We study matching settings in which a set of agents have private utilities over a set of items. Each agent reports a partition of the items into approval sets of different threshold utility levels. Given this limited information on input, the goal is to compute an assignment of the items to the agents (subject to cardinality constraints depending on the application) that (approximately) maximizes the social welfare (the total utility of the agents for their assigned items). We first consider the well-known, simple one-sided matching problem in which each of a set of agents is to be assigned exactly one item. We show tight bounds on distortion of deterministic and randomized matching algorithms that are functions of the number of threshold utility levels. We further show that our distortion bounds extend to a more general setting in which there are multiple copies of the items, each agent can be assigned a number of items (even copies of the same one) up to a capacity, and the utility of an agent for an item depends on the number of its copies that the agent is given.
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We consider competitive facility location as a two-stage multi-agent system with two types of clients. For a given host graph with weighted clients on the vertices, first facility agents strategically select vertices for opening their facilities. Then, the clients strategically select which of the opened facilities in their neighborhood to patronize. Facilities want to attract as much client weight as possible, clients want to minimize congestion on the chosen facility. All recently studied versions of this model assume that clients can split their weight strategically. We consider clients with unsplittable weights, but allow mixed strategies. So clients may randomize over which facility to patronize. Besides modeling a natural client behavior, this subtle change yields drastic changes, e.g., for a given facility placement, qualitatively different client equilibria are possible. As our main result, we show that pure subgame perfect equilibria always exist if all client weights are identical. For this, we use a novel potential function argument, employing a hierarchical classification of the clients and sophisticated rounding in each step. In contrast, for non-identical clients, we show that deciding the existence of even approximately stable states is computationally intractable. On the positive side, we give a tight bound of 2 on the price of anarchy which implies high social welfare of equilibria, if they exist.
We study the problem of fairly allocating a set of chores to a group of agents. The existence of envy-free up to any item (EFX) allocations is a long-standing open question for both goods and chores. We resolve this question by providing a negative answer for the latter, presenting a simple construction that admits no EFX solutions for allocating six items to three agents equipped with superadditive cost functions, thus proving a separation result between goods and bads. In fact, we uncover a deeper insight, showing that the instance has unbounded approximation ratio. Moreover, we show that deciding whether an EFX allocation exists is NP-complete. On the positive side, we establish the existence of EFX allocations under general monotone cost functions when the number of items is at most n + 2. We then shift our attention to additive cost functions. We employ a general framework in order to improve the approximation guarantees in the well-studied case of three additive agents, and provide several conditional approximation bounds that leverage ordinal information.
Trend filtering simplifies complex time series data by applying smoothness to filter out noise while emphasizing proximity to the original data. However, existing trend filtering methods fail to reflect abrupt changes in the trend due to `approximateness,' resulting in constant smoothness. This approximateness uniformly filters out the tail distribution of time series data, characterized by extreme values, including both abrupt changes and noise. In this paper, we propose Trend Point Detection formulated as a Markov Decision Process (MDP), a novel approach to identifying essential points that should be reflected in the trend, departing from approximations. We term these essential points as Dynamic Trend Points (DTPs) and extract trends by interpolating them. To identify DTPs, we utilize Reinforcement Learning (RL) within a discrete action space and a forecasting sum-of-squares loss function as a reward, referred to as the Dynamic Trend Filtering network (DTF-net). DTF-net integrates flexible noise filtering, preserving critical original subsequences while removing noise as required for other subsequences. We demonstrate that DTF-net excels at capturing abrupt changes compared to other trend filtering algorithms and enhances forecasting performance, as abrupt changes are predicted rather than smoothed out.
Image Retrieval with Self-Supervised Divergence Minimization and Cross-Attention Classification
PDF ↗Common approaches to image retrieval include contrastive methods and specialized loss functions such as ranking losses and entropy regularizers. We present DMCAC (Divergence Minimization with Cross-Attention Classification), a novel image retrieval method that offers a new perspective on this training paradigm. We use self-supervision with a novel divergence loss framework alongside a simple data flow adjustment that minimizes a distribution over a database directly during training. We show that jointly learning a query representation over a database is a competitive and often improved alternative to traditional contrastive methods for image retrieval. We evaluate our method across several model configurations and four datasets, achieving state-of-the-art performance in multiple settings. We also conduct a thorough set of ablations that show the robustness of our method across full vs. approximate retrieval and different hyperparameter configurations.
