We study the problem of learning sequential decision-making policies in settings with multiple state-action representations. Such settings naturally arise in many domains, such as planning (e.g., multiple integer programming formulations) and various combinatorial optimization problems (e.g., those with both integer programming and graph-based formulations). Inspired by the classical co-training framework for classification, we study the problem of co-training for policy learning. We present sufficient conditions under which learning from two views can improve upon learning from a single view alone. Motivated by these theoretical insights, we present a meta-algorithm for co-training for sequential decision making. Our framework is compatible with both reinforcement learning and imitation learning. We validate the effectiveness of our approach across a wide range of tasks, including discrete/continuous control and combinatorial optimization.
Health-related data is noisy and stochastic in implying the true physiological states of patients, limiting information contained in single-moment observations for sequential clinical decision making. We model patient-clinician interactions as partially observable Markov decision processes (POMDPs) and optimize sequential treatment based on belief states inferred from history sequence. To facilitate inference, we build a variational generative model and boost state representation with a recurrent neural network (RNN), incorporating an auxiliary loss from sequence auto-encoding. Meanwhile, we o…
Value-based methods for reinforcement learning lack generally applicable ways to derive behavior from a value function. Many approaches involve approximate value iteration (e.g., $Q$-learning), and acting greedily with respect to the estimates with an arbitrary degree of entropy to ensure that the state-space is sufficiently explored. Behavior based on explicit greedification assumes that the values reflect those of \textit{some} policy, over which the greedy policy will be an improvement. However, value-iteration can produce value functions that do not correspond to \textit{any} policy. This …
C2SMART University Transportation Center（C2SMART大学交通中心）；New York University（纽约大学）
As various city agencies and mobility operators navigate toward innovative mobility solutions, there is a need for strategic flexibility in well-timed investment decisions in the design and timing of mobility service regions, i.e. cast as "real options" (RO). This problem becomes increasingly challenging with multiple interacting RO in such investments. We propose a scalable machine learning based RO framework for multi-period sequential service region design & timing problem for mobility-on-demand services, framed as a Markov decision process with non-stationary stochastic variables. A value …
This paper proposes a novel scheme for the watermarking of Deep Reinforcement Learning (DRL) policies. This scheme provides a mechanism for the integration of a unique identifier within the policy in the form of its response to a designated sequence of state transitions, while incurring minimal impact on the nominal performance of the policy. The applications of this watermarking scheme include detection of unauthorized replications of proprietary policies, as well as enabling the graceful interruption or termination of DRL activities by authorized entities. We demonstrate the feasibility of o…
The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research area, known as offline RL, has largely focused on offline policy optimization, aiming to find a return-maximizing policy exclusively from offline data. In this paper, we consider a slightly different approach to incorporating offline data into sequential decision-making. We aim to answer the question, what unsupervised objectives applied to offline datasets are …
Arizona State University（亚利桑那州立大学）；Massachusetts Institute of Technology（麻省理工学院）
In this paper we consider infinite horizon discounted dynamic programming problems with finite state and control spaces, and partial state observations. We discuss an algorithm that uses multistep lookahead, truncated rollout with a known base policy, and a terminal cost function approximation. This algorithm is also used for policy improvement in an approximate policy iteration scheme, where successive policies are approximated by using a neural network classifier. A novel feature of our approach is that it is well suited for distributed computation through an extended belief space formulatio…
Solving complex problems using reinforcement learning necessitates breaking down the problem into manageable tasks and learning policies to solve these tasks. These policies, in turn, have to be controlled by a master policy that takes high-level decisions. Hence learning policies involves hierarchical decision structures. However, training such methods in practice may lead to poor generalization, with either sub-policies executing actions for too few time steps or devolving into a single policy altogether. In our work, we introduce an alternative approach to learn such skills sequentially wit…
Recent years have seen a significant amount of interests in Sequential Recommendation (SR), which aims to understand and model the sequential user behaviors and the interactions between users and items over time. Surprisingly, despite the huge success Sequential Recommendation has achieved, there is little study on Sequential Search (SS), a twin learning task that takes into account a user's current and past search queries, in addition to behavior on historical query sessions. The SS learning task is even more important than the counterpart SR task for most of E-commence companies due to its m…
