Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in data-driven applications, deriving precise probabilities from (limited) data introduces statistical errors that may lead to unexpected or undesirable outcomes. Uncertain MDPs (uMDPs) do not require precise probabilities but instead use so-called uncertainty sets in the transitions, accounting for such limited data. Tools from the formal verification community efficiently compute robust policies that provably adhere to formal specifications, like safety constraints, under the worst-case instance in the uncertainty set. We continuously learn the transition probabilities of an MDP in a robust anytime-learning approach that combines a dedicated Bayesian inference scheme with the computation of robust policies. In particular, our method (1) approximates probabilities as intervals, (2) adapts to new data that may be inconsistent with an intermediate model, and (3) may be stopped at any time to compute a robust policy on the uMDP that faithfully captures the data so far. We show the effectiveness of our approach and compare it to robust policies computed on uMDPs learned by the UCRL2 reinforcement learning algorithm in an experimental evaluation on several benchmarks.
In this short note we derive a relationship between the Bregman divergence from the current policy to the optimal policy and the suboptimality of the current value function in a regularized Markov decision process. This result has implications for multi-task reinforcement learning, offline reinforcement learning, and regret analysis under function approximation, among others.
Machine learning (ML) models are costly to train as they can require a significant amount of data, computational resources and technical expertise. Thus, they constitute valuable intellectual property that needs protection from adversaries wanting to steal them. Ownership verification techniques allow the victims of model stealing attacks to demonstrate that a suspect model was in fact stolen from theirs. Although a number of ownership verification techniques based on watermarking or fingerprinting have been proposed, most of them fall short either in terms of security guarantees (well-equipped adversaries can evade verification) or computational cost. A fingerprinting technique introduced at ICLR '21, Dataset Inference (DI), has been shown to offer better robustness and efficiency than prior methods. The authors of DI provided a correctness proof for linear (suspect) models. However, in the same setting, we prove that DI suffers from high false positives (FPs) -- it can incorrectly identify an independent model trained with non-overlapping data from the same distribution as stolen. We further prove that DI also triggers FPs in realistic, non-linear suspect models. We then confirm empirically that DI leads to FPs, with high confidence. Second, we show that DI also suffers from false negatives (FNs) -- an adversary can fool DI by regularising a stolen model's decision boundaries using adversarial training, thereby leading to an FN. To this end, we demonstrate that DI fails to identify a model adversarially trained from a stolen dataset -- the setting where DI is the hardest to evade. Finally, we discuss the implications of our findings, the viability of fingerprinting-based ownership verification in general, and suggest directions for future work.
Meticulously analysing the empirical strengths and weaknesses of reinforcement learning methods in hard (challenging) environments is essential to inspire innovations and assess progress in the field. In tabular reinforcement learning, there is no well-established standard selection of environments to conduct such analysis, which is partially due to the lack of a widespread understanding of the rich theory of hardness of environments. The goal of this paper is to unlock the practical usefulness of this theory through four main contributions. First, we present a systematic survey of the theory of hardness, which also identifies promising research directions. Second, we introduce Colosseum, a pioneering package that enables empirical hardness analysis and implements a principled benchmark composed of environments that are diverse with respect to different measures of hardness. Third, we present an empirical analysis that provides new insights into computable measures. Finally, we benchmark five tabular agents in our newly proposed benchmark. While advancing the theoretical understanding of hardness in non-tabular reinforcement learning remains essential, our contributions in the tabular setting are intended as solid steps towards a principled non-tabular benchmark. Accordingly, we benchmark four agents in non-tabular versions of Colosseum environments, obtaining results that demonstrate the generality of tabular hardness measures.
Deep Reinforcement Learning (RL) is mainly studied in a setting where the training and the testing environments are similar. But in many practical applications, these environments may differ. For instance, in control systems, the robot(s) on which a policy is learned might differ from the robot(s) on which a policy will run. It can be caused by different internal factors (e.g., calibration issues, system attrition, defective modules) or also by external changes (e.g., weather conditions). There is a need to develop RL methods that generalize well to variations of the training conditions. In this article, we consider the simplest yet hard to tackle generalization setting where the test environment is unknown at train time, forcing the agent to adapt to the system's new dynamics. This online adaptation process can be computationally expensive (e.g., fine-tuning) and cannot rely on meta-RL techniques since there is just a single train environment. To do so, we propose an approach where we learn a subspace of policies within the parameter space. This subspace contains an infinite number of policies that are trained to solve the training environment while having different parameter values. As a consequence, two policies in that subspace process information differently and exhibit different behaviors when facing variations of the train environment. Our experiments carried out over a large variety of benchmarks compare our approach with baselines, including diversity-based methods. In comparison, our approach is simple to tune, does not need any extra component (e.g., discriminator) and learns policies able to gather a high reward on unseen environments.
