We study the design of sample-efficient algorithms for reinforcement learning in the presence of rich, high-dimensional observations, formalized via the Block MDP problem. Existing algorithms suffer from either 1) computational intractability, 2) strong statistical assumptions that are not necessarily satisfied in practice, or 3) suboptimal sample complexity. We address these issues by providing the first computationally efficient algorithm that attains rate-optimal sample complexity with respect to the desired accuracy level, with minimal statistical assumptions. Our algorithm, MusIK, combines systematic exploration with representation learning based on multi-step inverse kinematics, a learning objective in which the aim is to predict the learner's own action from the current observation and observations in the (potentially distant) future. MusIK is simple and flexible, and can efficiently take advantage of general-purpose function approximation. Our analysis leverages several new techniques tailored to non-optimistic exploration algorithms, which we anticipate will find broader use.
Risk-sensitive reinforcement learning (RL) has become a popular tool to control the risk of uncertain outcomes and ensure reliable performance in various sequential decision-making problems. While policy gradient methods have been developed for risk-sensitive RL, it remains unclear if these methods enjoy the same global convergence guarantees as in the risk-neutral case. In this paper, we consider a class of dynamic time-consistent risk measures, called Expected Conditional Risk Measures (ECRMs), and derive policy gradient updates for ECRM-based objective functions. Under both constrained direct parameterization and unconstrained softmax parameterization, we provide global convergence and iteration complexities of the corresponding risk-averse policy gradient algorithms. We further test risk-averse variants of REINFORCE and actor-critic algorithms to demonstrate the efficacy of our method and the importance of risk control.
A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and enjoys the best-known computational complexity -- $\widetilde{\mathcal{O}}(n^2/\epsilon)$, where $n$ is the number of atoms, and $\epsilon>0$ is the accuracy. In the literature, some primal-dual accelerated first-order algorithms, e.g., APDAGD, have been proposed and have the order of $\widetilde{\mathcal{O}}(n^{2.5}/\epsilon)$ for solving the OT problem. To understand why our proposed algorithm could improve the rate by a factor of $\widetilde{\mathcal{O}}(\sqrt{n})$, the conditions under which our stochastic algorithm has a lower order of computational complexity for solving linear-constrained optimization problems are discussed. It is demonstrated that the OT problem could satisfy the aforementioned conditions. Numerical experiments demonstrate superior practical performances of the proposed PDASGD algorithm for solving the OT problem.
Reinforcement Learning with Human Feedback (RLHF) is a paradigm in which an RL agent learns to optimize a task using pair-wise preference-based feedback over trajectories, rather than explicit reward signals. While RLHF has demonstrated practical success in fine-tuning language models, existing empirical work does not address the challenge of how to efficiently sample trajectory pairs for querying human feedback. In this study, we propose an efficient sampling approach to acquiring exploratory trajectories that enable accurate learning of hidden reward functions before collecting any human feedback. Theoretical analysis demonstrates that our algorithm requires less human feedback for learning the optimal policy under preference-based models with linear parameterization and unknown transitions, compared to the existing literature. Specifically, our framework can incorporate linear and low-rank MDPs. Additionally, we investigate RLHF with action-based comparison feedback and introduce an efficient querying algorithm tailored to this scenario.
Learning decompositions of expensive-to-evaluate black-box functions promises to scale Bayesian optimisation (BO) to high-dimensional problems. However, the success of these techniques depends on finding proper decompositions that accurately represent the black-box. While previous works learn those decompositions based on data, we investigate data-independent decomposition sampling rules in this paper. We find that data-driven learners of decompositions can be easily misled towards local decompositions that do not hold globally across the search space. Then, we formally show that a random tree-based decomposition sampler exhibits favourable theoretical guarantees that effectively trade off maximal information gain and functional mismatch between the actual black-box and its surrogate as provided by the decomposition. Those results motivate the development of the random decomposition upper-confidence bound algorithm (RDUCB) that is straightforward to implement - (almost) plug-and-play - and, surprisingly, yields significant empirical gains compared to the previous state-of-the-art on a comprehensive set of benchmarks. We also confirm the plug-and-play nature of our modelling component by integrating our method with HEBO, showing improved practical gains in the highest dimensional tasks from Bayesmark.