The demand for open and trustworthy AI models points towards widespread publishing of model weights. Consumers of these model weights must be able to act accordingly with the information provided. That said, one of the simplest AI classification models, Logistic Regression (LR), has an unwieldy interpretation of its model weights, with greater difficulties when extending LR to generalised additive models. In this work, we show via a User Study that skilled participants are unable to reliably reproduce the action of small LR models given the trained parameters. As an antidote to this, we define Linearised Additive Models (LAMs), an optimal piecewise linear approximation that augments any trained additive model equipped with a sigmoid link function, requiring no retraining. We argue that LAMs are more interpretable than logistic models -- survey participants are shown to solve model reasoning tasks with LAMs much more accurately than with LR given the same information. Furthermore, we show that LAMs do not suffer from large performance penalties in terms of ROC-AUC and calibration with respect to their logistic counterparts on a broad suite of public financial modelling data.
This paper focuses on the problem of learning compressed state representations for multi-agent tasks. Under the assumption of rich observation, we pinpoint that the state representations should be compressed both spatially and temporally to enable efficient prioritization of task-relevant features, while existing works typically fail. To overcome this limitation, we propose a novel method named Spatio-Temporal stAte compRession (STAR) that explicitly defines both spatial and temporal compression operations on the learned state representations to encode per-agent task-relevant features. Specifically, we first formalize this problem by introducing Task Informed Partially Observable Stochastic Game (TI-POSG). Then, we identify the spatial representation compression in it as encoding the latent states from the joint observations of all agents, and achieve this by learning representations that approximate the latent states based on the information theoretical principle. After that, we further extract the task-relevant features of each agent from these representations by aligning them based on their reward similarities, which is regarded as the temporal representation compression. Structurally, we implement these two compression by learning a set of agent-specific decoding functions and incorporate them into a critic shared by agents for scalable learning. We evaluate our method by developing decentralized policies on 12 maps of the StarCraft Multi-Agent Challenge benchmark, and the superior performance demonstrates its effectiveness.
A widely-studied deep reinforcement learning (RL) technique known as Prioritized Experience Replay (PER) allows agents to learn from transitions sampled with non-uniform probability proportional to their temporal-difference (TD) error. Although it has been shown that PER is one of the most crucial components for the overall performance of deep RL methods in discrete action domains, many empirical studies indicate that it considerably underperforms off-policy actor-critic algorithms. We theoretically show that actor networks cannot be effectively trained with transitions that have large TD errors. As a result, the approximate policy gradient computed under the Q-network diverges from the actual gradient computed under the optimal Q-function. Motivated by this, we introduce a novel experience replay sampling framework for actor-critic methods, which also regards issues with stability and recent findings behind the poor empirical performance of PER. The introduced algorithm suggests a new branch of improvements to PER and schedules effective and efficient training for both actor and critic networks. An extensive set of experiments verifies our theoretical findings, showing that our method outperforms competing approaches and achieves state-of-the-art results over the standard off-policy actor-critic algorithms.