Multi-agent reinforcement learning(MARL) is a prevalent learning paradigm for solving stochastic games. In previous studies, agents in a game are defined to be teammates or enemies beforehand, and the relation of the agents is fixed throughout the game. Those works can hardly work in the games where the competitive and collaborative relationships are not public and dynamically changing, which is decided by the \textit{identities} of the agents. How to learn a successful policy in such a situation where the identities of agents are ambiguous is still a problem. Focusing on this problem, in this work, we develop a novel MARL framework: IDRL, which identifies the identities of the agents dynamically and then chooses the corresponding policy to perform in the task. In the IDRL framework, a relation network is constructed to deduce the identities of the multi-agents through feeling the kindness and hostility unleashed by other agents; a dangerous network is built to estimate the risk of the identification. We also propose an intrinsic reward to help train the relation network and the dangerous network to get a trade-off between the need to maximize external reward and the accuracy of identification. After identifying the cooperation-competition pattern among the agents, the proposed method IDRL applies one of the off-the-shelf MARL methods to learn the policy. Taking the poker game \textit{red-10} as the experiment environment, experiments show that the IDRL can achieve superior performance compared to the other MARL methods. Significantly, the relation network has the par performance to identify the identities of agents with top human players; the dangerous network reasonably avoids the risk of imperfect identification.
This paper studies the robustness of data valuation to noisy model performance scores. Particularly, we find that the inherent randomness of the widely used stochastic gradient descent can cause existing data value notions (e.g., the Shapley value and the Leave-one-out error) to produce inconsistent data value rankings across different runs. To address this challenge, we first pose a formal framework within which one can measure the robustness of a data value notion. We show that the Banzhaf value, a value notion originated from cooperative game theory literature, achieves the maximal robustness among all semivalues -- a class of value notions that satisfy crucial properties entailed by ML applications. We propose an algorithm to efficiently estimate the Banzhaf value based on the Maximum Sample Reuse (MSR) principle. We derive the lower bound sample complexity for Banzhaf value estimation, and we show that our MSR algorithm's sample complexity is close to the lower bound. Our evaluation demonstrates that the Banzhaf value outperforms the existing semivalue-based data value notions on several downstream ML tasks such as learning with weighted samples and noisy label detection. Overall, our study suggests that when the underlying ML algorithm is stochastic, the Banzhaf value is a promising alternative to the semivalue-based data value schemes given its computational advantage and ability to robustly differentiate data quality.
Understanding the impact of the most effective policies or treatments on a response variable of interest is desirable in many empirical works in economics, statistics and other disciplines. Due to the widespread winner's curse phenomenon, conventional statistical inference assuming that the top policies are chosen independent of the random sample may lead to overly optimistic evaluations of the best policies. In recent years, given the increased availability of large datasets, such an issue can be further complicated when researchers include many covariates to estimate the policy or treatment effects in an attempt to control for potential confounders. In this manuscript, to simultaneously address the above-mentioned issues, we propose a resampling-based procedure that not only lifts the winner's curse in evaluating the best policies observed in a random sample, but also is robust to the presence of many covariates. The proposed inference procedure yields accurate point estimates and valid frequentist confidence intervals that achieve the exact nominal level as the sample size goes to infinity for multiple best policy effect sizes. We illustrate the finite-sample performance of our approach through Monte Carlo experiments and two empirical studies, evaluating the most effective policies in charitable giving and the most beneficial group of workers in the National Supported Work program.
Designing reinforcement learning (RL) agents is typically a difficult process that requires numerous design iterations. Learning can fail for a multitude of reasons, and standard RL methods provide too few tools to provide insight into the exact cause. In this paper, we show how to integrate value decomposition into a broad class of actor-critic algorithms and use it to assist in the iterative agent-design process. Value decomposition separates a reward function into distinct components and learns value estimates for each. These value estimates provide insight into an agent's learning and decision-making process and enable new training methods to mitigate common problems. As a demonstration, we introduce SAC-D, a variant of soft actor-critic (SAC) adapted for value decomposition. SAC-D maintains similar performance to SAC, while learning a larger set of value predictions. We also introduce decomposition-based tools that exploit this information, including a new reward influence metric, which measures each reward component's effect on agent decision-making. Using these tools, we provide several demonstrations of decomposition's use in identifying and addressing problems in the design of both environments and agents. Value decomposition is broadly applicable and easy to incorporate into existing algorithms and workflows, making it a powerful tool in an RL practitioner's toolbox.
This manuscript portrays optimization as a process. In many practical applications the environment is so complex that it is infeasible to lay out a comprehensive theoretical model and use classical algorithmic theory and mathematical optimization. It is necessary as well as beneficial to take a robust approach, by applying an optimization method that learns as one goes along, learning from experience as more aspects of the problem are observed. This view of optimization as a process has become prominent in varied fields and has led to some spectacular success in modeling and systems that are now part of our daily lives.
In recent years, mobile devices have gained increasingly development with stronger computation capability and larger storage. Some of the computation-intensive machine learning and deep learning tasks can now be run on mobile devices. To take advantage of the resources available on mobile devices and preserve users' privacy, the idea of mobile distributed machine learning is proposed. It uses local hardware resources and local data to solve machine learning sub-problems on mobile devices, and only uploads computation results instead of original data to contribute to the optimization of the global model. This architecture can not only relieve computation and storage burden on servers, but also protect the users' sensitive information. Another benefit is the bandwidth reduction, as various kinds of local data can now participate in the training process without being uploaded to the server. In this paper, we provide a comprehensive survey on recent studies of mobile distributed machine learning. We survey a number of widely-used mobile distributed machine learning methods. We also present an in-depth discussion on the challenges and future directions in this area. We believe that this survey can demonstrate a clear overview of mobile distributed machine learning and provide guidelines on applying mobile distributed machine learning to real applications.