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 markov property


Diagnosing Non-Markovian Observations in Reinforcement Learning via Prediction-Based Violation Scoring

Mysore, Naveen

arXiv.org Machine Learning

Reinforcement learning algorithms assume that observations satisfy the Markov property, yet real-world sensors frequently violate this assumption through correlated noise, latency, or partial observability. Standard performance metrics conflate Markov breakdowns with other sources of suboptimality, leaving practitioners without diagnostic tools for such violations. This paper introduces a prediction-based scoring method that quantifies non-Markovian structure in observation trajectories. A random forest first removes nonlinear Markov-compliant dynamics; ridge regression then tests whether historical observations reduce prediction error on the residuals beyond what the current observation provides. The resulting score is bounded in [0, 1] and requires no causal graph construction. Evaluation spans six environments (CartPole, Pendulum, Acrobot, HalfCheetah, Hopper, Walker2d), three algorithms (PPO, A2C, SAC), controlled AR(1) noise at six intensity levels, and 10 seeds per condition. In post-hoc detection, 7 of 16 environment-algorithm pairs, primarily high-dimensional locomotion tasks, show significant positive monotonicity between noise intensity and the violation score (Spearman rho up to 0.78, confirmed under repeated-measures analysis); under training-time noise, 13 of 16 pairs exhibit statistically significant reward degradation. An inversion phenomenon is documented in low-dimensional environments where the random forest absorbs the noise signal, causing the score to decrease as true violations grow, a failure mode analyzed in detail. A practical utility experiment demonstrates that the proposed score correctly identifies partial observability and guides architecture selection, fully recovering performance lost to non-Markovian observations. Source code to reproduce all results is provided at https://github.com/NAVEENMN/Markovianes.


Profile Graphical Models

Avalos-Pacheco, Alejandra, Lupparelli, Monia, Stingo, Francesco C.

arXiv.org Machine Learning

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite general and includes multiple graphs and chain graphs as special cases. Profile graphical models capture the conditional distributions of a multivariate random vector given different levels of a risk factor, and learn how the conditional independence structure among variables may vary across these risk profiles; we formally define this family of models and establish their corresponding Markov properties. We derive key structural and probabilistic properties that underpin a more powerful inferential framework than existing approaches, underscoring that our contribution extends beyond a novel graphical representation.Furthermore, we show that the resulting profile undirected graphical models are independence-compatible with two-block LWF chain graph models.We then develop a Bayesian approach for Gaussian undirected profile graphical models based on continuous spike-and-slab priors to learn shared sparsity structures across different levels of the risk factor. We also design a fast EM algorithm for efficient inference. Inferential properties are explored through simulation studies, including the comparison with competing methods. The practical utility of this class of models is demonstrated through the analysis of protein network data from various subtypes of acute myeloid leukemia. Our results show a more parsimonious network and greater patient heterogeneity than its competitors, highlighting its enhanced ability to capture subject-specific differences.





Colored Markov Random Fields for Probabilistic Topological Modeling

Marinucci, Lorenzo, Di Nino, Leonardo, D'Acunto, Gabriele, Pandolfo, Mario Edoardo, Di Lorenzo, Paolo, Barbarossa, Sergio

arXiv.org Machine Learning

Probabilistic Graphical Models (PGMs) encode conditional dependencies among random variables using a graph -nodes for variables, links for dependencies- and factorize the joint distribution into lower-dimensional components. This makes PGMs well-suited for analyzing complex systems and supporting decision-making. Recent advances in topological signal processing highlight the importance of variables defined on topological spaces in several application domains. In such cases, the underlying topology shapes statistical relationships, limiting the expressiveness of canonical PGMs. To overcome this limitation, we introduce Colored Markov Random Fields (CMRFs), which model both conditional and marginal dependencies among Gaussian edge variables on topological spaces, with a theoretical foundation in Hodge theory. CMRFs extend classical Gaussian Markov Random Fields by including link coloring: connectivity encodes conditional independence, while color encodes marginal independence. We quantify the benefits of CMRFs through a distributed estimation case study over a physical network, comparing it with baselines with different levels of topological prior.




Characterization and Learning of Causal Graphs with Latent Confounders and Post-treatment Selection from Interventional Data

Luo, Gongxu, Li, Loka, Chen, Guangyi, Dai, Haoyue, Zhang, Kun

arXiv.org Artificial Intelligence

Interventional causal discovery seeks to identify causal relations by leveraging distributional changes introduced by interventions, even in the presence of latent confounders. Beyond the spurious dependencies induced by latent confounders, we highlight a common yet often overlooked challenge in the problem due to post-treatment selection, in which samples are selectively included in datasets after interventions. This fundamental challenge widely exists in biological studies; for example, in gene expression analysis, both observational and interventional samples are retained only if they meet quality control criteria (e.g., highly active cells). Neglecting post-treatment selection may introduce spurious dependencies and distributional changes under interventions, which can mimic causal responses, thereby distorting causal discovery results and challenging existing causal formulations. To address this, we introduce a novel causal formulation that explicitly models post-treatment selection and reveals how its differential reactions to interventions can distinguish causal relations from selection patterns, allowing us to go beyond traditional equivalence classes toward the underlying true causal structure. We then characterize its Markov properties and propose a Fine-grained Interventional equivalence class, named FI-Markov equivalence, represented by a new graphical diagram, F-PAG. Finally, we develop a provably sound and complete algorithm, F-FCI, to identify causal relations, latent confounders, and post-treatment selection up to $\mathcal{FI}$-Markov equivalence, using both observational and interventional data. Experimental results on synthetic and real-world datasets demonstrate that our method recovers causal relations despite the presence of both selection and latent confounders.


A Organization of the Appendix

Neural Information Processing Systems

We remind the reader of some standard facts about kernel ridge regression and the Gaussian/RBF kernel -- see (Shalev-Shwartz and Ben-David 2014) for a reference.