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Andreas Krause

Andreas Krause contributes to research discovery and scholarly infrastructure.

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Published work

48 published item(s)

preprint2026arXiv

POETS: Uncertainty-Aware LLM Optimization via Compute-Efficient Policy Ensembles

Balancing exploration and exploitation is a core challenge in sequential decision-making and black-box optimization. We introduce POETS ($\textbf{Po}$licy $\textbf{E}$nsembles for $\textbf{T}$hompson $\textbf{S}$ampling), a novel framework that bridges uncertainty quantification and policy optimization. Our approach is grounded in the insight that policies trained with Kullback-Leibler (KL) regularization implicitly encode an underlying reward function. Building on this, POETS bypasses the complex, nested process of training an uncertainty-aware reward model and separately fitting a policy to this model. Instead, we directly train a policy ensemble to capture epistemic uncertainty by matching implicitly encoded reward functions to online, bootstrapped data. To overcome the prohibitive compute and memory constraints of ensembling Large Language Models (LLMs), POETS utilizes an efficient architecture: the ensemble shares a pre-trained backbone while maintaining diversity through independent Low-Rank Adaptation (LoRA) branches. Theoretically, we prove that POETS implicitly conducts KL-regularized Thompson sampling and thus inherits strong cumulative regret bounds of ${\mathcal O}(\sqrt{T γ_T})$. Empirically, we demonstrate that POETS achieves state-of-the-art sample efficiency across diverse scientific discovery domains, including protein search and quantum circuit design. Furthermore, it improves the optimization trajectories of reinforcement learning, proving particularly robust in off-policy settings with experience replay or in small dataset regimes.

preprint2026arXiv

Sampling-Based Safe Reinforcement Learning

Safe exploration remains a fundamental challenge in reinforcement learning (RL), limiting the deployment of RL agents in the real world. We propose Sampling-Based Safe Reinforcement Learning (SBSRL), a model-based RL algorithm that maintains safety throughout the learning process by enforcing constraints jointly across a finite set of dynamics samples. This formulation approximates an intractable worst-case optimization over uncertain dynamics and enables practical safety guarantees in continuous domains. We further introduce an exploration strategy based on constraining epistemic uncertainty, eliminating the need for explicit exploration bonuses. Under regularity conditions, we derive high-probability guarantees of safety throughout learning and a finite-time sample complexity bound for recovering a near-optimal policy. Empirically, SBSRL achieves safe and efficient exploration both in simulation and in real robotic hardware, and readily extends to practical deep-ensemble implementations that scale to high-dimensional continuous control problems.

preprint2026arXiv

Test-Time Tuned Language Models Enable End-to-end De Novo Molecular Structure Generation from MS/MS Spectra

Tandem Mass Spectrometry is a cornerstone technique for identifying unknown small molecules in fields such as metabolomics, natural product discovery and environmental analysis. However, certain aspects, such as the probabilistic fragmentation process and size of the chemical space, make structure elucidation from such spectra highly challenging, particularly when there is a shift between the deployment and training conditions. Current methods rely on database matching of previously observed spectra of known molecules and multi-step pipelines that require intermediate fingerprint prediction or expensive fragment annotations. We introduce a novel end-to-end framework based on a transformer model that directly generates molecular structures from an input tandem mass spectrum and its corresponding molecular formula, thereby eliminating the need for manual annotations and intermediate steps, while leveraging transfer learning from simulated data. To further address the challenge of out-of-distribution spectra, we introduce a test-time tuning strategy that dynamically adapts the pre-trained model to novel experimental data. Our approach achieves a Top-1 accuracy of 3.16% on the MassSpecGym benchmark and 12.88% on the NPLIB1 datasets, considerably outperforming conventional fine-tuning. Baseline approaches are also surpassed by 27% and 67% respectively. Even when the exact reference structure is not recovered, the generated candidates are chemically informative, exhibiting high structural plausibility as reflected by strong Tanimoto similarity to the ground truth. Notably, we observe a relative improvement in average Tanimoto similarity of 83% on NPLIB1 and 64% on MassSpecGym compared to state-of-the-art methods. Our framework combines simplicity with adaptability, generating accurate molecular candidates that offer valuable guidance for expert interpretation of unseen spectra.

