We propose a constraint-based causal feature selection method for identifying causes of a given target variable, selecting from a set of candidate variables, while there can also be hidden variables acting as common causes with the target. We prove that if we observe a cause for each candidate cause, then a single conditional independence test with one conditioning variable is sufficient to decide whether a candidate associated with the target is indeed causing it. We thus improve upon existing methods by significantly simplifying statistical testing and requiring a weaker version of causal faithfulness. Our main assumption is inspired by neuroscience paradigms where the activity of a single neuron is considered to be also caused by its own previous state. We demonstrate successful application of our method to simulated, as well as encephalographic data of twenty-one participants, recorded in Max Planck Institute for intelligent Systems.

In meta reinforcement learning (meta RL), an agent learns from a set of training tasks how to quickly solve a new task, drawn from the same task distribution. The optimal meta RL policy, a.k.a. the Bayes-optimal behavior, is well defined, and guarantees optimal reward in expectation, taken with respect to the task distribution. The question we explore in this work is how many training tasks are required to guarantee approximately optimal behavior with high probability. Recent work provided the first such PAC analysis for a model-free setting, where a history-dependent policy was learned from the training tasks. In this work, we propose a different approach: directly learn the task distribution, using density estimation techniques, and then train a policy on the learned task distribution.

Modern variational inference (VI) uses stochastic gradients to avoid intractable expectations, enabling large-scale probabilistic inference in complex models. VI posits a family of approximating distributions q and then finds the member of that family that is closest to the exact posterior p. Traditionally, VI algorithms minimize the "exclusive Kullback-Leibler (KL)" KL(q p), often for computational convenience. Recent research, however, has also focused on the "inclusive KL" KL(p q), which has good statistical properties that makes it more appropriate for certain inference problems. This paper develops a simple algorithm for reliably minimizing the inclusive KL using stochastic gradients with vanishing bias. This method, which we call Markovian score climbing (MSC), converges to a local optimum of the inclusive KL.

We study the constrained reinforcement learning problem, in which an agent aims to maximize the expected cumulative reward subject to a constraint on the expected total value of a utility function. In contrast to existing model-based approaches or model-free methods accompanied with a simulator', we aim to develop the first \emph{model-free}, \emph{simulator-free} algorithm that achieves a sublinear regret and a sublinear constraint violation even in \emph{large-scale} systems. To this end, we consider the episodic constrained Markov decision processes with linear function approximation, where the transition dynamics and the reward function can be represented as a linear function of some known feature mapping. We show that \tilde{\mathcal{O}}(\sqrt{d 3H 3T}) regret and \tilde{\mathcal{O}}(\sqrt{d 3H 3T}) constraint violation bounds can be achieved, where d is the dimension of the feature mapping, H is the length of the episode, and T is the total number of steps. Our bounds are attained without explicitly estimating the unknown transition model or requiring a simulator, and they depend on the state space only through the dimension of the feature mapping.

We study reinforcement learning (RL) with linear function approximation under the adaptivity constraint. We consider two popular limited adaptivity models: the batch learning model and the rare policy switch model, and propose two efficient online RL algorithms for episodic linear Markov decision processes, where the transition probability and the reward function can be represented as a linear function of some known feature mapping. In specific, for the batch learning model, our proposed LSVI-UCB-Batch algorithm achieves an \tilde O(\sqrt{d 3H 3T} dHT/B) regret, where d is the dimension of the feature mapping, H is the episode length, T is the number of interactions and B is the number of batches. Our algorithms achieve the same regret as the LSVI-UCB algorithm \citep{jin2020provably}, yet with a substantially smaller amount of adaptivity. We also establish a lower bound for the batch learning model, which suggests that the dependency on B in our regret bound is tight.

Graph structured data are abundant in the real world. Among different graph types, directed acyclic graphs (DAGs) are of particular interest to machine learning researchers, as many machine learning models are realized as computations on DAGs, including neural networks and Bayesian networks. In this paper, we study deep generative models for DAGs, and propose a novel DAG variational autoencoder (D-VAE). We propose an asynchronous message passing scheme that allows encoding the computations on DAGs, rather than using existing simultaneous message passing schemes to encode local graph structures. We demonstrate the effectiveness of our proposed DVAE through two tasks: neural architecture search and Bayesian network structure learning.

Neural networks are state-of-the-art classification approaches but are generally difficult to interpret. This issue can be partly alleviated by constructing a precise decision process within the neural network. In this work, a network architecture, denoted as Classification-By-Components network (CBC), is proposed. It is restricted to follow an intuitive reasoning based decision process inspired by Biederman's recognition-by-components theory from cognitive psychology. The network is trained to learn and detect generic components that characterize objects.

We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate directly a conditional distribution that encodes the null hypothesis, in a manner that maximizes power (the rate of true negatives). We show that such an approach requires only that density approximation be viable in order to ensure that we control type I error (the rate of false positives); in particular, no assumptions need to be made on the form of the distributions or feature dependencies. Using synthetic simulations with high-dimensional data we demonstrate significant gains in power over competing methods. In addition, we illustrate the use of our test to discover causal markers of disease in genetic data.

Bayesian bandit algorithms with approximate Bayesian inference have been widely used in real-world applications. However, there is a large discrepancy between the superior practical performance of these approaches and their theoretical justification. Previous research only indicates a negative theoretical result: Thompson sampling could have a worst-case linear regret \Omega(T) with a constant threshold on the inference error measured by one \alpha -divergence. To bridge this gap, we propose an Enhanced Bayesian Upper Confidence Bound (EBUCB) framework that can efficiently accommodate bandit problems in the presence of approximate inference. Our theoretical analysis demonstrates that for Bernoulli multi-armed bandits, EBUCB can achieve the optimal regret order O(\log T) if the inference error measured by two different \alpha -divergences is less than a constant, regardless of how large this constant is.

Suppose an online platform wants to compare a treatment and control policy (e.g., two different matching algorithms in a ridesharing system, or two different inventory management algorithms in an online retail site). Standard experimental approaches to this problem are biased (due to temporal interference between the policies), and not sample efficient. We study optimal experimental design for this setting. We view testing the two policies as the problem of estimating the steady state difference in reward between two unknown Markov chains (i.e., policies). We assume estimation of the steady state reward for each chain proceeds via nonparametric maximum likelihood, and search for consistent (i.e., asymptotically unbiased) experimental designs that are efficient (i.e., asymptotically minimum variance).