Harvard University（哈佛大学）；Imperial College London（伦敦帝国理工学院）
Learning-to-defer is a framework to automatically defer decision-making to a human expert when ML-based decisions are deemed unreliable. Existing learning-to-defer frameworks are not designed for sequential settings. That is, they defer at every instance independently, based on immediate predictions, while ignoring the potential long-term impact of these interventions. As a result, existing frameworks are myopic. Further, they do not defer adaptively, which is crucial when human interventions are costly. In this work, we propose Sequential Learning-to-Defer (SLTD), a framework for learning-to-…
Max-Planck Institute for Informatics（马克斯·普朗克信息学研究所）；Saarland University（萨尔兰大学）
Reinforcement learning (RL) has advanced greatly in the past few years with the employment of effective deep neural networks (DNNs) on the policy networks. With the great effectiveness came serious vulnerability issues with DNNs that small adversarial perturbations on the input can change the output of the network. Several works have pointed out that learned agents with a DNN policy network can be manipulated against achieving the original task through a sequence of small perturbations on the input states. In this paper, we demonstrate furthermore that it is also possible to impose an arbitrar…
Sequential Bayesian Optimal Experimental Design in Infinite Dimensions via Policy Gradient Reinforcement Learning
School of Mathematics, Georgia Institute of Technology（数学系，佐治亚理工学院）；School of Computational Science and Engineering, Georgia Institute of Technology（计算科学与工程系，佐治亚理工学院）
Recently, it has been shown how sampling actions from the predictive distribution over the optimal action-sometimes called Thompson sampling-can be applied to solve sequential adaptive control problems, when the optimal policy is known for each possible environment. The predictive distribution can then be constructed by a Bayesian superposition of the optimal policies weighted by their posterior probability that is updated by Bayesian inference and causal calculus. Here we discuss three important features of this approach. First, we discuss in how far such Thompson sampling can be regarded as …
Institute of Automation, Chinese Academy（中国科学院自动化研究所）；FUJITSU（富士通）；China Academy of Telecommunication Research of MIIT（工业和信息化部电信研究院）
Generating sequential decision process from huge amounts of measured process data is a future research direction for collaborative factory automation, making full use of those online or offline process data to directly design flexible make decisions policy, and evaluate performance. The key challenges for the sequential decision process is to online generate sequential decision-making policy directly, and transferring knowledge across tasks domain. Most multi-task policy generating algorithms often suffer from insufficient generating cross-task sharing structure at discrete-time nonlinear syst…
University of Massachusetts（马萨诸塞大学）；Adobe Research（奥多比研究院）；University of Alberta（阿尔伯塔大学）；Amii（Amii（阿尔伯塔机器智能研究所））
Many real-world sequential decision-making problems involve critical systems with financial risks and human-life risks. While several works in the past have proposed methods that are safe for deployment, they assume that the underlying problem is stationary. However, many real-world problems of interest exhibit non-stationarity, and when stakes are high, the cost associated with a false stationarity assumption may be unacceptable. We take the first steps towards ensuring safety, with high confidence, for smoothly-varying non-stationary decision problems. Our proposed method extends a type of s…
Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency. To mitigate this issue, a number of variance-reduction approaches have been proposed. Unfortunately, in the challenging problems with delayed rewards, these approaches either bring a relatively modest improvement or do reduce variance at expense of introducing a bias and undermining convergence. The unbiased methods of gradient estimation, in general, only p…
University of California, San Diego（加州大学圣地亚哥分校）；Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））
Rewards and punishments in different forms are pervasive and present in a wide variety of decision-making scenarios. By observing the outcome of a sufficient number of repeated trials, one would gradually learn the value and usefulness of a particular policy or strategy. However, in a given environment, the outcomes resulting from different trials are subject to chance influence and variations. In learning about the usefulness of a given policy, significant costs are involved in systematically undertaking the sequential trials; therefore, in most learning episodes, one would wish to keep the c…
ETH Zürich（苏黎世联邦理工学院）；Harbin Institute of Technology（哈尔滨工业大学）；NASA Ames Research Center（美国国家航空航天局艾姆斯研究中心）
Prescribing optimal operation based on the condition of the system and, thereby, potentially prolonging the remaining useful lifetime has a large potential for actively managing the availability, maintenance and costs of complex systems. Reinforcement learning (RL) algorithms are particularly suitable for this type of problems given their learning capabilities. A special case of a prescriptive operation is the power allocation task, which can be considered as a sequential allocation problem, where the action space is bounded by a simplex constraint. A general continuous action-space solution o…
