Robots are required to not only learn spatial concepts autonomously but also utilize such knowledge for various tasks in a domestic environment. Spatial concept represents a multimodal place category acquired from the robot's spatial experience including vision, speech-language, and self-position. The aim of this study is to enable a mobile robot to perform navigational tasks with human speech instructions, such as `Go to the kitchen', via probabilistic inference on a Bayesian generative model using spatial concepts. Specifically, path planning was formalized as the maximization of probabilistic distribution on the path-trajectory under speech instruction, based on a control-as-inference framework. Furthermore, we described the relationship between probabilistic inference based on the Bayesian generative model and control problem including reinforcement learning. We demonstrated path planning based on human instruction using acquired spatial concepts to verify the usefulness of the proposed approach in the simulator and in real environments. Experimentally, places instructed by the user's speech commands showed high probability values, and the trajectory toward the target place was correctly estimated. Our approach, based on probabilistic inference concerning decision-making, can lead to further improvement in robot autonomy.

Sum-product networks (SPNs) are flexible density estimators and have received significant attention due to their attractive inference properties. While parameter learning in SPNs is well developed, structure learning leaves something to be desired: even though there is a plethora of SPN structure learners, most of them are somewhat ad-hoc, and based on intuition rather than a clear learning principle. In this paper, we introduce a well-principled Bayesian framework for SPN structure learning. The first is rather unproblematic and akin to neural network architecture validation. The second characterizes the effective structure of the SPN and needs to respect the usual structural constraints in SPN, i.e., completeness and decomposability.

Policy evaluation is a key process in Reinforcement Learning (RL). It assesses a given policy by estimating the corresponding value function. When using parameterized value functions, common approaches minimize the sum of squared Bellman temporal-difference errors and receive a point-estimate for the parameters. Kalman-based and Gaussian-processes based frameworks were suggested to evaluate the policy by treating the value as a random variable. These frameworks can learn uncertainties over the value parameters and exploit them for policy exploration. When adopting these frameworks to solve deep RL tasks, several limitations are revealed: excessive computations in each optimization step, difficulty with handling batches of samples which slows training and the effect of memory in stochastic environments which prevents off-policy learning. In this work, we discuss these limitations and propose to overcome them by an alternative general framework, based on the extended Kalman filter. We devise an optimization method, called Kalman Optimization for Value Approximation (KOVA) that can be incorporated as a policy evaluation component in policy optimization algorithms. KOVA minimizes a regularized objective function that concerns both parameter and noisy return uncertainties. We analyze the properties of KOVA and present its performance on deep RL control tasks.

We develop provably efficient reinforcement learning algorithms for two-player zero-sum Markov games in which the two players simultaneously take actions. To incorporate function approximation, we consider a family of Markov games where the reward function and transition kernel possess a linear structure. Both the offline and online settings of the problems are considered. In the offline setting, we control both players and the goal is to find the Nash Equilibrium efficiently by minimizing the worst-case duality gap. In the online setting, we control a single player to play against an arbitrary opponent and the goal is to minimize the regret. For both settings, we propose an optimistic variant of the least-squares minimax value iteration algorithm. We show that our algorithm is computationally efficient and provably achieves an $\tilde O(\sqrt{d^3 H^3 T})$ upper bound on the duality gap and regret, without requiring additional assumptions on the sampling model. We highlight that our setting requires overcoming several new challenges that are absent in Markov decision processes or turn-based Markov games. In particular, to achieve optimism in simultaneous-move Marko games, we construct both upper and lower confidence bounds of the value function, and then compute the optimistic policy by solving a general-sum matrix game with these bounds as the payoff matrices. As finding the Nash Equilibrium of such a general-sum game is computationally hard, our algorithm instead solves for a Coarse Correlated Equilibrium (CCE), which can be obtained efficiently via linear programming. To our best knowledge, such a CCE-based scheme for implementing optimism has not appeared in the literature and might be of interest in its own right.

In this work, we propose a new family of generative flows on an augmented data space, with an aim to improve expressivity without drastically increasing the computational cost of sampling and evaluation of a lower bound on the likelihood. Theoretically, we prove the proposed flow can approximate a Hamiltonian ODE as a universal transport map. Empirically, we demonstrate state-of-the-art performance on standard benchmarks of flow-based generative modeling.

The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge 0$. We propose a novel recursion-based algorithm and show that if $\delta = O\left(\rho/\sqrt{\dim_E}\right)$, then one can find the optimal policy using $O\left(\dim_E\right)$ trajectories, where $\rho$ is the gap between the optimal $Q$-value of the best actions and that of the second-best actions and $\dim_E$ is the Eluder dimension of $\mathcal{F}$. Our result has two implications: 1) In conjunction with the lower bound in [Du et al., ICLR 2020], our upper bound suggests that the condition $\delta = \widetilde{\Theta}\left(\rho/\sqrt{\mathrm{dim}_E}\right)$ is necessary and sufficient for algorithms with polynomial sample complexity. 2) In conjunction with the lower bound in [Wen and Van Roy, NIPS 2013], our upper bound suggests that the sample complexity $\widetilde{\Theta}\left(\mathrm{dim}_E\right)$ is tight even in the agnostic setting. Therefore, we settle the open problem on agnostic $Q$-learning proposed in [Wen and Van Roy, NIPS 2013]. We further extend our algorithm to the stochastic reward setting and obtain similar results.

