Uncertainty
Backward Imitation and Forward Reinforcement Learning via Bi-directional Model Rollouts
Traditional model-based reinforcement learning (RL) methods generate forward rollout traces using the learnt dynamics model to reduce interactions with the real environment. The recent model-based RL method considers the way to learn a backward model that specifies the conditional probability of the previous state given the previous action and the current state to additionally generate backward rollout trajectories. However, in this type of model-based method, the samples derived from backward rollouts and those from forward rollouts are simply aggregated together to optimize the policy via the model-free RL algorithm, which may decrease both the sample efficiency and the convergence rate. This is because such an approach ignores the fact that backward rollout traces are often generated starting from some high-value states and are certainly more instructive for the agent to improve the behavior. In this paper, we propose the backward imitation and forward reinforcement learning (BIFRL) framework where the agent treats backward rollout traces as expert demonstrations for the imitation of excellent behaviors, and then collects forward rollout transitions for policy reinforcement. Consequently, BIFRL empowers the agent to both reach to and explore from high-value states in a more efficient manner, and further reduces the real interactions, making it potentially more suitable for real-robot learning. Moreover, a value-regularized generative adversarial network is introduced to augment the valuable states which are infrequently received by the agent. Theoretically, we provide the condition where BIFRL is superior to the baseline methods. Experimentally, we demonstrate that BIFRL acquires the better sample efficiency and produces the competitive asymptotic performance on various MuJoCo locomotion tasks compared against state-of-the-art model-based methods.
Independent Policy Gradient for Large-Scale Markov Potential Games: Sharper Rates, Function Approximation, and Game-Agnostic Convergence
Ding, Dongsheng, Wei, Chen-Yu, Zhang, Kaiqing, Jovanoviฤ, Mihailo R.
We examine global non-asymptotic convergence properties of policy gradient methods for multi-agent reinforcement learning (RL) problems in Markov potential games (MPG). To learn a Nash equilibrium of an MPG in which the size of state space and/or the number of players can be very large, we propose new independent policy gradient algorithms that are run by all players in tandem. When there is no uncertainty in the gradient evaluation, we show that our algorithm finds an $\epsilon$-Nash equilibrium with $O(1/\epsilon^2)$ iteration complexity which does not explicitly depend on the state space size. When the exact gradient is not available, we establish $O(1/\epsilon^5)$ sample complexity bound in a potentially infinitely large state space for a sample-based algorithm that utilizes function approximation. Moreover, we identify a class of independent policy gradient algorithms that enjoys convergence for both zero-sum Markov games and Markov cooperative games with the players that are oblivious to the types of games being played. Finally, we provide computational experiments to corroborate the merits and the effectiveness of our theoretical developments.
SpecGrad: Diffusion Probabilistic Model based Neural Vocoder with Adaptive Noise Spectral Shaping
Koizumi, Yuma, Zen, Heiga, Yatabe, Kohei, Chen, Nanxin, Bacchiani, Michiel
Neural vocoder using denoising diffusion probabilistic model (DDPM) has been improved by adaptation of the diffusion noise distribution to given acoustic features. In this study, we propose SpecGrad that adapts the diffusion noise so that its time-varying spectral envelope becomes close to the conditioning log-mel spectrogram. This adaptation by time-varying filtering improves the sound quality especially in the high-frequency bands. It is processed in the time-frequency domain to keep the computational cost almost the same as the conventional DDPM-based neural vocoders. Experimental results showed that SpecGrad generates higher-fidelity speech waveform than conventional DDPM-based neural vocoders in both analysis-synthesis and speech enhancement scenarios. Audio demos are available at wavegrad.github.io/specgrad/.
Fast Kernel Density Estimation with Density Matrices and Random Fourier Features
Gallego, Joseph A., Osorio, Juan F., Gonzรกlez, Fabio A.
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most current big data applications. Several strategies, such as tree-based or hashing-based estimators, have been proposed to improve the efficiency of the kernel density estimation method. The novel density kernel density estimation method (DMKDE) uses density matrices, a quantum mechanical formalism, and random Fourier features, an explicit kernel approximation, to produce density estimates. This method has its roots in the KDE and can be considered as an approximation method, without its memory-based restriction. In this paper, we systematically evaluate the novel DMKDE algorithm and compare it with other state-of-the-art fast procedures for approximating the kernel density estimation method on different synthetic data sets. Our experimental results show that DMKDE is on par with its competitors for computing density estimates and advantages are shown when performed on high-dimensional data. We have made all the code available as an open source software repository.
Developmental Network Two, Its Optimality, and Emergent Turing Machines
Weng, Juyang, Zheng, Zejia, Wu, Xiang
Strong AI requires the learning engine to be task non-specific and to automatically construct a dynamic hierarchy of internal features. By hierarchy, we mean, e.g., short road edges and short bush edges amount to intermediate features of landmarks; but intermediate features from tree shadows are distractors that must be disregarded by the high-level landmark concept. By dynamic, we mean the automatic selection of features while disregarding distractors is not static, but instead based on dynamic statistics (e.g. because of the instability of shadows in the context of landmark). By internal features, we mean that they are not only sensory, but also motor, so that context from motor (state) integrates with sensory inputs to become a context-based logic machine. We present why strong AI is necessary for any practical AI systems that work reliably in the real world. We then present a new generation of Developmental Networks 2 (DN-2). With many new novelties beyond DN-1, the most important novelty of DN-2 is that the inhibition area of each internal neuron is neuron-specific and dynamic. This enables DN-2 to automatically construct an internal hierarchy that is fluid, whose number of areas is not static as in DN-1. To optimally use the limited resource available, we establish that DN-2 is optimal in terms of maximum likelihood, under the condition of limited learning experience and limited resources. We also present how DN-2 can learn an emergent Universal Turing Machine (UTM). Together with the optimality, we present the optimal UTM. Experiments for real-world vision-based navigation, maze planning, and audition used DN-2. They successfully showed that DN-2 is for general purposes using natural and synthetic inputs. Their automatically constructed internal representation focuses on important features while being invariant to distractors and other irrelevant context-concepts.