preprint2026arXiv

Uncertainty-Aware Robotic World Model Makes Offline Model-Based Reinforcement Learning Work on Real Robots

Reinforcement Learning (RL) has achieved impressive results in robotics, yet high-performing pipelines remain highly task-specific, with little reuse of prior data. Offline Model-based RL (MBRL) offers greater data efficiency by training policies entirely from existing datasets, but suffers from compounding errors and distribution shift in long-horizon rollouts. Although existing methods have shown success in controlled simulation benchmarks, robustly applying them to the noisy, biased, and partially observed datasets typical of real-world robotics remains challenging. We present a principled pipeline for making offline MBRL effective on physical robots. Our RWM-U extends autoregressive world models with epistemic uncertainty estimation, enabling temporally consistent multi-step rollouts with uncertainty effectively propagated over long horizons. We combine RWM-U with MOPO-PPO, which adapts uncertainty-penalized policy optimization to the stable, on-policy PPO framework for real-world control. We evaluate our approach on diverse manipulation and locomotion tasks in simulation and on real quadruped and humanoid, training policies entirely from offline datasets. The resulting policies consistently outperform model-free and uncertainty-unaware model-based baselines, and fusing real-world data in model learning further yields robust policies that surpass online model-free baselines trained solely in simulation.

preprint2023arXiv

Experimental Design for Linear Functionals in Reproducing Kernel Hilbert Spaces

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals in reproducing kernel Hilbert spaces (RKHSs)}. This problem has been extensively studied in the linear regression setting under an estimability condition, which allows estimating parameters without bias. We generalize this framework to RKHSs, and allow for the linear functional to be only approximately inferred, i.e., with a fixed bias. This scenario captures many important modern applications, such as estimation of gradient maps, integrals, and solutions to differential equations. We provide algorithms for constructing bias-aware designs for linear functionals. We derive non-asymptotic confidence sets for fixed and adaptive designs under sub-Gaussian noise, enabling us to certify estimation with bounded error with high probability.

preprint2022arXiv

A Robust Phased Elimination Algorithm for Corruption-Tolerant Gaussian Process Bandits

We consider the sequential optimization of an unknown, continuous, and expensive to evaluate reward function, from noisy and adversarially corrupted observed rewards. When the corruption attacks are subject to a suitable budget $C$ and the function lives in a Reproducing Kernel Hilbert Space (RKHS), the problem can be posed as corrupted Gaussian process (GP) bandit optimization. We propose a novel robust elimination-type algorithm that runs in epochs, combines exploration with infrequent switching to select a small subset of actions, and plays each action for multiple time instants. Our algorithm, Robust GP Phased Elimination (RGP-PE), successfully balances robustness to corruptions with exploration and exploitation such that its performance degrades minimally in the presence (or absence) of adversarial corruptions. When $T$ is the number of samples and $γ_T$ is the maximal information gain, the corruption-dependent term in our regret bound is $O(C γ_T^{3/2})$, which is significantly tighter than the existing $O(C \sqrt{T γ_T})$ for several commonly-considered kernels. We perform the first empirical study of robustness in the corrupted GP bandit setting, and show that our algorithm is robust against a variety of adversarial attacks.

preprint2022arXiv

Automatic Termination for Hyperparameter Optimization

Bayesian optimization (BO) is a widely popular approach for the hyperparameter optimization (HPO) in machine learning. At its core, BO iteratively evaluates promising configurations until a user-defined budget, such as wall-clock time or number of iterations, is exhausted. While the final performance after tuning heavily depends on the provided budget, it is hard to pre-specify an optimal value in advance. In this work, we propose an effective and intuitive termination criterion for BO that automatically stops the procedure if it is sufficiently close to the global optimum. Our key insight is that the discrepancy between the true objective (predictive performance on test data) and the computable target (validation performance) suggests stopping once the suboptimality in optimizing the target is dominated by the statistical estimation error. Across an extensive range of real-world HPO problems and baselines, we show that our termination criterion achieves a better trade-off between the test performance and optimization time. Additionally, we find that overfitting may occur in the context of HPO, which is arguably an overlooked problem in the literature, and show how our termination criterion helps to mitigate this phenomenon on both small and large datasets.

