Consider the following communication scenario. An encoder observes a stochastic process and causally decides when and what to transmit about it, under a constraint on the expected number of bits transmitted per second. A decoder uses the received codewords to causally estimate the process in real time. The encoder and the decoder are synchronized in time. For a class of continuous Markov processes satisfying regularity conditions, we find the optimal encoding and decoding policies that minimize the end-to-end estimation mean-square error under the rate constraint. We show that the optimal encoding policy transmits a $1$-bit codeword once the process innovation passes one of two thresholds. The optimal decoder noiselessly recovers the last sample from the 1-bit codewords and codeword-generating time stamps, and uses it to decide the running estimate of the current process, until the next codeword arrives. In particular, we show the optimal causal code for the Ornstein-Uhlenbeck process and calculate its distortion-rate function. Furthermore, we show that the optimal causal code also minimizes the mean-square cost of a continuous-time control system driven by a continuous Markov process and controlled by an additive control signal.
We consider off-policy evaluation (OPE) in Partially Observable Markov Decision Processes (POMDPs), where the evaluation policy depends only on observable variables and the behavior policy depends on unobservable latent variables. Existing works either assume no unmeasured confounders, or focus on settings where both the observation and the state spaces are tabular. As such, these methods suffer from either a large bias in the presence of unmeasured confounders, or a large variance in settings with continuous or large observation/state spaces. In this work, we first propose novel identification methods for OPE in POMDPs with latent confounders, by introducing bridge functions that link the target policy's value and the observed data distribution. In fully-observable MDPs, these bridge functions reduce to the familiar value functions and marginal density ratios between the evaluation and the behavior policies. We next propose minimax estimation methods for learning these bridge functions. Our proposal permits general function approximation and is thus applicable to settings with continuous or large observation/state spaces. Finally, we construct three estimators based on these estimated bridge functions, corresponding to a value function-based estimator, a marginalized importance sampling estimator, and a doubly-robust estimator. Their nonasymptotic and asymptotic properties are investigated in detail.
Reinforcement learning algorithms often require finiteness of state and action spaces in Markov decision processes (MDPs) and various efforts have been made in the literature towards the applicability of such algorithms for continuous state and action spaces. In this paper, we show that under very mild regularity conditions (in particular, involving only weak continuity of the transition kernel of an MDP), Q-learning for standard Borel MDPs via quantization of states and actions converge to a limit, and furthermore this limit satisfies an optimality equation which leads to near optimality with either explicit performance bounds or which are guaranteed to be asymptotically optimal. Our approach builds on (i) viewing quantization as a measurement kernel and thus a quantized MDP as a POMDP, (ii) utilizing near optimality and convergence results of Q-learning for POMDPs, and (iii) finally, near-optimality of finite state model approximations for MDPs with weakly continuous kernels which we show to correspond to the fixed point of the constructed POMDP. Thus, our paper presents a very general convergence and approximation result for the applicability of Q-learning for continuous MDPs.
We consider the energy complexity of the leader election problem in the single-hop radio network model, where each device has a unique identifier in $\{1, 2, \ldots, N\}$. Energy is a scarce resource for small battery-powered devices. For such devices, most of the energy is often spent on communication, not on computation. To approximate the actual energy cost, the energy complexity of an algorithm is defined as the maximum over all devices of the number of time slots where the device transmits or listens. Much progress has been made in understanding the energy complexity of leader election in radio networks, but very little is known about the trade-off between time and energy. $\textbf{Time-energy trade-off:}$ For any $k \geq \log \log N$, we show that a leader among at most $n$ devices can be elected deterministically in $O(k \cdot n^{1+\epsilon}) + O(k \cdot N^{1/k})$ time and $O(k)$ energy if each device can simultaneously transmit and listen, where $\epsilon > 0$ is any small constant. This improves upon the previous $O(N)$-time $O(\log \log N)$-energy algorithm by Chang et al. [STOC 2017]. We provide lower bounds to show that the time-energy trade-off of our algorithm is near-optimal. $\textbf{Dense instances:}$ For the dense instances where the number of devices is $n = \Theta(N)$, we design a deterministic leader election algorithm using only $O(1)$ energy. This improves upon the $O(\log^* N)$-energy algorithm by Jurdzi\'{n}ski et al. [PODC 2002] and the $O(\alpha(N))$-energy algorithm by Chang et al. [STOC 2017]. More specifically, we show that the optimal deterministic energy complexity of leader election is $\Theta\left(\max\left\{1, \log \frac{N}{n}\right\}\right)$ if the devices cannot simultaneously transmit and listen, and it is $\Theta\left(\max\left\{1, \log \log \frac{N}{n}\right\}\right)$ if they can.
