We introduce a new formulation of the Hidden Parameter Markov Decision Process (HiP-MDP), a framework for modeling families of related tasks using low-dimensional latent embeddings. Our new framework correctly models the joint uncertainty in the latent parameters and the state space. We also replace the original Gaussi…
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48 results for “Hidden-Parameter Markov Decision Processes”
Due to physiological variation, patients diagnosed with the same condition may exhibit divergent, but related, responses to the same treatments. Hidden Parameter Markov Decision Processes (HiP-MDPs) tackle this transfer-learning problem by embedding these tasks into a low-dimensional space. However, the original formul…
This work extends HiP-MDPs to robust state abstractions for multi-task and meta-reinforcement learning.
problem Limited observability of state in HiP-MDPs for real-world scenarios with rich observation spaces.
method Inspired by Block MDPs, the work extends HiP-MDPs to enable robust state abstractions for multi-task and meta-reinforcement learning.
result Transfer and generalization bounds based on task and state similarity, and sample complexity bounds that depend on the aggregate number of samples across tasks.
Bayesian inference for biochemical reaction networks using jump-diffusion approximations.
problem Estimating hidden quantities in poorly characterized biochemical processes.
method Developed a Bayesian inference algorithm based on Markov chain Monte Carlo and sequential Monte Carlo methods.
result Numerical evaluation of the algorithm for a partially observed multi-scale birth-death process.
Supervised learning frequently boils down to determining hidden and bright parameters in a parameterized hypothesis space based on finite input-output samples. The hidden parameters determine the attributions of hidden predictors or the nonlinear mechanism of an estimator, while the bright parameters characterize how h…
Paper tests Markov assumption in sequential decision making.
problem Testing the Markov assumption in sequential decision making.
method Forward-Backward Learning procedure to test MA without assuming parametric forms.
result The proposed test plays a crucial role in identifying optimal policies in complex decision processes.
The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method for analyzing time series. In this paper, we introduce a new framework for analyzi…
New algorithm solves uncertain Markov decision processes using Wasserstein uncertainty.
problem Solving Markov decision processes with uncertain transition probabilities.
method Distributionally robust -learning algorithm for Wasserstein uncertainty.
result Convergence of the algorithm proved and demonstrated with real data.
Paper presents an algorithm for optimal regret in communicating Markov decision processes.
problem Achieving optimal regret in Markov decision processes with a communicating assumption.
method The algorithm explicitly tracks the constant K(M) to learn optimally, balancing exploration, co-exploration, and exploitation.
result The algorithm achieves asymptotically optimal regret for communicating Markov decision processes.
New method models unknown systems with hidden parameters using neural networks.
problem Modeling unknown dynamical systems with hidden parameters.
method Training a deep neural network (DNN) model using trajectory data of the unknown system.
result DNN model accurately predicts unknown dynamical systems with new initial conditions.
Study optimality in safety-constrained Markov decision processes using asynchronous value iteration and modified Q-learning.
problem Optimality in safety-constrained Markov decision processes with multichain structure.
method Formulated as a zero-sum game, constructed asynchronous value iteration scheme and modified Q-learning algorithm.
result Resolved Bellman's principle of optimality for multichain Markov decision processes and provided learning algorithms.
Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with a large or indefinite time horizon. Choosing a representation of the underlying…
Develops an actor-critic algorithm for risk-sensitive Markov decision processes.
problem Risk-sensitive cost criterion in Markov decision processes.
method Actor-critic algorithm with function approximation.
result Asymptotic convergence of the actor-critic algorithm.
Overview of risk-sensitive Markov decision processes with Optimized Certainty Equivalent.
problem Optimizing decision-making under risk in Markov processes.
method Analyzes risk-sensitive criteria using Optimized Certainty Equivalent, including entropic risk and Conditional Value-at-Risk.
result Conditions for the existence of optimal policies and solution procedures are provided.
Algorithm finds safe zones in policy Markov Decision Processes to limit trajectory escape.
problem Finding safe zones in policy Markov Decision Processes to limit trajectory escape.
method Bi-criteria approximation learning algorithm with polynomial sample complexity.
result Achieves almost 2 approximation for both escape probability and safe zone size.
Risk measures applied to dynamic Markov processes with varying risk aversion.
problem Investigating dynamic risk measures in Markov decision processes with varying risk aversion.
method Distributional viewpoint on law-invariant convex risk measures, applied to Markov decision processes with latent costs and random actions.
result Existence of optimal policies in finite and infinite time horizons under mild assumptions.