Deep Bayesian latent variable models have enabled new approaches to both model and data compression. Here, we propose a new algorithm for compressing latent representations in deep probabilistic models, such as variational autoencoders, in post-processing. The approach thus separates model design and training from the compression task. Our algorithm generalizes arithmetic coding to the continuous domain, using adaptive discretization accuracy that exploits estimates of posterior uncertainty. A consequence of the "plug and play" nature of our approach is that various rate-distortion trade-offs can be achieved with a single trained model, eliminating the need to train multiple models for different bit rates. Our experimental results demonstrate the importance of taking into account posterior uncertainties, and show that image compression with the proposed algorithm outperforms JPEG over a wide range of bit rates using only a single machine learning model. Further experiments on Bayesian neural word embeddings demonstrate the versatility of the proposed method.

Many sequence-to-sequence generation tasks, including machine translation and text-to-speech, can be posed as estimating the density of the output y given the input x: p(y|x). Given this interpretation, it is natural to evaluate sequence-to-sequence models using conditional log-likelihood on a test set. However, the goal of sequence-to-sequence generation (or structured prediction) is to find the best output y^ given an input x, and each task has its own downstream metric R that scores a model output by comparing against a set of references y*: R(y^, y* | x). While we hope that a model that excels in density estimation also performs well on the downstream metric, the exact correlation has not been studied for sequence generation tasks. In this paper, by comparing several density estimators on five machine translation tasks, we find that the correlation between rankings of models based on log-likelihood and BLEU varies significantly depending on the range of the model families being compared. First, log-likelihood is highly correlated with BLEU when we consider models within the same family (e.g. autoregressive models, or latent variable models with the same parameterization of the prior). However, we observe no correlation between rankings of models across different families: (1) among non-autoregressive latent variable models, a flexible prior distribution is better at density estimation but gives worse generation quality than a simple prior, and (2) autoregressive models offer the best translation performance overall, while latent variable models with a normalizing flow prior give the highest held-out log-likelihood across all datasets. Therefore, we recommend using a simple prior for the latent variable non-autoregressive model when fast generation speed is desired.

Stochastic processes provide a mathematically elegant way model complex data. In theory, they provide flexible priors over function classes that can encode a wide range of interesting assumptions. In practice, however, efficient inference by optimisation or marginalisation is difficult, a problem further exacerbated with big data and high dimensional input spaces. We propose a novel variational autoencoder (VAE) called the prior encoding variational autoencoder ($\pi$VAE). The $\pi$VAE is finitely exchangeable and Kolmogorov consistent, and thus is a continuous stochastic process. We use $\pi$VAE to learn low dimensional embeddings of function classes. We show that our framework can accurately learn expressive function classes such as Gaussian processes, but also properties of functions to enable statistical inference (such as the integral of a log Gaussian process). For popular tasks, such as spatial interpolation, $\pi$VAE achieves state-of-the-art performance both in terms of accuracy and computational efficiency. Perhaps most usefully, we demonstrate that the low dimensional independently distributed latent space representation learnt provides an elegant and scalable means of performing Bayesian inference for stochastic processes within probabilistic programming languages such as Stan.

The choice of approximate posterior distributions plays a central role in stochastic variational inference (SVI). One effective solution is the use of normalizing flows \cut{defined on Euclidean spaces} to construct flexible posterior distributions. However, one key limitation of existing normalizing flows is that they are restricted to the Euclidean space and are ill-equipped to model data with an underlying hierarchical structure. To address this fundamental limitation, we present the first extension of normalizing flows to hyperbolic spaces. We first elevate normalizing flows to hyperbolic spaces using coupling transforms defined on the tangent bundle, termed Tangent Coupling ($\mathcal{TC}$). We further introduce Wrapped Hyperboloid Coupling ($\mathcal{W}\mathbb{H}C$), a fully invertible and learnable transformation that explicitly utilizes the geometric structure of hyperbolic spaces, allowing for expressive posteriors while being efficient to sample from. We demonstrate the efficacy of our novel normalizing flow over hyperbolic VAEs and Euclidean normalizing flows. Our approach achieves improved performance on density estimation, as well as reconstruction of real-world graph data, which exhibit a hierarchical structure. Finally, we show that our approach can be used to power a generative model over hierarchical data using hyperbolic latent variables.