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Model-Based Reinforcement Learning Is Minimax-Optimal for Offline Zero-Sum Markov Games
Yan, Yuling, Li, Gen, Chen, Yuxin, Fan, Jianqing
This paper makes progress towards learning Nash equilibria in two-player zero-sum Markov games from offline data. Specifically, consider a $\gamma$-discounted infinite-horizon Markov game with $S$ states, where the max-player has $A$ actions and the min-player has $B$ actions. We propose a pessimistic model-based algorithm with Bernstein-style lower confidence bounds -- called VI-LCB-Game -- that provably finds an $\varepsilon$-approximate Nash equilibrium with a sample complexity no larger than $\frac{C_{\mathsf{clipped}}^{\star}S(A+B)}{(1-\gamma)^{3}\varepsilon^{2}}$ (up to some log factor). Here, $C_{\mathsf{clipped}}^{\star}$ is some unilateral clipped concentrability coefficient that reflects the coverage and distribution shift of the available data (vis-\`a-vis the target data), and the target accuracy $\varepsilon$ can be any value within $\big(0,\frac{1}{1-\gamma}\big]$. Our sample complexity bound strengthens prior art by a factor of $\min\{A,B\}$, achieving minimax optimality for the entire $\varepsilon$-range. An appealing feature of our result lies in algorithmic simplicity, which reveals the unnecessity of variance reduction and sample splitting in achieving sample optimality.
SubStrat: A Subset-Based Strategy for Faster AutoML
Lazebnik, Teddy, Somech, Amit, Weinberg, Abraham Itzhak
Automated machine learning (AutoML) frameworks have become important tools in the data scientists' arsenal, as they dramatically reduce the manual work devoted to the construction of ML pipelines. Such frameworks intelligently search among millions of possible ML pipelines - typically containing feature engineering, model selection and hyper parameters tuning steps - and finally output an optimal pipeline in terms of predictive accuracy. However, when the dataset is large, each individual configuration takes longer to execute, therefore the overall AutoML running times become increasingly high. To this end, we present SubStrat, an AutoML optimization strategy that tackles the data size, rather than configuration space. It wraps existing AutoML tools, and instead of executing them directly on the entire dataset, SubStrat uses a genetic-based algorithm to find a small yet representative data subset which preserves a particular characteristic of the full data. It then employs the AutoML tool on the small subset, and finally, it refines the resulted pipeline by executing a restricted, much shorter, AutoML process on the large dataset. Our experimental results, performed on two popular AutoML frameworks, Auto-Sklearn and TPOT, show that SubStrat reduces their running times by 79% (on average), with less than 2% average loss in the accuracy of the resulted ML pipeline.
Efficient Minimax Optimal Global Optimization of Lipschitz Continuous Multivariate Functions
In this work, we propose an efficient minimax optimal global optimization algorithm for multivariate Lipschitz continuous functions. To evaluate the performance of our approach, we utilize the average regret instead of the traditional simple regret, which, as we show, is not suitable for use in the multivariate non-convex optimization because of the inherent hardness of the problem itself. Since we study the average regret of the algorithm, our results directly imply a bound for the simple regret as well. Instead of constructing lower bounding proxy functions, our method utilizes a predetermined query creation rule, which makes it computationally superior to the Piyavskii-Shubert variants. We show that our algorithm achieves an average regret bound of $O(L\sqrt{n}T^{-\frac{1}{n}})$ for the optimization of an $n$-dimensional $L$-Lipschitz continuous objective in a time horizon $T$, which we show to be minimax optimal.
Minimax Classification under Concept Drift with Multidimensional Adaptation and Performance Guarantees
Álvarez, Verónica, Mazuelas, Santiago, Lozano, Jose A.
The statistical characteristics of instance-label pairs often change with time in practical scenarios of supervised classification. Conventional learning techniques adapt to such concept drift accounting for a scalar rate of change by means of a carefully chosen learning rate, forgetting factor, or window size. However, the time changes in common scenarios are multidimensional, i.e., different statistical characteristics often change in a different manner. This paper presents adaptive minimax risk classifiers (AMRCs) that account for multidimensional time changes by means of a multivariate and high-order tracking of the time-varying underlying distribution. In addition, differently from conventional techniques, AMRCs can provide computable tight performance guarantees. Experiments on multiple benchmark datasets show the classification improvement of AMRCs compared to the state-of-the-art and the reliability of the presented performance guarantees.
