Learning Graphical Models
DFM: Interpolant-free Dual Flow Matching
Gudovskiy, Denis, Okuno, Tomoyuki, Nakata, Yohei
Continuous normalizing flows (CNFs) can model data distributions with expressive infinite-length architectures. But this modeling involves computationally expensive process of solving an ordinary differential equation (ODE) during maximum likelihood training. Recently proposed flow matching (FM) framework allows to substantially simplify the training phase using a regression objective with the interpolated forward vector field. In this paper, we propose an interpolant-free dual flow matching (DFM) approach without explicit assumptions about the modeled vector field. DFM optimizes the forward and, additionally, a reverse vector field model using a novel objective that facilitates bijectivity of the forward and reverse transformations. Our experiments with the SMAP unsupervised anomaly detection show advantages of DFM when compared to the CNF trained with either maximum likelihood or FM objectives with the state-of-the-art performance metrics.
Drama: Mamba-Enabled Model-Based Reinforcement Learning Is Sample and Parameter Efficient
Wang, Wenlong, Dusparic, Ivana, Shi, Yucheng, Zhang, Ke, Cahill, Vinny
Model-based reinforcement learning (RL) offers a solution to the data inefficiency that plagues most model-free RL algorithms. However, learning a robust world model often demands complex and deep architectures, which are expensive to compute and train. Within the world model, dynamics models are particularly crucial for accurate predictions, and various dynamics-model architectures have been explored, each with its own set of challenges. Currently, recurrent neural network (RNN) based world models face issues such as vanishing gradients and difficulty in capturing long-term dependencies effectively. In contrast, use of transformers suffers from the well-known issues of self-attention mechanisms, where both memory and computational complexity scale as $O(n^2)$, with $n$ representing the sequence length. To address these challenges we propose a state space model (SSM) based world model, specifically based on Mamba, that achieves $O(n)$ memory and computational complexity while effectively capturing long-term dependencies and facilitating the use of longer training sequences efficiently. We also introduce a novel sampling method to mitigate the suboptimality caused by an incorrect world model in the early stages of training, combining it with the aforementioned technique to achieve a normalised score comparable to other state-of-the-art model-based RL algorithms using only a 7 million trainable parameter world model. This model is accessible and can be trained on an off-the-shelf laptop. Our code is available at https://github.com/realwenlongwang/drama.git.
Analyzing Probabilistic Methods for Evaluating Agent Capabilities
Højmark, Axel, Pimpale, Govind, Panickssery, Arjun, Hobbhahn, Marius, Scheurer, Jérémy
To mitigate risks from AI systems, we need to assess their capabilities accurately. This is especially difficult in cases where capabilities are only rarely displayed. Phuong et al. [12] propose two methods that aim to obtain better estimates of the probability of an AI agent successfully completing a given task. The milestone method decomposes tasks into subtasks, aiming to improve overall success rate estimation, while the expert best-of-N method leverages human guidance as a proxy for the model's independent performance. Our analysis of these methods as Monte Carlo estimators reveals that while both effectively reduce variance compared to naive Monte Carlo sampling, they also introduce bias. Experimental results demonstrate that the milestone method underestimates true solve rates for many real-world tasks due to its constraining assumptions. The expert best-of-N method exhibits even more severe underestimation across all tasks, attributed to an inherently flawed re-weighting factor. To enhance the accuracy of capability estimates of AI agents on difficult tasks, we suggest future work should leverage the rich literature on Monte Carlo Estimators.
Optimal Downsampling for Imbalanced Classification with Generalized Linear Models
Chen, Yan, Blanchet, Jose, Dembczynski, Krzysztof, Nern, Laura Fee, Flores, Aaron
Downsampling or under-sampling is a technique that is utilized in the context of large and highly imbalanced classification models. We study optimal downsampling for imbalanced classification using generalized linear models (GLMs). We propose a pseudo maximum likelihood estimator and study its asymptotic normality in the context of increasingly imbalanced populations relative to an increasingly large sample size. We provide theoretical guarantees for the introduced estimator. Additionally, we compute the optimal downsampling rate using a criterion that balances statistical accuracy and computational efficiency. Our numerical experiments, conducted on both synthetic and empirical data, further validate our theoretical results, and demonstrate that the introduced estimator outperforms commonly available alternatives.