We address the problem of inverse reinforcement learning in Markov decision processes where the agent is risk-sensitive. In particular, we model risk-sensitivity in a reinforcement learning framework by making use of models of human decision-making having their origins in behavioral psychology, behavioral economics, an…
Bayesian method infers local rules for collective animal movement.
problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.
The paper tackles batch policy learning in Markov Decision Processes, focusing on average reward maximization.
problem Maximizing long-term average reward in Markov Decision Processes with batch learning.
method Doubly robust estimator for average reward, optimization algorithm for optimal policy, finite-sample regret guarantee.
result The proposed method achieves semiparametric efficiency and provides a finite-sample regret guarantee.
New algorithm identifies best policy in MDPs faster.
problem Identifying the best policy in Markov Decision Processes.
method Problem-dependent lower bound and first algorithm with instance-specific sample complexity.
result First algorithm with reduced exploration rate for faster convergence.
We develop robust Markov Decision Processes with risk measures for uncertain environments.
problem Uncertainty in Markov Decision Processes and its impact on risk measures.
method Formulation as a Stackelberg game, robust cost and value iterations, existence of optimal policies.
result Existence of deterministic optimal policies for robust optimization and risk measures.
Q-learning for average cost MDPs gets a concentration bound.
problem Finding bounds for Q-learning in average cost MDPs.
method Derives a concentration bound using shortest path problem equivalence.
result Numerical comparison with relative value iteration shows the bound's effectiveness.
New Q-learning method achieves optimal sample complexity for average-reward problems.
problem Challenges in achieving optimal sample complexity for average-reward Q-learning.
method Synchronous and asynchronous Q-learning with a new contraction principle.
result Optimal sample complexity guarantees.
RL agents learn from a few tasks to generalize to new ones.
problem Creating efficient RL agents that can solve multiple tasks.
method GHP-MDPs model with latent variables for hidden parameters.
result State-of-the-art performance and sample-efficiency on new tasks.
We introduce Threatened Markov Decision Processes (TMDPs) as an extension of the classical Markov Decision Process framework for Reinforcement Learning (RL). TMDPs allow suporting a decision maker against potential opponents in a RL context. We also propose a level-k thinking scheme resulting in a novel learning approa…
This paper analyzes risk-sensitive reinforcement learning with Conditional Value-at-Risk (CVaR) for robust Markov Decision Processes.
problem Risk-sensitive reinforcement learning for robust Markov Decision Processes (RMDPs) with state-action-dependent ambiguity sets.
method The paper establishes a connection between robustness and risk sensitivity, defining a new risk measure NCVaR and proposing value iteration algorithms.
result The proposed approach using NCVaR optimization and value iteration algorithms can solve problems with state-action-dependent ambiguity sets.
The principle of peer review is central to the evaluation of research, by ensuring that only high-quality items are funded or published. But peer review has also received criticism, as the selection of reviewers may introduce biases in the system. In 2014, the organizers of the ``Neural Information Processing Systems\r…
LightGCNet simplifies AI for soft sensors, reducing complexity and training time.
problem Complex and resource-intensive deep learning models for soft sensors.
method LightGCNet uses compact angle constraints and node pool strategy for efficient learning.
result LightGCNet achieves small network size, fast learning, and good generalization.
We characterize value functions in partially observable MDPs as semi-algebraic sets.
problem Understanding feasible value functions in partially observable Markov decision processes.
method Characterization of feasible value functions as semi-algebraic sets defined by polynomial inequalities.
result The feasible set of value functions in POMDPs is a semi-algebraic set, not a polytope as in MDPs.
New RL framework models continuous-time dynamics using neural ODEs.
problem Modeling continuous-time dynamics in semi-Markov decision processes.
method Model-based reinforcement learning with neural ODEs.
result High-performing policies developed with minimal data.
Study minimax-optimal rates for offline decision-making with function approximation.
problem Statistical complexity of offline decision-making with function approximation.
method Near minimax-optimal rates for stochastic contextual bandits and Markov decision processes, using pseudo-dimension and behavior policy.
result Established performance limits and new characterization of behavior policy.
Study minimax optimal RL in factored MDPs with bonus exploration.
problem Optimal reinforcement learning in episodic factored MDPs.
method Proposes two model-based algorithms with bonus exploration for minimax optimal regret.
result Achieves minimax optimal regret guarantees for rich factored structures.
The paper tackles robust policy learning in MDPs using statistical methods.
problem Offline data-driven sequential decision making in MDPs.
method Evaluates policies using average rewards centered at policy-induced stationary distributions. Developed a statistically efficient method for estimating robust optimal policies.
result Established a rate-optimal regret bound up to a logarithmic factor.