Inverse reinforcement learning (IRL) has seen significant advancements in recent years. This class of approaches aims to efficiently learn the underlying reward function that rationalizes the behavior exhibited by expert agents, often represented by humans. In contrast to mere behavioral cloning, the reconstruction of a reward function yields appealing implications, as it allows for more effective interpretability of the expert’s decisions and provides a transferable specification of the expert’s objectives for application in even different environments. Unlike the well-understood field of reinforcement learning (RL) from a theoretical perspective, IRL still grapples with limited understanding, significantly constraining its applicability. A fundamental challenge in IRL is the inherent ambiguity in selecting a reward function, given the existence of multiple candidate functions, all explaining the expert’s behavior. In this talk, I will survey three of my papers that have made notable contributions to the IRL field: “Provably Efficient Learning of Transferable Rewards”, “Towards Theoretical Understanding of Inverse Reinforcement Learning”, and “Inverse Reinforcement Learning with Sub-optimal Experts". The central innovation introduced by the first paper is a novel formulation of the IRL problem that overcomes the issue of ambiguity. IRL is reframed as the problem of learning the feasible reward set, which is the set of all rewards that can explain the expert’s behavior. This approach postpones the selection of the reward function, thereby circumventing the ambiguity issues. Furthermore, the feasible reward set exhibits convenient geometric properties that enable the development of efficient algorithms for its computation. Building on this novel formulation of IRL, the second paper addresses the problem of efficiently learning the feasible reward set when the environment and the expert’s policy are not known in advance. It introduces a novel way to assess the dissimilarity between feasible reward sets based on the Hausdorff distance and presents a new PAC (probabilistic approximately correct) framework. The most significant contribution of this paper is the introduction of the first sample complexity lower bound, which highlights the challenges inherent in the IRL problem. Deriving this lower bound necessitated the development of novel technical tools. The paper also demonstrates that when a generative model of the environment is available, a uniform sampling strategy achieves a sample complexity that matches the lower bound, up to logarithmic factors. Finally, in the third paper, the IRL problem in the presence of sub-optimal experts is investigated. Specifically, the paper assumes the availability of multiple sub-optimal experts, in addition to the expert agent, which provides additional demonstrations, associated with a known quantification of the maximum amount of sub-optimality. The paper shows that this richer information mitigates the ambiguity problem, significantly reducing the size of the feasible reward set while retaining its favorable geometric properties. Furthermore, the paper explores the associated statistical problem and derives novel lower bounds for sample complexity, along with almost matching algorithms. These selected papers represent notable advancements in IRL, contributing to the establishment of a solid theoretical foundation for IRL and extending the framework to accommodate scenarios with sub-optimal experts.
The conventional wisdom of simple models in machine learning misses the bigger picture, especially over-parameterized neural networks (NNs), where the number of parameters are much larger than the number of training data. Our goal is to explore the mystery behind over-parameterized models from a theoretical side. In this talk, I will discuss the role of over-parameterization in neural networks, to theoretically understand why they can perform well. First, I will discuss the role of over-parameterization in neural networks from the perspective of models, to theoretically understand why they can genralize well. Second, the effects of over-parameterization in robustness, privacy are discussed. Third, I will talk about the over-parameterization from kernel methods to neural networks in a function space theory view. Besides, from classical statistical learning to sequential decision making, I will talk about the benefits of over-parameterization on how deep reinforcement learning works well for function approximation. Potential future directions on theory of over-parameterization ML will also be discussed.
Multiple-Source Localization from a Single-Snapshot Observation Using Graph Bayesian Optimization
PDF ↗Due to the significance of its various applications, source localization has garnered considerable attention as one of the most important means to confront diffusion hazards. Multi-source localization from a single-snapshot observation is especially relevant due to its prevalence. However, the inherent complexities of this problem, such as limited information, interactions among sources, and dependence on diffusion models, pose challenges to resolution. Current methods typically utilize heuristics and greedy selection, and they are usually bonded with one diffusion model. Consequently, their effectiveness is constrained. To address these limitations, we propose a simulation-based method termed BOSouL. Bayesian optimization (BO) is adopted to approximate the results for its sample efficiency. A surrogate function models uncertainty from the limited information. It takes sets of nodes as the input instead of individual nodes. BOSouL can incorporate any diffusion model in the data acquisition process through simulations. Empirical studies demonstrate that its performance is robust across graph structures and diffusion models. The code is available at https://github.com/XGraph-Team/BOSouL.
Safe Reinforcement Learning with Instantaneous Constraints: The Role of Aggressive Exploration
PDF ↗This paper studies safe Reinforcement Learning (safe RL) with linear function approximation and under hard instantaneous constraints where unsafe actions must be avoided at each step. Existing studies have considered safe RL with hard instantaneous constraints, but their approaches rely on several key assumptions: (i) the RL agent knows a safe action set for every state or knows a safe graph in which all the state-action-state triples are safe, and (ii) the constraint/cost functions are linear. In this paper, we consider safe RL with instantaneous hard constraints without assumption (i) and generalize (ii) to Reproducing Kernel Hilbert Space (RKHS). Our proposed algorithm, LSVI-AE, achieves O(√{d³H⁴K}) regret and O(H √{dK}) hard constraint violation when the cost function is linear and O(H?ₖ √{K}) hard constraint violation when the cost function belongs to RKHS. Here K is the learning horizon, H is the length of each episode, and ?ₖ is the information gain w.r.t the kernel used to approximate cost functions. Our results achieve the optimal dependency on the learning horizon K, matching the lower bound we provide in this paper and demonstrating the efficiency of LSVI-AE. Notably, the design of our approach encourages aggressive policy exploration, providing a unique perspective on safe RL with general cost functions and no prior knowledge of safe actions, which may be of independent interest.