Linear-cost unbiased posterior estimates for crossed effects and matrix factorization models via couplings
Ceriani, Paolo Maria, Zanella, Giacomo
In recent years, unbiased Markov Chain Monte Carlo via couplings (UMCMC) has emerged as a promising framework to remove bias from MCMC estimates, thus potentially allowing for early stopping, simplifying the convergence diagnostic process and facilitating parallelization (Glynn and Rhee, 2014; Jacob et al., 2020). In UMCMC, coupled chains are run for a random number of iterations (at least up to coalescence) and their values are combined to produce unbiased estimates. A natural question that arises is whether this class of estimates incurs a greater computational cost than conventional MCMC based on simple ergodic averages and to quantify this potential difference. Framing the question differently, one may ask whether it is possible to devise UMCMC methods with computational cost matching top performing MCMCs, while enjoying the above mentioned benefits. On a different line of research, various works showed how carefully designed blocked Gibbs Samplers (BGSs), i.e. Gibbs sampling schemes that update entire blocks of coordinates jointly, can achieve state-of-the-art performances for sampling from the posterior distributions of various challenging high-dimensional Bayesian models, such as non-nested models with crossed dependencies (Papaspiliopoulos et al., 2019, 2023). In particular, BGSs achieve linear computational costs in the number of parameters and observations in asymptotic regimes where both diverge to infinity.
Calibration of Shared Equilibria in General Sum Partially Observable Markov Games
Training multi-agent systems (MAS) to achieve realistic equilibria gives us a useful tool to understand and model real-world systems. We consider a general sum partially observable Markov game where agents of different types share a single policy network, conditioned on agent-specific information. This paper aims at i) formally understanding equilibria reached by such agents, and ii) matching emergent phenomena of such equilibria to real-world targets. Parameter sharing with decentralized execution has been introduced as an efficient way to train multiple agents using a single policy network. However, the nature of resulting equilibria reached by such agents has not been yet studied: we introduce the novel concept of Shared equilibrium as a symmetric pure Nash equilibrium of a certain Functional Form Game (FFG) and prove convergence to the latter for a certain class of games using self-play.
Follow-the-Perturbed-Leader for Adversarial Markov Decision Processes with Bandit Feedback
We consider regret minimization for Adversarial Markov Decision Processes (AMDPs), where the loss functions are changing over time and adversarially chosen, and the learner only observes the losses for the visited state-action pairs (i.e., bandit feedback). While there has been a surge of studies on this problem using Online-Mirror-Descent (OMD) methods, very little is known about the Follow-the-Perturbed-Leader (FTPL) methods, which are usually computationally more efficient and also easier to implement since it only requires solving an offline planning problem. Motivated by this, we take a closer look at FTPL for learning AMDPs, starting from the standard episodic finite-horizon setting. We find some unique and intriguing difficulties in the analysis and propose a workaround to eventually show that FTPL is also able to achieve near-optimal regret bounds in this case. More importantly, we then find two significant applications: First, the analysis of FTPL turns out to be readily generalizable to delayed bandit feedback with order-optimal regret, while OMD methods exhibit extra difficulties (Jin et al., 2022).
Mingling Foresight with Imagination: Model-Based Cooperative Multi-Agent Reinforcement Learning
Recently, model-based agents have achieved better performance than model-free ones using the same computational budget and training time in single-agent environments. However, due to the complexity of multi-agent systems, it is tough to learn the model of the environment. The significant compounding error may hinder the learning process when model-based methods are applied to multi-agent tasks. This paper proposes an implicit model-based multi-agent reinforcement learning method based on value decomposition methods. Under this method, agents can interact with the learned virtual environment and evaluate the current state value according to imagined future states in the latent space, making agents have the foresight.
Multi-agent active perception with prediction rewards
Multi-agent active perception is a task where a team of agents cooperatively gathers observations to compute a joint estimate of a hidden variable. The task is decentralized and the joint estimate can only be computed after the task ends by fusing observations of all agents. The objective is to maximize the accuracy of the estimate. The accuracy is quantified by a centralized prediction reward determined by a centralized decision-maker who perceives the observations gathered by all agents after the task ends. In this paper, we model multi-agent active perception as a decentralized partially observable Markov decision process (Dec-POMDP) with a convex centralized prediction reward.
Efficient Learning of Discrete Graphical Models
Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic. Reconstruction of graphical models that describe the statistics of discrete variables is a particularly challenging problem, for which the maximum likelihood approach is intractable. In this work, we provide the first sample-efficient method based on the Interaction Screening framework that allows one to provably learn fully general discrete factor models with node-specific discrete alphabets and multi-body interactions, specified in an arbitrary basis. We identify a single condition related to model parametrization that leads to rigorous guarantees on the recovery of model structure and parameters in any error norm, and is readily verifiable for a large class of models.