preprint2022arXiv

Constrained Policy Optimization via Bayesian World Models

Improving sample-efficiency and safety are crucial challenges when deploying reinforcement learning in high-stakes real world applications. We propose LAMBDA, a novel model-based approach for policy optimization in safety critical tasks modeled via constrained Markov decision processes. Our approach utilizes Bayesian world models, and harnesses the resulting uncertainty to maximize optimistic upper bounds on the task objective, as well as pessimistic upper bounds on the safety constraints. We demonstrate LAMBDA's state of the art performance on the Safety-Gym benchmark suite in terms of sample efficiency and constraint violation.

preprint2022arXiv

Diversified Sampling for Batched Bayesian Optimization with Determinantal Point Processes

In Bayesian Optimization (BO) we study black-box function optimization with noisy point evaluations and Bayesian priors. Convergence of BO can be greatly sped up by batching, where multiple evaluations of the black-box function are performed in a single round. The main difficulty in this setting is to propose at the same time diverse and informative batches of evaluation points. In this work, we introduce DPP-Batch Bayesian Optimization (DPP-BBO), a universal framework for inducing batch diversity in sampling based BO by leveraging the repulsive properties of Determinantal Point Processes (DPP) to naturally diversify the batch sampling procedure. We illustrate this framework by formulating DPP-Thompson Sampling (DPP-TS) as a variant of the popular Thompson Sampling (TS) algorithm and introducing a Markov Chain Monte Carlo procedure to sample from it. We then prove novel Bayesian simple regret bounds for both classical batched TS as well as our counterpart DPP-TS, with the latter bound being tighter. Our real-world, as well as synthetic, experiments demonstrate improved performance of DPP-BBO over classical batching methods with Gaussian process and Cox process models.

preprint2022arXiv

Efficient Model-based Multi-agent Reinforcement Learning via Optimistic Equilibrium Computation

We consider model-based multi-agent reinforcement learning, where the environment transition model is unknown and can only be learned via expensive interactions with the environment. We propose H-MARL (Hallucinated Multi-Agent Reinforcement Learning), a novel sample-efficient algorithm that can efficiently balance exploration, i.e., learning about the environment, and exploitation, i.e., achieve good equilibrium performance in the underlying general-sum Markov game. H-MARL builds high-probability confidence intervals around the unknown transition model and sequentially updates them based on newly observed data. Using these, it constructs an optimistic hallucinated game for the agents for which equilibrium policies are computed at each round. We consider general statistical models (e.g., Gaussian processes, deep ensembles, etc.) and policy classes (e.g., deep neural networks), and theoretically analyze our approach by bounding the agents' dynamic regret. Moreover, we provide a convergence rate to the equilibria of the underlying Markov game. We demonstrate our approach experimentally on an autonomous driving simulation benchmark. H-MARL learns successful equilibrium policies after a few interactions with the environment and can significantly improve the performance compared to non-optimistic exploration methods.

preprint2022arXiv

Energy-Based Learning for Cooperative Games, with Applications to Valuation Problems in Machine Learning