Offline Multi-agent Reinforcement Learning via Sequential Score Decomposition
School of Data Science, The Chinese University of Hong Kong, Shenzhen, China（香港中文大学（深圳）数据科学学院）；School of Computer Science, Tongji University, Shanghai, China（同济大学计算机科学学院）；Vector Institute（向量研究所）
Harvard University（哈佛大学）；Massachusetts General Hospital（麻省总医院）
Reinforcement learning (RL) has shown great success in estimating sequential treatment strategies which take into account patient heterogeneity. However, health-outcome information, which is used as the reward for reinforcement learning methods, is often not well coded but rather embedded in clinical notes. Extracting precise outcome information is a resource intensive task, so most of the available well-annotated cohorts are small. To address this issue, we propose a semi-supervised learning (SSL) approach that efficiently leverages a small sized labeled data with true outcome observed, and a…
Analyzing sequential activity and travel decisions with interpretable deep inverse reinforcement learning
The Singapore-MIT Alliance for Research and Technology（新加坡-麻省理工学院研究与技术联盟）；University of Florida（佛罗里达大学）；McGill University（麦吉尔大学）；The University of Hong Kong（香港大学）；Massachusetts Institute of Technology（麻省理工学院）；Institute for Data, Systems, and Society, Massachusetts Institute of Technology（麻省理工学院数据、系统与社会研究所）
Sequential Beats Joint: On the Interplay between On-Policy Distillation and RLVR
New York University（纽约大学）；University of Chicago（芝加哥大学）；University of Waterloo（滑铁卢大学）；University of Alberta（阿尔伯塔大学）；NYU Shanghai（纽约大学上海分校）；Alberta Machine Intelligence Institute (Amii)（阿尔伯塔机器智能研究所）
Your Offline Policy is Not Trustworthy: Bilevel Reinforcement Learning for Sequential Portfolio Optimization
MoE Key Lab of Artificial Intelligence, AI Institute, Shanghai Jiao Tong University, China（人工智能教育部重点实验室、人工智能研究院、上海交通大学）；Department of Computer Science, University of Illinois Chicago, USA（计算机科学系、伊利诺伊大学芝加哥分校）
It is often argued that an agent making decisions on behalf of two or more principals who have different utility functions should adopt a {\em Pareto-optimal} policy, i.e., a policy that cannot be improved upon for one agent without making sacrifices for another. A famous theorem of Harsanyi shows that, when the principals have a common prior on the outcome distributions of all policies, a Pareto-optimal policy for the agent is one that maximizes a fixed, weighted linear combination of the principals' utilities. In this paper, we show that Harsanyi's theorem does not hold for principals with d…
Deep neural network (DNN) based approaches hold significant potential for reinforcement learning (RL) and have already shown remarkable gains over state-of-art methods in a number of applications. The effectiveness of DNN methods can be attributed to leveraging the abundance of supervised data to learn value functions, Q-functions, and policy function approximations without the need for feature engineering. Nevertheless, the deployment of DNN-based predictors with very deep architectures can pose an issue due to computational and other resource constraints at test-time in a number of applicati…
School of Electrical Engineering, KAIST（韩国科学技术院电气工程学院）
This paper proposes a new sequential model learning architecture to solve partially observable Markov decision problems. Rather than compressing sequential information at every timestep as in conventional recurrent neural network-based methods, the proposed architecture generates a latent variable in each data block with a length of multiple timesteps and passes the most relevant information to the next block for policy optimization. The proposed blockwise sequential model is implemented based on self-attention, making the model capable of detailed sequential learning in partial observable set…
Sequential Hiring of Contingent Workers Through Learning-Based Optimization
Department of Industrial and Operations Engineering, University of Michigan（工业与运营工程系，密歇根大学）；Ross School of Business, University of Michigan（罗斯商学院，密歇根大学）
School of Elec Eng, Computing and Mathematical Sciences, Curtin University（科廷大学电子工程、计算与数学科学学院）；School of Computer Science, University of Sydney（悉尼大学计算机科学学院）
We propose a novel IaaS composition framework that selects an optimal set of consumer requests according to the provider's qualitative preferences on long-term service provisions. Decision variables are included in the temporal conditional preference networks (TempCP-net) to represent qualitative preferences for both short-term and long-term consumers. The global preference ranking of a set of requests is computed using a \textit{k}-d tree indexing based temporal similarity measure approach. We propose an extended three-dimensional Q-learning approach to maximize the global preference ranking.…
Ecole Centrale Marseille（马赛中央理工学院）；Aix-Marseille Univ.（艾克斯-马赛大学）
We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be acquired in an adaptive way. The general architecture of our approach relies on representation learning to enable performing prediction on any partially observed sample, whatever the set of its observed features are. The resulting model is an original mix of representation learning and of reinforcement learning ideas. It is learned with policy gradient techniques …
