Limited look-ahead game solving for imperfect-information games is the breakthrough that allowed defeating expert humans in large poker. The existing algorithms of this type assume that all players are perfectly rational and do not allow explicit modeling and exploitation of the opponent's flaws. As a result, even very weak opponents can tie or lose only very slowly against these powerful methods. We present the first algorithm that allows incorporating opponent models into limited look-ahead game solving. Using only an approximation of a single (optimal) value function, the algorithm efficiently exploits an arbitrary estimate of the opponent's strategy. It guarantees a bounded worst-case loss for the player. We also show that using existing resolving gadgets is problematic and why we need to keep the previously solved parts of the game. Experiments on three different games show that over half of the maximum possible exploitation is achieved by our algorithm without risking almost any loss.
We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret relative to fully adversarial environments. We study this problem in the context of variationally stable games (a class of continuous games which includes all convex-concave and monotone games), and when the players only have access to noisy estimates of their individual payoff gradients. If the noise is additive, the game-theoretic and purely adversarial settings enjoy similar regret guarantees; however, if the noise is multiplicative, we show that the learners can, in fact, achieve constant regret. We achieve this faster rate via an optimistic gradient scheme with learning rate separation -- that is, the method's extrapolation and update steps are tuned to different schedules, depending on the noise profile. Subsequently, to eliminate the need for delicate hyperparameter tuning, we propose a fully adaptive method that attains nearly the same guarantees as its non-adapted counterpart, while operating without knowledge of either the game or of the noise profile.
New emerging technologies powered by Artificial Intelligence (AI) have the potential to disruptively transform our societies for the better. In particular, data-driven learning approaches (i.e., Machine Learning (ML)) have been a true revolution in the advancement of multiple technologies in various application domains. But at the same time there is growing concern about certain intrinsic characteristics of these methodologies that carry potential risks to both safety and fundamental rights. Although there are mechanisms in the adoption process to minimize these risks (e.g., safety regulations), these do not exclude the possibility of harm occurring, and if this happens, victims should be able to seek compensation. Liability regimes will therefore play a key role in ensuring basic protection for victims using or interacting with these systems. However, the same characteristics that make AI systems inherently risky, such as lack of causality, opacity, unpredictability or their self and continuous learning capabilities, may lead to considerable difficulties when it comes to proving causation. This paper presents three case studies, as well as the methodology to reach them, that illustrate these difficulties. Specifically, we address the cases of cleaning robots, delivery drones and robots in education. The outcome of the proposed analysis suggests the need to revise liability regimes to alleviate the burden of proof on victims in cases involving AI technologies.
Prescriptive Process Monitoring is a prominent problem in Process Mining, which consists in identifying a set of actions to be recommended with the goal of optimising a target measure of interest or Key Performance Indicator (KPI). One challenge that makes this problem difficult is the need to provide Prescriptive Process Monitoring techniques only based on temporally annotated (process) execution data, stored in, so-called execution logs, due to the lack of well crafted and human validated explicit models. In this paper we aim at proposing an AI based approach that learns, by means of Reinforcement Learning (RL), an optimal policy (almost) only from the observation of past executions and recommends the best activities to carry on for optimizing a KPI of interest. This is achieved first by learning a Markov Decision Process for the specific KPIs from data, and then by using RL training to learn the optimal policy. The approach is validated on real and synthetic datasets and compared with off-policy Deep RL approaches. The ability of our approach to compare with, and often overcome, Deep RL approaches provides a contribution towards the exploitation of white box RL techniques in scenarios where only temporal execution data are available.
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for modeling real-valued nonlinear functions due to their flexibility and uncertainty quantification. However, the typical GP regression model suffers from several drawbacks: 1) Conventional GP inference scales $O(N^{3})$ with respect to the number of observations; 2) Updating a GP model sequentially is not trivial; and 3) Covariance kernels typically enforce stationarity constraints on the function, while GPs with non-stationary covariance kernels are often intractable to use in practice. To overcome these issues, we propose a sequential Monte Carlo algorithm to fit infinite mixtures of GPs that capture non-stationary behavior while allowing for online, distributed inference. Our approach empirically improves performance over state-of-the-art methods for online GP estimation in the presence of non-stationarity in time-series data. To demonstrate the utility of our proposed online Gaussian process mixture-of-experts approach in applied settings, we show that we can sucessfully implement an optimization algorithm using online Gaussian process bandits.
We investigate the problem of bandits with expert advice when the experts are fixed and known distributions over the actions. Improving on previous analyses, we show that the regret in this setting is controlled by information-theoretic quantities that measure the similarity between experts. In some natural special cases, this allows us to obtain the first regret bound for EXP4 that can get arbitrarily close to zero if the experts are similar enough. While for a different algorithm, we provide another bound that describes the similarity between the experts in terms of the KL-divergence, and we show that this bound can be smaller than the one of EXP4 in some cases. Additionally, we provide lower bounds for certain classes of experts showing that the algorithms we analyzed are nearly optimal in some cases.