Exploration is one of the most important tasks in Reinforcement Learning, but it is not well-defined beyond finite problems in the Dynamic Programming paradigm (see Subsection 2.4). We provide a reinterpretation of exploration which can be applied to any online learning method. We come to this definition by approaching exploration from a new direction. After finding that concepts of exploration created to solve simple Markov decision processes with Dynamic Programming are no longer broadly applicable, we reexamine exploration. Instead of extending the ends of dynamic exploration procedures, we extend their means. That is, rather than repeatedly sampling every state-action pair possible in a process, we define the act of modifying an agent to itself be explorative. The resulting definition of exploration can be applied in infinite problems and non-dynamic learning methods, which the dynamic notion of exploration cannot tolerate. To understand the way that modifications of an agent affect learning, we describe a novel structure on the set of agents: a collection of distances (see footnote 7) $d_{a} \in A$, which represent the perspectives of each agent possible in the process. Using these distances, we define a topology and show that many important structures in Reinforcement Learning are well behaved under the topology induced by convergence in the agent space.
Optimal transport distances have found many applications in machine learning for their capacity to compare non-parametric probability distributions. Yet their algorithmic complexity generally prevents their direct use on large scale datasets. Among the possible strategies to alleviate this issue, practitioners can rely on computing estimates of these distances over subsets of data, {\em i.e.} minibatches. While computationally appealing, we highlight in this paper some limits of this strategy, arguing it can lead to undesirable smoothing effects. As an alternative, we suggest that the same minibatch strategy coupled with unbalanced optimal transport can yield more robust behavior. We discuss the associated theoretical properties, such as unbiased estimators, existence of gradients and concentration bounds. Our experimental study shows that in challenging problems associated to domain adaptation, the use of unbalanced optimal transport leads to significantly better results, competing with or surpassing recent baselines.
To rapidly learn a new task, it is often essential for agents to explore efficiently -- especially when performance matters from the first timestep. One way to learn such behaviour is via meta-learning. Many existing methods however rely on dense rewards for meta-training, and can fail catastrophically if the rewards are sparse. Without a suitable reward signal, the need for exploration during meta-training is exacerbated. To address this, we propose HyperX, which uses novel reward bonuses for meta-training to explore in approximate hyper-state space (where hyper-states represent the environment state and the agent's task belief). We show empirically that HyperX meta-learns better task-exploration and adapts more successfully to new tasks than existing methods.
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.
This paper aims at learning representations for long sequences of continuous signals. Recently, the BERT model has demonstrated the effectiveness of stacked transformers for representing sequences of discrete signals (i.e. word tokens). Inspired by its success, we adopt the stacked transformer architecture, but generalize its training objective to maximize the mutual information between the masked signals, and the bidirectional context, via contrastive loss. This enables the model to handle continuous signals, such as visual features. We further consider the case when there are multiple sequences that are semantically aligned at the sequence-level but not at the element-level (e.g. video and ASR), where we propose to use a Transformer to estimate the mutual information between the two sequences, which is again maximized via contrastive loss. We demonstrate the effectiveness of the learned representations on modeling long video sequences for action anticipation and video captioning. The results show that our method, referred to by Contrastive Bidirectional Transformer ({\bf CBT}), outperforms various baselines significantly. Furthermore, we improve over the state of the art.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
This paper proposes a Reinforcement Learning (RL) algorithm to synthesize policies for a Markov Decision Process (MDP), such that a linear time property is satisfied. We convert the property into a Limit Deterministic Buchi Automaton (LDBA), then construct a product MDP between the automaton and the original MDP. A reward function is then assigned to the states of the product automaton, according to accepting conditions of the LDBA. With this reward function, our algorithm synthesizes a policy that satisfies the linear time property: as such, the policy synthesis procedure is "constrained" by the given specification. Additionally, we show that the RL procedure sets up an online value iteration method to calculate the maximum probability of satisfying the given property, at any given state of the MDP - a convergence proof for the procedure is provided. Finally, the performance of the algorithm is evaluated via a set of numerical examples. We observe an improvement of one order of magnitude in the number of iterations required for the synthesis compared to existing approaches.