Valuation problems, such as feature interpretation, data valuation and model valuation for ensembles, become increasingly more important in many machine learning applications. Such problems are commonly solved by well-known game-theoretic criteria, such as Shapley value or Banzhaf value. In this work, we present a novel energy-based treatment for cooperative games, with a theoretical justification by the maximum entropy framework. Surprisingly, by conducting variational inference of the energy-based model, we recover various game-theoretic valuation criteria through conducting one-step fixed point iteration for maximizing the mean-field ELBO objective. This observation also verifies the rationality of existing criteria, as they are all attempting to decouple the correlations among the players through the mean-field approach. By running fixed point iteration for multiple steps, we achieve a trajectory of the valuations, among which we define the valuation with the best conceivable decoupling error as the Variational Index. We prove that under uniform initializations, these variational valuations all satisfy a set of game-theoretic axioms. We experimentally demonstrate that the proposed Variational Index enjoys lower decoupling error and better valuation performance on certain synthetic and real-world valuation problems.

preprint2022arXiv

Independent SE(3)-Equivariant Models for End-to-End Rigid Protein Docking

Protein complex formation is a central problem in biology, being involved in most of the cell's processes, and essential for applications, e.g. drug design or protein engineering. We tackle rigid body protein-protein docking, i.e., computationally predicting the 3D structure of a protein-protein complex from the individual unbound structures, assuming no conformational change within the proteins happens during binding. We design a novel pairwise-independent SE(3)-equivariant graph matching network to predict the rotation and translation to place one of the proteins at the right docked position relative to the second protein. We mathematically guarantee a basic principle: the predicted complex is always identical regardless of the initial locations and orientations of the two structures. Our model, named EquiDock, approximates the binding pockets and predicts the docking poses using keypoint matching and alignment, achieved through optimal transport and a differentiable Kabsch algorithm. Empirically, we achieve significant running time improvements and often outperform existing docking software despite not relying on heavy candidate sampling, structure refinement, or templates.

preprint2022arXiv

Information Directed Reward Learning for Reinforcement Learning

For many reinforcement learning (RL) applications, specifying a reward is difficult. This paper considers an RL setting where the agent obtains information about the reward only by querying an expert that can, for example, evaluate individual states or provide binary preferences over trajectories. From such expensive feedback, we aim to learn a model of the reward that allows standard RL algorithms to achieve high expected returns with as few expert queries as possible. To this end, we propose Information Directed Reward Learning (IDRL), which uses a Bayesian model of the reward and selects queries that maximize the information gain about the difference in return between plausibly optimal policies. In contrast to prior active reward learning methods designed for specific types of queries, IDRL naturally accommodates different query types. Moreover, it achieves similar or better performance with significantly fewer queries by shifting the focus from reducing the reward approximation error to improving the policy induced by the reward model. We support our findings with extensive evaluations in multiple environments and with different query types.

preprint2022arXiv

Interactively Learning Preference Constraints in Linear Bandits

We study sequential decision-making with known rewards and unknown constraints, motivated by situations where the constraints represent expensive-to-evaluate human preferences, such as safe and comfortable driving behavior. We formalize the challenge of interactively learning about these constraints as a novel linear bandit problem which we call constrained linear best-arm identification. To solve this problem, we propose the Adaptive Constraint Learning (ACOL) algorithm. We provide an instance-dependent lower bound for constrained linear best-arm identification and show that ACOL's sample complexity matches the lower bound in the worst-case. In the average case, ACOL's sample complexity bound is still significantly tighter than bounds of simpler approaches. In synthetic experiments, ACOL performs on par with an oracle solution and outperforms a range of baselines. As an application, we consider learning constraints to represent human preferences in a driving simulation. ACOL is significantly more sample efficient than alternatives for this application. Further, we find that learning preferences as constraints is more robust to changes in the driving scenario than encoding the preferences directly in the reward function.

preprint2022arXiv

Invariant Causal Mechanisms through Distribution Matching

Learning representations that capture the underlying data generating process is a key problem for data efficient and robust use of neural networks. One key property for robustness which the learned representation should capture and which recently received a lot of attention is described by the notion of invariance. In this work we provide a causal perspective and new algorithm for learning invariant representations. Empirically we show that this algorithm works well on a diverse set of tasks and in particular we observe state-of-the-art performance on domain generalization, where we are able to significantly boost the score of existing models.