Recommender systems have a significant impact on various real-world applications, shaping people's daily lives and enhancing productivity. Traditional recommender models aim to collect extensive user information to accurately estimate user preferences. However, in practical scenarios, users may not want all their behaviors to be included in the model training process. This paper introduces a novel recommendation paradigm that allows users to indicate their ``willingness'' regarding which data should contribute to model training. The models are then optimized to maximize utility, which considers the trade-off between recommendation performance and respecting user preferences. The recommendation problem is formulated as a multiplayer game, with each user acting as a player and using a selection vector to indicate their willingness to include specific interacted items in training. To efficiently solve this game, an influence function-based model is proposed to approximate recommendation performances for different actions without re-optimizing the model. Furthermore, an enhanced model leveraging multiple anchor actions for the influence function is introduced to improve performance approximation accuracy. The convergence rate of the algorithm is theoretically analyzed, and the advantages of incorporating multiple anchor actions are demonstrated. Extensive experiments on both simulated and real-world datasets validate the effectiveness of the proposed models in balancing recommendation quality and user willingness. To promote this research direction, we have released our project at https://paitesanshi.github.io/IFRQE/.
Real-world data typically exhibit aleatoric uncertainty which has to be considered during data-driven decision-making to assess the confidence of the decision provided by machine learning models. To propagate aleatoric uncertainty represented by probability distributions (PDs) through neural networks (NNs), both sampling-based and function approximation-based methods have been proposed. However, these methods suffer from significant approximation errors and are not able to accurately represent predictive uncertainty in the NN output. In this paper, we present a novel method, Piecewise Linear Transformation (PLT), for propagating PDs through NNs with piecewise linear activation functions (e.g., ReLU NNs). PLT does not require sampling or specific assumptions about the PDs. Instead, it harnesses the piecewise linear structure of such NNs to determine the propagated PD in the output space. In this way, PLT supports the accurate quantification of predictive uncertainty based on the criterion exactness of the propagated PD. We assess this exactness in theory by showing error bounds for our propagated PD. Further, our experimental evaluation validates that PLT outperforms competing methods on publicly available real-world classification and regression datasets regarding exactness. Thus, the PDs propagated by PLT allow to assess the uncertainty of the provided decisions, offering valuable support.
In practice, it is essential to compare and rank candidate policies offline before real-world deployment for safety and reliability. Prior work seeks to solve this offline policy ranking (OPR) problem through value-based methods, such as Off-policy evaluation (OPE). However, they fail to analyze special case performance (e.g., worst or best cases), due to the lack of holistic characterization of policies’ performance. It is even more difficult to estimate precise policy values when the reward is not fully accessible under sparse settings. In this paper, we present Probabilistic Offline Policy Ranking (POPR), a framework to address OPR problems by leveraging expert data to characterize the probability of a candidate policy behaving like experts, and approximating its entire performance posterior distribution to help with ranking. POPR does not rely on value estimation, and the derived performance posterior can be used to distinguish candidates in worst-, best-, and average-cases. To estimate the posterior, we propose POPR-EABC, an Energy-based Approximate Bayesian Computation (ABC) method conducting likelihood-free inference. POPR-EABC reduces the heuristic nature of ABC by a smooth energy function, and improves the sampling efficiency by a pseudo-likelihood. We empirically demonstrate that POPR-EABC is adequate for evaluating policies in both discrete and continuous action spaces across various experiment environments, and facilitates probabilistic comparisons of candidate policies before deployment.