Global Big Data Conference
Combinatorial optimization problems are complex problems with a discrete but large set of possible solutions. Some of the most renowned examples of these problems are the traveling salesman, the bin-packing, and the job-shop scheduling problems. Researchers at the Amazon Quantum Solutions Lab, part of the AWS Intelligent and Advanced Computer Technologies Labs, have recently developed a new tool to tackle combinatorial optimization problems, based on graph neural networks (GNNs). The approach developed by Schuetz, Brubaker and Katzgraber, published in Nature Machine Intelligence, could be used to optimize a variety of real-world problems. "Our work was very much inspired by customer needs," Martin Schuetz, one of the researchers who carried out the study, told TechXplore.
Machine learning explores materials science questions and solves difficult search problems
Using computing resources at the National Energy Research Scientific Computing Center (NERSC) at Lawrence Berkeley National Laboratory (Berkeley Lab), researchers at Argonne National Laboratory have succeeded in exploring important materials science questions and demonstrated progress using machine learning to solve difficult search problems. By adapting a machine-learning algorithm from board games such as AlphaGo, the researchers developed force fields for nanoclusters of 54 elements across the periodic table, a dramatic leap toward understanding their unique properties and proof of concept for their search method. The team published its results in Nature Communications in January. Depending on their scale--bulk systems of 100 nanometers versus nanoclusters of less than 100 nanometers--materials can display dramatically different properties, including optical and magnetic properties, discrete energy levels, and enhanced photoluminescence. These properties may lend themselves to new scientific and industry applications, and scientists can learn about them by developing force fields--computational models that estimate the potential energies between atoms in a molecule and between molecules--for each element or compound.
Core Challenges in Embodied Vision-Language Planning
Francis, Jonathan (Carnegie Mellon University) | Kitamura, Nariaki (Carnegie Mellon University) | Labelle, Felix (Carnegie Mellon University) | Lu, Xiaopeng (Carnegie Mellon University) | Navarro, Ingrid (Carnegie Mellon University) | Oh, Jean
Recent advances in the areas of multimodal machine learning and artificial intelligence (AI) have led to the development of challenging tasks at the intersection of Computer Vision, Natural Language Processing, and Embodied AI. Whereas many approaches and previous survey pursuits have characterised one or two of these dimensions, there has not been a holistic analysis at the center of all three. Moreover, even when combinations of these topics are considered, more focus is placed on describing, e.g., current architectural methods, as opposed to also illustrating high-level challenges and opportunities for the field. In this survey paper, we discuss Embodied Vision-Language Planning (EVLP) tasks, a family of prominent embodied navigation and manipulation problems that jointly use computer vision and natural language. We propose a taxonomy to unify these tasks and provide an in-depth analysis and comparison of the new and current algorithmic approaches, metrics, simulated environments, as well as the datasets used for EVLP tasks. Finally, we present the core challenges that we believe new EVLP works should seek to address, and we advocate for task construction that enables model generalizability and furthers real-world deployment.
Research Papers to Read on Depth First Search Algorithm(Computer Science)
Existing FOND planning algorithms are effective and employ a wide range of techniques. However, most of the existing algorithms are not robust for dealing with both non-determinism and task size. In this paper, we develop a novel iterative depth-first search algorithm that solves FOND planning tasks and produces strong cyclic policies. Our algorithm is explicitly designed for FOND planning, addressing more directly the non-deterministic aspect of FOND planning, and it also exploits the benefits of heuristic functions to make the algorithm more effective during the iterative searching process.
KL-Entropy-Regularized RL with a Generative Model is Minimax Optimal
Kozuno, Tadashi, Yang, Wenhao, Vieillard, Nino, Kitamura, Toshinori, Tang, Yunhao, Mei, Jincheng, Ménard, Pierre, Azar, Mohammad Gheshlaghi, Valko, Michal, Munos, Rémi, Pietquin, Olivier, Geist, Matthieu, Szepesvári, Csaba
In this work, we consider and analyze the sample complexity of model-free reinforcement learning with a generative model. Particularly, we analyze mirror descent value iteration (MDVI) by Geist et al. (2019) and Vieillard et al. (2020a), which uses the Kullback-Leibler divergence and entropy regularization in its value and policy updates. Our analysis shows that it is nearly minimax-optimal for finding an $\varepsilon$-optimal policy when $\varepsilon$ is sufficiently small. This is the first theoretical result that demonstrates that a simple model-free algorithm without variance-reduction can be nearly minimax-optimal under the considered setting.