preprint2022arXiv

Learning To Cut By Looking Ahead: Cutting Plane Selection via Imitation Learning

Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned to gauge the potential effectiveness of cuts. We show that a greedy selection rule explicitly looking ahead to select cuts that yield the best bound improvement delivers strong decisions for cut selection - but is too expensive to be deployed in practice. In response, we propose a new neural architecture (NeuralCut) for imitation learning on the lookahead expert. Our model outperforms standard baselines for cut selection on several synthetic MILP benchmarks. Experiments with a B&C solver for neural network verification further validate our approach, and exhibit the potential of learning methods in this setting.

preprint2022arXiv

Meta-Learning Hypothesis Spaces for Sequential Decision-making

Obtaining reliable, adaptive confidence sets for prediction functions (hypotheses) is a central challenge in sequential decision-making tasks, such as bandits and model-based reinforcement learning. These confidence sets typically rely on prior assumptions on the hypothesis space, e.g., the known kernel of a Reproducing Kernel Hilbert Space (RKHS). Hand-designing such kernels is error prone, and misspecification may lead to poor or unsafe performance. In this work, we propose to meta-learn a kernel from offline data (Meta-KeL). For the case where the unknown kernel is a combination of known base kernels, we develop an estimator based on structured sparsity. Under mild conditions, we guarantee that our estimated RKHS yields valid confidence sets that, with increasing amounts of offline data, become as tight as those given the true unknown kernel. We demonstrate our approach on the kernelized bandit problem (a.k.a.~Bayesian optimization), where we establish regret bounds competitive with those given the true kernel. We also empirically evaluate the effectiveness of our approach on a Bayesian optimization task.

preprint2022arXiv

Meta-Learning Reliable Priors in the Function Space

When data are scarce meta-learning can improve a learner's accuracy by harnessing previous experience from related learning tasks. However, existing methods have unreliable uncertainty estimates which are often overconfident. Addressing these shortcomings, we introduce a novel meta-learning framework, called F-PACOH, that treats meta-learned priors as stochastic processes and performs meta-level regularization directly in the function space. This allows us to directly steer the probabilistic predictions of the meta-learner towards high epistemic uncertainty in regions of insufficient meta-training data and, thus, obtain well-calibrated uncertainty estimates. Finally, we showcase how our approach can be integrated with sequential decision making, where reliable uncertainty quantification is imperative. In our benchmark study on meta-learning for Bayesian Optimization (BO), F-PACOH significantly outperforms all other meta-learners and standard baselines.

preprint2022arXiv

Multi-Scale Representation Learning on Proteins

Proteins are fundamental biological entities mediating key roles in cellular function and disease. This paper introduces a multi-scale graph construction of a protein -- HoloProt -- connecting surface to structure and sequence. The surface captures coarser details of the protein, while sequence as primary component and structure -- comprising secondary and tertiary components -- capture finer details. Our graph encoder then learns a multi-scale representation by allowing each level to integrate the encoding from level(s) below with the graph at that level. We test the learned representation on different tasks, (i.) ligand binding affinity (regression), and (ii.) protein function prediction (classification). On the regression task, contrary to previous methods, our model performs consistently and reliably across different dataset splits, outperforming all baselines on most splits. On the classification task, it achieves a performance close to the top-performing model while using 10x fewer parameters. To improve the memory efficiency of our construction, we segment the multiplex protein surface manifold into molecular superpixels and substitute the surface with these superpixels at little to no performance loss.

preprint2022arXiv

Neural Contextual Bandits without Regret

Contextual bandits are a rich model for sequential decision making given side information, with important applications, e.g., in recommender systems. We propose novel algorithms for contextual bandits harnessing neural networks to approximate the unknown reward function. We resolve the open problem of proving sublinear regret bounds in this setting for general context sequences, considering both fully-connected and convolutional networks. To this end, we first analyze NTK-UCB, a kernelized bandit optimization algorithm employing the Neural Tangent Kernel (NTK), and bound its regret in terms of the NTK maximum information gain $γ_T$, a complexity parameter capturing the difficulty of learning. Our bounds on $γ_T$ for the NTK may be of independent interest. We then introduce our neural network based algorithm NN-UCB, and show that its regret closely tracks that of NTK-UCB. Under broad non-parametric assumptions about the reward function, our approach converges to the optimal policy at a $\tilde{\mathcal{O}}(T^{-1/2d})$ rate, where $d$ is the dimension of the context.