Paper tackles identifying an odd arm in a multi-armed bandit with restless Markov processes and trembling hand.
problem Identifying an odd arm in a multi-armed bandit with restless Markov processes and trembling hand.
method Derive asymptotic lower bound on expected time to identify the odd arm, stitch together parameterised solutions to MDPs.
result First known asymptotic lower bound on expected time to identify the odd arm, with vanishing error probability.
New algorithm reduces sample complexity for planning in MDPs.
problem Planning in MDPs with unknown transitions.
method MDP-GapE, a trajectory-based MCTS algorithm.
result Proves upper bound on sample complexity in terms of sub-optimality gaps.
Sampling Decisionscs.LG
Introduces DF framework for sampling decisions from target distributions.
problem Sampling from target distributions with additional guidance.
method DF framework based on MDP and Path Integral Diffusion.
result DF enhances guided sampling across various applications.
We develop algorithms with low regret for learning episodic Markov decision processes based on kernel approximation techniques. The algorithms are based on both the Upper Confidence Bound (UCB) as well as Posterior or Thompson Sampling (PSRL) philosophies, and work in the general setting of continuous state and action …
New RL approach tackles constrained Markov decision processes.
problem Applying RL to physical systems with safety constraints.
method Formulated as a Constrained Markov Decision Process (CMDP), introduced a safe policy improvement method.
result Agent learns to maximize returns while satisfying constraints.
Develops new reinforcement learning methods for complex constrained decision-making problems.
problem Complex constrained decision-making problems with a continuum of constraints.
method Proposes semi-infinitely constrained Markov decision processes (SICMDPs) and two reinforcement learning algorithms: SI-CRL and SI-CPO.
result Demonstrates the effectiveness of SI-CRL and SI-CPO in solving complex sequential decision-making tasks.
The paper introduces a method to learn Markov state abstractions for reinforcement learning.
problem Learning Markov state representations in complex environments.
method The paper introduces a novel set of conditions and a training procedure combining inverse model estimation and temporal contrastive learning.
result The approach learns representations that capture the underlying structure of the domain and improve sample efficiency.
New methods improve temporal difference learning for policy evaluation in Markov decision processes.
problem Improving temporal difference learning for policy evaluation in Markov decision processes.
method Introduced variance-reduced forms of stochastic approximation to achieve non-asymptotic, instance-dependent optimality.
result Temporal difference learning is strictly suboptimal, but variance-reduced forms achieve optimality up to logarithmic factors.
Algorithm learns mixtures of Markov chains and MDPs from short trajectories.
problem Learning mixtures of Markov chains and MDPs from short unlabeled trajectories.
method Subspace estimation, spectral clustering, EM algorithm, model estimation, classification.
result 96.6% average accuracy on a mixture of two MDPs in gridworld, outperforming EM algorithm with random initialization.
This work extends reinforcement learning to handle non-cumulative objectives.
problem Optimizing functions of rewards rather than their sum in decision processes.
method Mapping NCMDPs to standard MDPs for reinforcement learning.
result Reinforcement learning techniques can be applied to NCMDPs.
Studies on massive open online courses (MOOCs) users discuss the existence of typical profiles and their impact on the learning process of the students. However defining the typical behaviors as well as classifying the users accordingly is a difficult task. In this paper we suggest two methods to model MOOC users behav…
A new method for risk-averse decision-making in Markov processes with improved regret bounds.
problem Risk-averse decision-making in Markov processes.
method Introduces mini-batch measures and multipattern risk-averse problems in a feature-based -learning method.
result Proves a high-probability regret bound of for the -learning method.
A new algorithm trains experts to safely guide agents in partially observed environments.
problem Existing imitation learning methods for POMDPs can lead to sub-optimal or unsafe policies.
method Derive an objective to encourage the expert to maximize the agent's reward, then use it to train both expert and agent.
result The algorithm produces an expert policy that the agent can safely imitate, outperforming fixed expert policies.
Improved analysis of UCRL2 with empirical Bernstein inequality reduces exploration-exploitation regret.
problem Exploration-exploitation in communicating Markov Decision Processes.
method Analysis of UCRL2 with Empirical Bernstein inequalities (UCRL2B).
result Regret bound of for UCRL2B.
Paper eliminates warm-up phase for PO in linear MDPs, achieving optimal regret.
problem Costly warm-up phase in PO algorithms for linear MDPs.
method Simple contraction mechanism replaces warm-up phase.
result Achieves rate-optimal regret with improved dependence on problem parameters.