This paper studies offline policy learning, which aims at utilizing observations collected a priori (from either fixed or adaptively evolving behavior policies) to learn the optimal individualized decision rule in a given class. Existing policy learning methods rely on a uniform overlap assumption, i.e., the propensities of exploring all actions for all individual characteristics are lower bounded in the offline dataset. In other words, the performance of these methods depends on the worst-case propensity in the offline dataset. As one has no control over the data collection process, this assumption can be unrealistic in many situations, especially when the behavior policies are allowed to evolve over time with diminishing propensities. In this paper, we propose a new algorithm that optimizes lower confidence bounds (LCBs) -- instead of point estimates -- of the policy values. The LCBs are constructed by quantifying the estimation uncertainty of the augmented inverse propensity weighted (AIPW)-type estimators using knowledge of the behavior policies for collecting the offline data. Without assuming any uniform overlap condition, we establish a data-dependent upper bound for the suboptimality of our algorithm, which depends only on (i) the overlap for the optimal policy, and (ii) the complexity of the policy class. As an implication, for adaptively collected data, we ensure efficient policy learning as long as the propensities for optimal actions are lower bounded over time, while those for suboptimal ones are allowed to diminish arbitrarily fast. In our theoretical analysis, we develop a new self-normalized concentration inequality for IPW estimators, generalizing the well-known empirical Bernstein's inequality to unbounded and non-i.i.d. data.
Rough path theory provides one with the notion of signature, a graded family of tensors which characterise, up to a negligible equivalence class, and ordered stream of vector-valued data. In the last few years, use of the signature has gained traction in time-series analysis, machine learning , deep learning and more recently in kernel methods. In this article, we lay down the theoretical foundations for a connection between signature asymptotics, the theory of empirical processes, and Wasserstein distances, opening up the landscape and toolkit of the second and third in the study of the first. Our main contribution is to show that the Hambly-Lyons limit can be reinterpreted as a statement about the asymptotic behaviour of Wasserstein distances between two independent empirical measures of samples from the same underlying distribution. In the setting studied here, these measures are derived from samples from a probability distribution which is determined by geometrical properties of the underlying path. The general question of rates of convergence for these objects has been studied in depth in the recent monograph of Bobkov and Ledoux. By using these results, we generalise the original result of Hambly and Lyons from $C^3$ curves to a broad class of $C^2$ ones. We conclude by providing an explicit way to compute the limit in terms of a second-order differential equation.
Second-order polynomials generalize classical first-order ones in allowing for additional variables that range over functions rather than values. We are motivated by their applications in higher-order computational complexity theory, extending for example classical classes like P or PSPACE to operators in Analysis [doi:10.1137/S0097539794263452, doi:10.1145/2189778.2189780]. The degree subclassifies ordinary polynomial growth into linear, quadratic, cubic etc. In order to similarly classify second-order polynomials, define their degree to be an 'arctic' first-order polynomial (namely a term/expression over variable $D$ and operations $+$ and $\cdot$ and $\max$). Our normal form and semantic uniqueness results for second-order polynomials assert said second-order degree to be well-defined; and it turns out to transform well under (now two kinds of) polynomial composition. More generally we define the degree of a third-order polynomial to be an arctic second-order polynomial, and establish its transformation under three kinds of composition.
Typical deep visual recognition models are capable of performing the one task they were trained on. In this paper, we tackle the extremely difficult problem of combining completely distinct models with different initializations, each solving a separate task, into one multi-task model without any additional training. Prior work in model merging permutes one model to the space of the other then adds them together. While this works for models trained on the same task, we find that this fails to account for the differences in models trained on disjoint tasks. Thus, we introduce "ZipIt!", a general method for merging two arbitrary models of the same architecture that incorporates two simple strategies. First, in order to account for features that aren't shared between models, we expand the model merging problem to additionally allow for merging features within each model by defining a general "zip" operation. Second, we add support for partially zipping the models up until a specified layer, naturally creating a multi-head model. We find that these two changes combined account for a staggering 20-60% improvement over prior work, making the merging of models trained on disjoint tasks feasible.
When deploying artificial agents in real-world environments where they interact with humans, it is crucial that their behavior is aligned with the values, social norms or other requirements of that environment. However, many environments have implicit constraints that are difficult to specify and transfer to a learning agent. To address this challenge, we propose a novel method that utilizes the principle of maximum causal entropy to learn constraints and an optimal policy that adheres to these constraints, using demonstrations of agents that abide by the constraints. We prove convergence in a tabular setting and provide an approximation which scales to complex environments. We evaluate the effectiveness of the learned policy by assessing the reward received and the number of constraint violations, and we evaluate the learned cost function based on its transferability to other agents. Our method has been shown to outperform state-of-the-art approaches across a variety of tasks and environments, and it is able to handle problems with stochastic dynamics and a continuous state-action space.
Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques to smooth the signal, sparse regression to identify the relevant parameters, and bootstrap confidence intervals to quantify the uncertainty of the estimates. We evaluate our method on well-known ordinary differential equations with an ensemble of random initial conditions, time series of increasing length, and varying signal-to-noise ratios. Our algorithm consistently identifies three-dimensional systems, given moderately-sized time series and high levels of signal quality relative to background noise. By accurately discovering dynamical systems automatically, our methodology has the potential to impact the understanding of complex systems, especially in fields where data are abundant, but developing mathematical models demands considerable effort.
Actor-critic deep reinforcement learning (DRL) algorithms have recently achieved prominent success in tackling various challenging reinforcement learning (RL) problems, particularly complex control tasks with high-dimensional continuous state and action spaces. Nevertheless, existing research showed that actor-critic DRL algorithms often failed to explore their learning environments effectively, resulting in limited learning stability and performance. To address this limitation, several ensemble DRL algorithms have been proposed lately to boost exploration and stabilize the learning process. However, most of existing ensemble algorithms do not explicitly train all base learners towards jointly optimizing the performance of the ensemble. In this paper, we propose a new technique to train an ensemble of base learners based on an innovative multi-step integration method. This training technique enables us to develop a new hierarchical learning algorithm for ensemble DRL that effectively promotes inter-learner collaboration through stable inter-learner parameter sharing. The design of our new algorithm is verified theoretically. The algorithm is also shown empirically to outperform several state-of-the-art DRL algorithms on multiple benchmark RL problems.
Bayesian optimization (BO) is a popular approach for sample-efficient optimization of black-box objective functions. While BO has been successfully applied to a wide range of scientific applications, traditional approaches to single-objective BO only seek to find a single best solution. This can be a significant limitation in situations where solutions may later turn out to be intractable. For example, a designed molecule may turn out to violate constraints that can only be reasonably evaluated after the optimization process has concluded. To address this issue, we propose Rank-Ordered Bayesian Optimization with Trust-regions (ROBOT) which aims to find a portfolio of high-performing solutions that are diverse according to a user-specified diversity metric. We evaluate ROBOT on several real-world applications and show that it can discover large sets of high-performing diverse solutions while requiring few additional function evaluations compared to finding a single best solution.
We present a study using new computational methods, based on a novel combination of machine learning for inferring admixture hidden Markov models and probabilistic model checking, to uncover interaction styles in a mobile app. These styles are then used to inform a redesign, which is implemented, deployed, and then analysed using the same methods. The data sets are logged user traces, collected over two six-month deployments of each version, involving thousands of users and segmented into different time intervals. The methods do not assume tasks or absolute metrics such as measures of engagement, but uncover the styles through unsupervised inference of clusters and analysis with probabilistic temporal logic. For both versions there was a clear distinction between the styles adopted by users during the first day/week/month of usage, and during the second and third months, a result we had not anticipated.
This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of stochastic systems affected by external manipulation (interventions). This thesis contributes to the research areas concerning the estimation of causal effects, causal structure learning, and distributionally robust (out-of-distribution generalizing) prediction methods. We present novel and consistent linear and non-linear causal effects estimators in instrumental variable settings that employ data-dependent mean squared prediction error regularization. Our proposed estimators show, in certain settings, mean squared error improvements compared to both canonical and state-of-the-art estimators. We show that recent research on distributionally robust prediction methods has connections to well-studied estimators from econometrics. This connection leads us to prove that general K-class estimators possess distributional robustness properties. We, furthermore, propose a general framework for distributional robustness with respect to intervention-induced distributions. In this framework, we derive sufficient conditions for the identifiability of distributionally robust prediction methods and present impossibility results that show the necessity of several of these conditions. We present a new structure learning method applicable in additive noise models with directed trees as causal graphs. We prove consistency in a vanishing identifiability setup and provide a method for testing substructure hypotheses with asymptotic family-wise error control that remains valid post-selection. Finally, we present heuristic ideas for learning summary graphs of nonlinear time-series models.
Sequential recommendation as an emerging topic has attracted increasing attention due to its important practical significance. Models based on deep learning and attention mechanism have achieved good performance in sequential recommendation. Recently, the generative models based on Variational Autoencoder (VAE) have shown the unique advantage in collaborative filtering. In particular, the sequential VAE model as a recurrent version of VAE can effectively capture temporal dependencies among items in user sequence and perform sequential recommendation. However, VAE-based models suffer from a common limitation that the representational ability of the obtained approximate posterior distribution is limited, resulting in lower quality of generated samples. This is especially true for generating sequences. To solve the above problem, in this work, we propose a novel method called Adversarial and Contrastive Variational Autoencoder (ACVAE) for sequential recommendation. Specifically, we first introduce the adversarial training for sequence generation under the Adversarial Variational Bayes (AVB) framework, which enables our model to generate high-quality latent variables. Then, we employ the contrastive loss. The latent variables will be able to learn more personalized and salient characteristics by minimizing the contrastive loss. Besides, when encoding the sequence, we apply a recurrent and convolutional structure to capture global and local relationships in the sequence. Finally, we conduct extensive experiments on four real-world datasets. The experimental results show that our proposed ACVAE model outperforms other state-of-the-art methods.