preprint2022arXiv

Proximal Optimal Transport Modeling of Population Dynamics

We propose a new approach to model the collective dynamics of a population of particles evolving with time. As is often the case in challenging scientific applications, notably single-cell genomics, measuring features for these particles requires destroying them. As a result, the population can only be monitored with periodic snapshots, obtained by sampling a few particles that are sacrificed in exchange for measurements. Given only access to these snapshots, can we reconstruct likely individual trajectories for all other particles? We propose to model these trajectories as collective realizations of a causal Jordan-Kinderlehrer-Otto (JKO) flow of measures: The JKO scheme posits that the new configuration taken by a population at time $t+1$ is one that trades off an improvement, in the sense that it decreases an energy, while remaining close (in Wasserstein distance) to the previous configuration observed at $t$. In order to learn such an energy using only snapshots, we propose JKOnet, a neural architecture that computes (in end-to-end differentiable fashion) the JKO flow given a parametric energy and initial configuration of points. We demonstrate the good performance and robustness of the JKOnet fitting procedure, compared to a more direct forward method.

preprint2022arXiv

Regret Bounds for Gaussian-Process Optimization in Large Domains

The goal of this paper is to characterize Gaussian-Process optimization in the setting where the function domain is large relative to the number of admissible function evaluations, i.e., where it is impossible to find the global optimum. We provide upper bounds on the suboptimality (Bayesian simple regret) of the solution found by optimization strategies that are closely related to the widely used expected improvement (EI) and upper confidence bound (UCB) algorithms. These regret bounds illuminate the relationship between the number of evaluations, the domain size (i.e. cardinality of finite domains / Lipschitz constant of the covariance function in continuous domains), and the optimality of the retrieved function value. In particular, we show that even when the number of evaluations is far too small to find the global optimum, we can find nontrivial function values (e.g. values that achieve a certain ratio with the optimal value).

preprint2022arXiv

Safe Reinforcement Learning via Confidence-Based Filters

Ensuring safety is a crucial challenge when deploying reinforcement learning (RL) to real-world systems. We develop confidence-based safety filters, a control-theoretic approach for certifying state safety constraints for nominal policies learned via standard RL techniques, based on probabilistic dynamics models. Our approach is based on a reformulation of state constraints in terms of cost functions, reducing safety verification to a standard RL task. By exploiting the concept of hallucinating inputs, we extend this formulation to determine a "backup" policy that is safe for the unknown system with high probability. Finally, the nominal policy is minimally adjusted at every time step during a roll-out towards the backup policy, such that safe recovery can be guaranteed afterwards. We provide formal safety guarantees, and empirically demonstrate the effectiveness of our approach.

preprint2022arXiv

Sensing Cox Processes via Posterior Sampling and Positive Bases

We study adaptive sensing of Cox point processes, a widely used model from spatial statistics. We introduce three tasks: maximization of captured events, search for the maximum of the intensity function and learning level sets of the intensity function. We model the intensity function as a sample from a truncated Gaussian process, represented in a specially constructed positive basis. In this basis, the positivity constraint on the intensity function has a simple form. We show how an minimal description positive basis can be adapted to the covariance kernel, non-stationarity and make connections to common positive bases from prior works. Our adaptive sensing algorithms use Langevin dynamics and are based on posterior sampling (\textsc{Cox-Thompson}) and top-two posterior sampling (\textsc{Top2}) principles. With latter, the difference between samples serves as a surrogate to the uncertainty. We demonstrate the approach using examples from environmental monitoring and crime rate modeling, and compare it to the classical Bayesian experimental design approach.

