of our strategy by applying it to lung and bronchus cancer mortality data from Iowa, emphasizing environmental and demographic factors like ozone concentrations, PM2.5, green space, and asthma prevalence. Our analysis demonstrates considerable regional heterogeneity and non-linear relationships, providing important insights into the impact of environmental and health-related factors on cancer death rates. This application highlights the significance of our methodology in public health research, where precise modeling and forecasting are essential for guiding policy and intervention efforts. Additionally, we performed a simulation study to assess the resilience and accuracy of the suggested method, validating its superiority in managing dispersion and capturing intricate spatial patterns relative to conventional methods. The suggested framework presents a flexible and robust instrument for geographical count analysis, offering innovative insights for academics and practitioners in disciplines such as epidemiology, environmental science, and spatial statistics.
Observation Adaptation via Annealed Importance Resampling for Partially Observable Markov Decision Processes
Zhang, Yunuo, Luo, Baiting, Mukhopadhyay, Ayan, Dubey, Abhishek
Partially observable Markov decision processes (POMDPs) are a general mathematical model for sequential decision-making in stochastic environments under state uncertainty. POMDPs are often solved \textit{online}, which enables the algorithm to adapt to new information in real time. Online solvers typically use bootstrap particle filters based on importance resampling for updating the belief distribution. Since directly sampling from the ideal state distribution given the latest observation and previous state is infeasible, particle filters approximate the posterior belief distribution by propagating states and adjusting weights through prediction and resampling steps. However, in practice, the importance resampling technique often leads to particle degeneracy and sample impoverishment when the state transition model poorly aligns with the posterior belief distribution, especially when the received observation is highly informative. We propose an approach that constructs a sequence of bridge distributions between the state-transition and optimal distributions through iterative Monte Carlo steps, better accommodating noisy observations in online POMDP solvers. Our algorithm demonstrates significantly superior performance compared to state-of-the-art methods when evaluated across multiple challenging POMDP domains.
Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis
Yao, Nian, Ali, Pervez, Tao, Xihua, Zhu, Lingjiong
Langevin algorithms are popular Markov chain Monte Carlo methods that are often used to solve high-dimensional large-scale sampling problems in machine learning. The most classical Langevin Monte Carlo algorithm is based on the overdamped Langevin dynamics. There are many variants of Langevin dynamics that often show superior performance in practice. In this paper, we provide a unified approach to study the acceleration of the variants of the overdamped Langevin dynamics through the lens of large deviations theory. Numerical experiments using both synthetic and real data are provided to illustrate the efficiency of these variants.
NeoRL-2: Near Real-World Benchmarks for Offline Reinforcement Learning with Extended Realistic Scenarios
Gao, Songyi, Tu, Zuolin, Qin, Rong-Jun, Sun, Yi-Hao, Chen, Xiong-Hui, Yu, Yang
Offline reinforcement learning (RL) aims to learn from historical data without requiring (costly) access to the environment. To facilitate offline RL research, we previously introduced NeoRL, which highlighted that datasets from real-world tasks are often conservative and limited. With years of experience applying offline RL to various domains, we have identified additional real-world challenges. These include extremely conservative data distributions produced by deployed control systems, delayed action effects caused by high-latency transitions, external factors arising from the uncontrollable variance of transitions, and global safety constraints that are difficult to evaluate during the decision-making process. These challenges are underrepresented in previous benchmarks but frequently occur in real-world tasks. To address this, we constructed the extended Near Real-World Offline RL Benchmark (NeoRL-2), which consists of 7 datasets from 7 simulated tasks along with their corresponding evaluation simulators. Benchmarking results from state-of-the-art offline RL approaches demonstrate that current methods often struggle to outperform the data-collection behavior policy, highlighting the need for more effective methods. We hope NeoRL-2 will accelerate the development of reinforcement learning algorithms for real-world applications. The benchmark project page is available at https://github.com/polixir/NeoRL2.
Information-Seeking Decision Strategies Mitigate Risk in Dynamic, Uncertain Environments
Barendregt, Nicholas W., Gold, Joshua I., Josić, Krešimir, Kilpatrick, Zachary P.