An Online Sparse Streaming Feature Selection Algorithm
Chen, Feilong, Wu, Di, Yang, Jie, He, Yi
Online streaming feature selection (OSFS), which conducts feature selection in an online manner, plays an important role in dealing with high-dimensional data. In many real applications such as intelligent healthcare platform, streaming feature always has some missing data, which raises a crucial challenge in conducting OSFS, i.e., how to establish the uncertain relationship between sparse streaming features and labels. Unfortunately, existing OSFS algorithms never consider such uncertain relationship. To fill this gap, we in this paper propose an online sparse streaming feature selection with uncertainty (OS2FSU) algorithm. OS2FSU consists of two main parts: 1) latent factor analysis is utilized to pre-estimate the missing data in sparse streaming features before con-ducting feature selection, and 2) fuzzy logic and neighborhood rough set are employed to alleviate the uncertainty between estimated streaming features and labels during conducting feature selection. In the experiments, OS2FSU is compared with five state-of-the-art OSFS algorithms on six real datasets. The results demonstrate that OS2FSU outperforms its competitors when missing data are encountered in OSFS.
AdaCat: Adaptive Categorical Discretization for Autoregressive Models
Li, Qiyang, Jain, Ajay, Abbeel, Pieter
Autoregressive generative models can estimate complex continuous data distributions, like trajectory rollouts in an RL environment, image intensities, and audio. Most state-of-the-art models discretize continuous data into several bins and use categorical distributions over the bins to approximate the continuous data distribution. The advantage is that the categorical distribution can easily express multiple modes and are straightforward to optimize. However, such approximation cannot express sharp changes in density without using significantly more bins, making it parameter inefficient. We propose an efficient, expressive, multimodal parameterization called Adaptive Categorical Discretization (AdaCat). AdaCat discretizes each dimension of an autoregressive model adaptively, which allows the model to allocate density to fine intervals of interest, improving parameter efficiency. AdaCat generalizes both categoricals and quantile-based regression. AdaCat is a simple add-on to any discretization-based distribution estimator. In experiments, AdaCat improves density estimation for real-world tabular data, images, audio, and trajectories, and improves planning in model-based offline RL.
Approximate Bayesian Neural Operators: Uncertainty Quantification for Parametric PDEs
Magnani, Emilia, Krรคmer, Nicholas, Eschenhagen, Runa, Rosasco, Lorenzo, Hennig, Philipp
Neural operators are a type of deep architecture that learns to solve (i.e. learns the nonlinear solution operator of) partial differential equations (PDEs). The current state of the art for these models does not provide explicit uncertainty quantification. This is arguably even more of a problem for this kind of tasks than elsewhere in machine learning, because the dynamical systems typically described by PDEs often exhibit subtle, multiscale structure that makes errors hard to spot by humans. In this work, we first provide a mathematically detailed Bayesian formulation of the ''shallow'' (linear) version of neural operators in the formalism of Gaussian processes. We then extend this analytic treatment to general deep neural operators using approximate methods from Bayesian deep learning. We extend previous results on neural operators by providing them with uncertainty quantification. As a result, our approach is able to identify cases, and provide structured uncertainty estimates, where the neural operator fails to predict well.
Understanding the classes better with class-specific and rule-specific feature selection, and redundancy control in a fuzzy rule based framework
Das, Suchismita, Pal, Nikhil R.
Recently, several studies have claimed that using class-specific feature subsets provides certain advantages over using a single feature subset for representing the data for a classification problem. Unlike traditional feature selection methods, the class-specific feature selection methods select an optimal feature subset for each class. Typically class-specific feature selection (CSFS) methods use one-versus-all split of the data set that leads to issues such as class imbalance, decision aggregation, and high computational overhead. We propose a class-specific feature selection method embedded in a fuzzy rule-based classifier, which is free from the drawbacks associated with most existing class-specific methods. Additionally, our method can be adapted to control the level of redundancy in the class-specific feature subsets by adding a suitable regularizer to the learning objective. Our method results in class-specific rules involving class-specific subsets. We also propose an extension where different rules of a particular class are defined by different feature subsets to model different substructures within the class. The effectiveness of the proposed method has been validated through experiments on three synthetic data sets.
Stochastic Deep Networks with Linear Competing Units for Model-Agnostic Meta-Learning
Kalais, Konstantinos, Chatzis, Sotirios
This work addresses meta-learning (ML) by considering deep networks with stochastic local winner-takes-all (LWTA) activations. This type of network units results in sparse representations from each model layer, as the units are organized into blocks where only one unit generates a non-zero output. The main operating principle of the introduced units rely on stochastic principles, as the network performs posterior sampling over competing units to select the winner. Therefore, the proposed networks are explicitly designed to extract input data representations of sparse stochastic nature, as opposed to the currently standard deterministic representation paradigm. Our approach produces state-of-the-art predictive accuracy on few-shot image classification and regression experiments, as well as reduced predictive error on an active learning setting; these improvements come with an immensely reduced computational cost.