preprint2022arXiv

Tuning Particle Accelerators with Safety Constraints using Bayesian Optimization

Tuning machine parameters of particle accelerators is a repetitive and time-consuming task that is challenging to automate. While many off-the-shelf optimization algorithms are available, in practice their use is limited because most methods do not account for safety-critical constraints in each iteration, such as loss signals or step-size limitations. One notable exception is safe Bayesian optimization, which is a data-driven tuning approach for global optimization with noisy feedback. We propose and evaluate a step-size limited variant of safe Bayesian optimization on two research facilities of the Paul Scherrer Institut (PSI): a) the Swiss Free Electron Laser (SwissFEL) and b) the High-Intensity Proton Accelerator (HIPA). We report promising experimental results on both machines, tuning up to 16 parameters subject to 224 constraints.

preprint2021arXiv

Efficient Pure Exploration for Combinatorial Bandits with Semi-Bandit Feedback

Combinatorial bandits with semi-bandit feedback generalize multi-armed bandits, where the agent chooses sets of arms and observes a noisy reward for each arm contained in the chosen set. The action set satisfies a given structure such as forming a base of a matroid or a path in a graph. We focus on the pure-exploration problem of identifying the best arm with fixed confidence, as well as a more general setting, where the structure of the answer set differs from the one of the action set. Using the recently popularized game framework, we interpret this problem as a sequential zero-sum game and develop a CombGame meta-algorithm whose instances are asymptotically optimal algorithms with finite time guarantees. In addition to comparing two families of learners to instantiate our meta-algorithm, the main contribution of our work is a specific oracle efficient instance for best-arm identification with combinatorial actions. Based on a projection-free online learning algorithm for convex polytopes, it is the first computationally efficient algorithm which is asymptotically optimal and has competitive empirical performance.

preprint2021arXiv

Gradient Estimation with Stochastic Softmax Tricks

The Gumbel-Max trick is the basis of many relaxed gradient estimators. These estimators are easy to implement and low variance, but the goal of scaling them comprehensively to large combinatorial distributions is still outstanding. Working within the perturbation model framework, we introduce stochastic softmax tricks, which generalize the Gumbel-Softmax trick to combinatorial spaces. Our framework is a unified perspective on existing relaxed estimators for perturbation models, and it contains many novel relaxations. We design structured relaxations for subset selection, spanning trees, arborescences, and others. When compared to less structured baselines, we find that stochastic softmax tricks can be used to train latent variable models that perform better and discover more latent structure.

preprint2021arXiv

Logistic Q-Learning

We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs. The method is closely related to the classic Relative Entropy Policy Search (REPS) algorithm of Peters et al. (2010), with the key difference that our method introduces a Q-function that enables efficient exact model-free implementation. The main feature of our algorithm (called QREPS) is a convex loss function for policy evaluation that serves as a theoretically sound alternative to the widely used squared Bellman error. We provide a practical saddle-point optimization method for minimizing this loss function and provide an error-propagation analysis that relates the quality of the individual updates to the performance of the output policy. Finally, we demonstrate the effectiveness of our method on a range of benchmark problems.

preprint2021arXiv

Risk-Averse Offline Reinforcement Learning

Training Reinforcement Learning (RL) agents in high-stakes applications might be too prohibitive due to the risk associated to exploration. Thus, the agent can only use data previously collected by safe policies. While previous work considers optimizing the average performance using offline data, we focus on optimizing a risk-averse criteria, namely the CVaR. In particular, we present the Offline Risk-Averse Actor-Critic (O-RAAC), a model-free RL algorithm that is able to learn risk-averse policies in a fully offline setting. We show that O-RAAC learns policies with higher CVaR than risk-neutral approaches in different robot control tasks. Furthermore, considering risk-averse criteria guarantees distributional robustness of the average performance with respect to particular distribution shifts. We demonstrate empirically that in the presence of natural distribution-shifts, O-RAAC learns policies with good average performance.

