Intrinsic motivation (IM) and reward shaping are common methods for guiding the exploration of reinforcement learning (RL) agents by adding pseudo-rewards. Designing these rewards is challenging, however, and they can counter-intuitively harm performance. To address this, we characterize them as reward shaping in Bayes-Adaptive Markov Decision Processes (BAMDPs), which formalizes the value of exploration by formulating the RL process as updating a prior over possible MDPs through experience. RL algorithms can be viewed as BAMDP policies; instead of attempting to find optimal algorithms by solving BAMDPs directly, we use it at a theoretical framework for understanding how pseudo-rewards guide suboptimal algorithms. By decomposing BAMDP state value into the value of the information collected plus the prior value of the physical state, we show how psuedo-rewards can help by compensating for RL algorithms' misestimation of these two terms, yielding a new typology of IM and reward shaping approaches. We carefully extend the potential-based shaping theorem to BAMDPs to prove that when pseudo-rewards are BAMDP Potential-based shaping Functions (BAMPFs), they preserve optimal, or approximately optimal, behavior of RL algorithms; otherwise, they can corrupt even optimal learners. We finally give guidance on how to design or convert existing pseudo-rewards to BAMPFs by expressing assumptions about the environment as potential functions on BAMDP states.

Unsupervised Anomaly Detection (UAD) plays a crucial role in identifying abnormal patterns within data without labeled examples, holding significant practical implications across various domains. Although the individual contributions of representation learning and clustering to anomaly detection are well-established, their interdependencies remain under-explored due to the absence of a unified theoretical framework. Consequently, their collective potential to enhance anomaly detection performance remains largely untapped. To bridge this gap, in this paper, we propose a novel probabilistic mixture model for anomaly detection to establish a theoretical connection among representation learning, clustering, and anomaly detection. By maximizing a novel anomaly-aware data likelihood, representation learning and clustering can effectively reduce the adverse impact of anomalous data and collaboratively benefit anomaly detection. Meanwhile, a theoretically substantiated anomaly score is naturally derived from this framework. Lastly, drawing inspiration from gravitational analysis in physics, we have devised an improved anomaly score that more effectively harnesses the combined power of representation learning and clustering. Extensive experiments, involving 17 baseline methods across 30 diverse datasets, validate the effectiveness and generalization capability of the proposed method, surpassing state-of-the-art methods.

Artificial neural networks have revolutionized machine learning in recent years, but a complete theoretical framework for their learning process is still lacking. Substantial progress has been made for infinitely wide networks. In this regime, two disparate theoretical frameworks have been used, in which the network's output is described using kernels: one framework is based on the Neural Tangent Kernel (NTK) which assumes linearized gradient descent dynamics, while the Neural Network Gaussian Process (NNGP) kernel assumes a Bayesian framework. However, the relation between these two frameworks has remained elusive. This work unifies these two distinct theories using a Markov proximal learning model for learning dynamics in an ensemble of randomly initialized infinitely wide deep networks. We derive an exact analytical expression for the network input-output function during and after learning, and introduce a new time-dependent Neural Dynamical Kernel (NDK) from which both NTK and NNGP kernels can be derived. We identify two learning phases characterized by different time scales: gradient-driven and diffusive learning. In the initial gradient-driven learning phase, the dynamics is dominated by deterministic gradient descent, and is described by the NTK theory. This phase is followed by the diffusive learning stage, during which the network parameters sample the solution space, ultimately approaching the equilibrium distribution corresponding to NNGP. Combined with numerical evaluations on synthetic and benchmark datasets, we provide novel insights into the different roles of initialization, regularization, and network depth, as well as phenomena such as early stopping and representational drift. This work closes the gap between the NTK and NNGP theories, providing a comprehensive framework for understanding the learning process of deep neural networks in the infinite width limit.