We present a new zero-order optimization method called Minibatch Stochastic Three Points (MiSTP), specifically designed to solve stochastic unconstrained minimization problems when only an approximate evaluation of the objective function is possible. MiSTP is an extension of the Stochastic Three Point Method (STP). The key innovation of MiSTP is that it selects the next point solely based on the objective function approximation, without relying on its exact evaluation. At each iteration, MiSTP generates a random search direction and compares the approximations of the objective function at the current point, the randomly generated direction and its opposite. The best of these three points is chosen as the next iterate. We analyze the worst-case complexity of MiSTP in the convex and non-convex cases and demonstrate that it matches the most accurate complexity bounds known in the literature for zero-order optimization methods. We perform extensive numerical evaluations to assess the computational efficiency of MiSTP and compare its performance to other state-of-the-art methods by testing it on several machine learning tasks. The results show that MiSTP outperforms or has comparable performance against state-of-the-art methods indicating its potential for a wide range of practical applications.
Given the model of a system with explicit temporal constraints, optimal temporal planning is the problem of finding a schedule of actions that achieves a certain goal while optimizing an objective function. Recent approaches for optimal planning reduce the problem to a series of queries to an Optimization Modulo Theory (OMT) solver: each query encodes a bounded version of the problem, with additional abstract actions representing an over-approximation of the plans beyond the bound. This technique suffers from performance issues, mainly due to the looseness of the over-approximation, which can include many non-executable plans. In this paper, we propose a refined abstraction for solving optimal temporal planning via OMT by introducing abstract scheduling constraints, which have a double purpose. First, they enforce a partial ordering of abstract actions based on mutual dependencies between them, which leads to a better makespan estimation and allows to prove optimality sooner. Second, they implicitly forbid circular self-enabling of abstract actions, which is a common cause of spurious models that severely affects performance in existing approaches. We prove the soundness and completeness of the resulting approach and empirically demonstrate its superiority with respect to the state of the art.
STAS: Spatial-Temporal Return Decomposition for Solving Sparse Rewards Problems in Multi-agent Reinforcement Learning
PDF ↗Centralized Training with Decentralized Execution (CTDE) has been proven to be an effective paradigm in cooperative multi-agent reinforcement learning (MARL). One of the major challenges is credit assignment, which aims to credit agents by their contributions. They lack the functionality to model complicated relations of the delayed global reward in the temporal dimension and suffer from inefficiencies. To tackle this, we introduce Spatial-Temporal Attention with Shapley (STAS), a novel method that learns credit assignment in both temporal and spatial dimensions. It first decomposes the global return back to each time step, then utilizes the Shapley Value to redistribute the individual payoff from the decomposed global reward. To mitigate the computational complexity of the Shapley Value, we introduce an approximation of marginal contribution and utilize Monte Carlo sampling to estimate it. We evaluate our method on an Alice & Bob example and MPE environments across different scenarios. Our results demonstrate that our method effectively assigns spatial-temporal credit, outperforming all state-of-the-art baselines.
Probabilistic circuits (PCs) have gained prominence in recent years as a versatile framework for discussing probabilistic models that support tractable queries and are yet expressive enough to model complex probability distributions. Nevertheless, tractability comes at a cost: PCs are less expressive than neural networks. In this paper we introduce probabilistic neural circuits (PNCs), which strike a balance between PCs and neural nets in terms of tractability and expressive power. Theoretically, we show that PNCs can be interpreted as deep mixtures of Bayesian networks. Experimentally, we demonstrate that PNCs constitute powerful function approximators.
Recently, anchor graph-based multi-view clustering has been proven to be highly efficient for large-scale data processing. However, most existing anchor graph-based clustering methods necessitate post-processing to obtain clustering labels and are unable to effectively utilize the information within anchor graphs. To solve these problems, we propose an Embedded Feature Selection on Graph-Based Multi-View Clustering (EFSGMC) approach to improve the clustering performance. Our method decomposes anchor graphs, taking advantage of memory efficiency, to obtain clustering labels in a single step without the need for post-processing. Furthermore, we introduce the l2,p-norm for graph-based feature selection, which selects the most relevant data for efficient graph factorization. Lastly, we employ the tensor Schatten p-norm as a tensor rank approximation function to capture the complementary information between different views, ensuring similarity between cluster assignment matrices. Experimental results on five real-world datasets demonstrate that our proposed method outperforms state-of-the-art approaches.