Time series generation (TSG) studies have mainly focused on the use of Generative Adversarial Networks (GANs) combined with recurrent neural network (RNN) variants. However, the fundamental limitations and challenges of training GANs still remain. In addition, the RNN-family typically has difficulties with temporal consistency between distant timesteps. Motivated by the successes in the image generation (IMG) domain, we propose TimeVQVAE, the first work, to our knowledge, that uses vector quantization (VQ) techniques to address the TSG problem. Moreover, the priors of the discrete latent spaces are learned with bidirectional transformer models that can better capture global temporal consistency. We also propose VQ modeling in a time-frequency domain, separated into low-frequency (LF) and high-frequency (HF). This allows us to retain important characteristics of the time series and, in turn, generate new synthetic signals that are of better quality, with sharper changes in modularity, than its competing TSG methods. Our experimental evaluation is conducted on all datasets from the UCR archive, using well-established metrics in the IMG literature, such as Fr\'echet inception distance and inception scores. Our implementation on GitHub: \url{//github.com/ML4ITS/TimeVQVAE}.
In literature, the cost of a partitioned fluid-structure interaction scheme is typically assessed by the number of coupling iterations required per time step, while ignoring the internal iterations within the nonlinear subproblems. In this work, we demonstrate that these internal iterations have a significant influence on the computational cost of the coupled simulation. Particular attention is paid to how limiting the number of iterations within each solver call can shorten the overall run time, as it avoids polishing the subproblem solution using unconverged coupling data. Based on systematic parameter studies, we investigate the optimal number of subproblem iterations per coupling step. Lastly, this work proposes a new convergence criterion for coupled systems that is based on the residuals of the subproblems and therefore does not require any additional convergence tolerance for the coupling loop.
Data in Knowledge Graphs often represents part of the current state of the real world. Thus, to stay up-to-date the graph data needs to be updated frequently. To utilize information from Knowledge Graphs, many state-of-the-art machine learning approaches use embedding techniques. These techniques typically compute an embedding, i.e., vector representations of the nodes as input for the main machine learning algorithm. If a graph update occurs later on -- specifically when nodes are added or removed -- the training has to be done all over again. This is undesirable, because of the time it takes and also because downstream models which were trained with these embeddings have to be retrained if they change significantly. In this paper, we investigate embedding updates that do not require full retraining and evaluate them in combination with various embedding models on real dynamic Knowledge Graphs covering multiple use cases. We study approaches that place newly appearing nodes optimally according to local information, but notice that this does not work well. However, we find that if we continue the training of the old embedding, interleaved with epochs during which we only optimize for the added and removed parts, we obtain good results in terms of typical metrics used in link prediction. This performance is obtained much faster than with a complete retraining and hence makes it possible to maintain embeddings for dynamic Knowledge Graphs.
Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids, i.e., the wining price is fixed, leading to poor performance of the derived solution. Although a few studies use multi-agent reinforcement learning to set up a cooperative game, they still suffer the following drawbacks: (1) They fail to avoid collusion solutions where all the advertisers involved in an auction collude to bid an extremely low price on purpose. (2) Previous works cannot well handle the underlying complex bidding environment, leading to poor model convergence. This problem could be amplified when handling multiple objectives of advertisers which are practical demands but not considered by previous work. In this paper, we propose a novel multi-objective cooperative bid optimization formulation called Multi-Agent Cooperative bidding Games (MACG). MACG sets up a carefully designed multi-objective optimization framework where different objectives of advertisers are incorporated. A global objective to maximize the overall profit of all advertisements is added in order to encourage better cooperation and also to protect self-bidding advertisers. To avoid collusion, we also introduce an extra platform revenue constraint. We analyze the optimal functional form of the bidding formula theoretically and design a policy network accordingly to generate auction-level bids. Then we design an efficient multi-agent evolutionary strategy for model optimization. Offline experiments and online A/B tests conducted on the Taobao platform indicate both single advertiser's objective and global profit have been significantly improved compared to state-of-art methods.
Residual networks (ResNets) have displayed impressive results in pattern recognition and, recently, have garnered considerable theoretical interest due to a perceived link with neural ordinary differential equations (neural ODEs). This link relies on the convergence of network weights to a smooth function as the number of layers increases. We investigate the properties of weights trained by stochastic gradient descent and their scaling with network depth through detailed numerical experiments. We observe the existence of scaling regimes markedly different from those assumed in neural ODE literature. Depending on certain features of the network architecture, such as the smoothness of the activation function, one may obtain an alternative ODE limit, a stochastic differential equation or neither of these. These findings cast doubts on the validity of the neural ODE model as an adequate asymptotic description of deep ResNets and point to an alternative class of differential equations as a better description of the deep network limit.