To survive in dynamic and uncertain environments, individuals must develop effective decision strategies that balance information gathering and decision commitment. Models of such strategies often prioritize either optimizing tangible payoffs, like reward rate, or gathering information to support a diversity of (possibly unknown) objectives. However, our understanding of the relative merits of these two approaches remains incomplete, in part because direct comparisons have been limited to idealized, static environments that lack the dynamic complexity of the real world. Here we compared the performance of normative reward- and information-seeking strategies in a dynamic foraging task. Both strategies show similar transitions between exploratory and exploitative behaviors as environmental uncertainty changes. However, we find subtle disparities in the actions they take, resulting in meaningful performance differences: whereas reward-seeking strategies generate slightly more reward on average, information-seeking strategies provide more consistent and predictable outcomes. Our findings support the adaptive value of information-seeking behaviors that can mitigate risk with minimal reward loss.
InPO: Inversion Preference Optimization with Reparametrized DDIM for Efficient Diffusion Model Alignment
Lu, Yunhong, Wang, Qichao, Cao, Hengyuan, Wang, Xierui, Xu, Xiaoyin, Zhang, Min
Without using explicit reward, direct preference optimization (DPO) employs paired human preference data to fine-tune generative models, a method that has garnered considerable attention in large language models (LLMs). However, exploration of aligning text-to-image (T2I) diffusion models with human preferences remains limited. In comparison to supervised fine-tuning, existing methods that align diffusion model suffer from low training efficiency and subpar generation quality due to the long Markov chain process and the intractability of the reverse process. To address these limitations, we introduce DDIM-InPO, an efficient method for direct preference alignment of diffusion models. Our approach conceptualizes diffusion model as a single-step generative model, allowing us to fine-tune the outputs of specific latent variables selectively. In order to accomplish this objective, we first assign implicit rewards to any latent variable directly via a reparameterization technique. Then we construct an Inversion technique to estimate appropriate latent variables for preference optimization. This modification process enables the diffusion model to only fine-tune the outputs of latent variables that have a strong correlation with the preference dataset. Experimental results indicate that our DDIM-InPO achieves state-of-the-art performance with just 400 steps of fine-tuning, surpassing all preference aligning baselines for T2I diffusion models in human preference evaluation tasks.
Reinforcement Learning in Switching Non-Stationary Markov Decision Processes: Algorithms and Convergence Analysis
Amiri, Mohsen, Magnússon, Sindri
Reinforcement learning in non-stationary environments is challenging due to abrupt and unpredictable changes in dynamics, often causing traditional algorithms to fail to converge. However, in many real-world cases, non-stationarity has some structure that can be exploited to develop algorithms and facilitate theoretical analysis. We introduce one such structure, Switching Non-Stationary Markov Decision Processes (SNS-MDP), where environments switch over time-based on an underlying Markov chain. Under a fixed policy, the value function of an SNS-MDP admits a closed-form solution determined by the Markov chain's statistical properties, and despite the inherent non-stationarity, Temporal Difference (TD) learning methods still converge to the correct value function. Furthermore, policy improvement can be performed, and it is shown that policy iteration converges to the optimal policy. Moreover, since Q-learning converges to the optimal Q-function, it likewise yields the corresponding optimal policy. To illustrate the practical advantages of SNS-MDPs, we present an example in communication networks where channel noise follows a Markovian pattern, demonstrating how this framework can effectively guide decision-making in complex, time-varying contexts.
A Framework for Finding Local Saddle Points in Two-Player Zero-Sum Black-Box Games
Agarwal, Shubhankar, Khan, Hamzah I., Chinchali, Sandeep P., Fridovich-Keil, David
Saddle point optimization is a critical problem employed in numerous real-world applications, including portfolio optimization, generative adversarial networks, and robotics. It has been extensively studied in cases where the objective function is known and differentiable. Existing work in black-box settings with unknown objectives that can only be sampled either assumes convexity-concavity in the objective to simplify the problem or operates with noisy gradient estimators. In contrast, we introduce a framework inspired by Bayesian optimization which utilizes Gaussian processes to model the unknown (potentially nonconvex-nonconcave) objective and requires only zeroth-order samples. Our approach frames the saddle point optimization problem as a two-level process which can flexibly integrate existing and novel approaches to this problem. The upper level of our framework produces a model of the objective function by sampling in promising locations, and the lower level of our framework uses the existing model to frame and solve a general-sum game to identify locations to sample. This lower level procedure can be designed in complementary ways, and we demonstrate the flexibility of our approach by introducing variants which appropriately trade off between factors like runtime, the cost of function evaluations, and the number of available initial samples. We experimentally demonstrate these algorithms on synthetic and realistic datasets in black-box nonconvex-nonconcave settings, showcasing their ability to efficiently locate local saddle points in these contexts.