The paper considers independent reinforcement learning (IRL) for multi-agent collaborative decision-making in the paradigm of federated learning (FL). However, FL generates excessive communication overheads between agents and a remote central server, especially when it involves a large number of agents or iterations. Besides, due to the heterogeneity of independent learning environments, multiple agents may undergo asynchronous Markov decision processes (MDPs), which will affect the training samples and the model's convergence performance. On top of the variation-aware periodic averaging (VPA) method and the policy-based deep reinforcement learning (DRL) algorithm (i.e., proximal policy optimization (PPO)), this paper proposes two advanced optimization schemes orienting to stochastic gradient descent (SGD): 1) A decay-based scheme gradually decays the weights of a model's local gradients with the progress of successive local updates, and 2) By representing the agents as a graph, a consensus-based scheme studies the impact of exchanging a model's local gradients among nearby agents from an algebraic connectivity perspective. This paper also provides novel convergence guarantees for both developed schemes, and demonstrates their superior effectiveness and efficiency in improving the system's utility value through theoretical analyses and simulation results.
Offline inverse reinforcement learning (Offline IRL) aims to recover the structure of rewards and environment dynamics that underlie observed actions in a fixed, finite set of demonstrations from an expert agent. Accurate models of expertise in executing a task has applications in safety-sensitive applications such as clinical decision making and autonomous driving. However, the structure of an expert's preferences implicit in observed actions is closely linked to the expert's model of the environment dynamics (i.e. the ``world''). Thus, inaccurate models of the world obtained from finite data with limited coverage could compound inaccuracy in estimated rewards. To address this issue, we propose a bi-level optimization formulation of the estimation task wherein the upper level is likelihood maximization based upon a conservative model of the expert's policy (lower level). The policy model is conservative in that it maximizes reward subject to a penalty that is increasing in the uncertainty of the estimated model of the world. We propose a new algorithmic framework to solve the bi-level optimization problem formulation and provide statistical and computational guarantees of performance for the associated reward estimator. Finally, we demonstrate that the proposed algorithm outperforms the state-of-the-art offline IRL and imitation learning benchmarks by a large margin, over the continuous control tasks in MuJoCo and different datasets in the D4RL benchmark.
Partial differential equations (PDEs) that fit scientific data can represent physical laws with explainable mechanisms for various mathematically-oriented subjects, such as physics and finance. The data-driven discovery of PDEs from scientific data thrives as a new attempt to model complex phenomena in nature, but the effectiveness of current practice is typically limited by the scarcity of data and the complexity of phenomena. Especially, the discovery of PDEs with highly nonlinear coefficients from low-quality data remains largely under-addressed. To deal with this challenge, we propose a novel physics-guided learning method, which can not only encode observation knowledge such as initial and boundary conditions but also incorporate the basic physical principles and laws to guide the model optimization. We theoretically show that our proposed method strictly reduces the coefficient estimation error of existing baselines, and is also robust against noise. Extensive experiments show that the proposed method is more robust against data noise, and can reduce the estimation error by a large margin. Moreover, all the PDEs in the experiments are correctly discovered, and for the first time we are able to discover three-dimensional PDEs with highly nonlinear coefficients.
In contrast to batch learning where all training data is available at once, continual learning represents a family of methods that accumulate knowledge and learn continuously with data available in sequential order. Similar to the human learning process with the ability of learning, fusing, and accumulating new knowledge coming at different time steps, continual learning is considered to have high practical significance. Hence, continual learning has been studied in various artificial intelligence tasks. In this paper, we present a comprehensive review of the recent progress of continual learning in computer vision. In particular, the works are grouped by their representative techniques, including regularization, knowledge distillation, memory, generative replay, parameter isolation, and a combination of the above techniques. For each category of these techniques, both its characteristics and applications in computer vision are presented. At the end of this overview, several subareas, where continuous knowledge accumulation is potentially helpful while continual learning has not been well studied, are discussed.
Clustering is one of the most fundamental and wide-spread techniques in exploratory data analysis. Yet, the basic approach to clustering has not really changed: a practitioner hand-picks a task-specific clustering loss to optimize and fit the given data to reveal the underlying cluster structure. Some types of losses---such as k-means, or its non-linear version: kernelized k-means (centroid based), and DBSCAN (density based)---are popular choices due to their good empirical performance on a range of applications. Although every so often the clustering output using these standard losses fails to reveal the underlying structure, and the practitioner has to custom-design their own variation. In this work we take an intrinsically different approach to clustering: rather than fitting a dataset to a specific clustering loss, we train a recurrent model that learns how to cluster. The model uses as training pairs examples of datasets (as input) and its corresponding cluster identities (as output). By providing multiple types of training datasets as inputs, our model has the ability to generalize well on unseen datasets (new clustering tasks). Our experiments reveal that by training on simple synthetically generated datasets or on existing real datasets, we can achieve better clustering performance on unseen real-world datasets when compared with standard benchmark clustering techniques. Our meta clustering model works well even for small datasets where the usual deep learning models tend to perform worse.