preprint2021arXiv

Safe and Efficient Model-free Adaptive Control via Bayesian Optimization

Adaptive control approaches yield high-performance controllers when a precise system model or suitable parametrizations of the controller are available. Existing data-driven approaches for adaptive control mostly augment standard model-based methods with additional information about uncertainties in the dynamics or about disturbances. In this work, we propose a purely data-driven, model-free approach for adaptive control. Tuning low-level controllers based solely on system data raises concerns on the underlying algorithm safety and computational performance. Thus, our approach builds on GoOSE, an algorithm for safe and sample-efficient Bayesian optimization. We introduce several computational and algorithmic modifications in GoOSE that enable its practical use on a rotational motion system. We numerically demonstrate for several types of disturbances that our approach is sample efficient, outperforms constrained Bayesian optimization in terms of safety, and achieves the performance optima computed by grid evaluation. We further demonstrate the proposed adaptive control approach experimentally on a rotational motion system.

preprint2021arXiv

Safe non-smooth black-box optimization with application to policy search

For safety-critical black-box optimization tasks, observations of the constraints and the objective are often noisy and available only for the feasible points. We propose an approach based on log barriers to find a local solution of a non-convex non-smooth black-box optimization problem $\min f^0(x)$ subject to $f^i(x)\leq 0,~ i = 1,\ldots, m$, at the same time, guaranteeing constraint satisfaction while learning an optimal solution with high probability. Our proposed algorithm exploits noisy observations to iteratively improve on an initial safe point until convergence. We derive the convergence rate and prove safety of our algorithm. We demonstrate its performance in an application to an iterative control design problem.

preprint2021arXiv

Safe Reinforcement Learning via Curriculum Induction

In safety-critical applications, autonomous agents may need to learn in an environment where mistakes can be very costly. In such settings, the agent needs to behave safely not only after but also while learning. To achieve this, existing safe reinforcement learning methods make an agent rely on priors that let it avoid dangerous situations during exploration with high probability, but both the probabilistic guarantees and the smoothness assumptions inherent in the priors are not viable in many scenarios of interest such as autonomous driving. This paper presents an alternative approach inspired by human teaching, where an agent learns under the supervision of an automatic instructor that saves the agent from violating constraints during learning. In this model, we introduce the monitor that neither needs to know how to do well at the task the agent is learning nor needs to know how the environment works. Instead, it has a library of reset controllers that it activates when the agent starts behaving dangerously, preventing it from doing damage. Crucially, the choices of which reset controller to apply in which situation affect the speed of agent learning. Based on observing agents' progress, the teacher itself learns a policy for choosing the reset controllers, a curriculum, to optimize the agent's final policy reward. Our experiments use this framework in two environments to induce curricula for safe and efficient learning.

preprint2020arXiv

A domain agnostic measure for monitoring and evaluating GANs

Generative Adversarial Networks (GANs) have shown remarkable results in modeling complex distributions, but their evaluation remains an unsettled issue. Evaluations are essential for: (i) relative assessment of different models and (ii) monitoring the progress of a single model throughout training. The latter cannot be determined by simply inspecting the generator and discriminator loss curves as they behave non-intuitively. We leverage the notion of duality gap from game theory to propose a measure that addresses both (i) and (ii) at a low computational cost. Extensive experiments show the effectiveness of this measure to rank different GAN models and capture the typical GAN failure scenarios, including mode collapse and non-convergent behaviours. This evaluation metric also provides meaningful monitoring on the progression of the loss during training. It highly correlates with FID on natural image datasets, and with domain specific scores for text, sound and cosmology data where FID is not directly suitable. In particular, our proposed metric requires no labels or a pretrained classifier, making it domain agnostic.

preprint2020arXiv

Bayesian Optimization with Safety Constraints: Safe and Automatic Parameter Tuning in Robotics

Robotic algorithms typically depend on various parameters, the choice of which significantly affects the robot's performance. While an initial guess for the parameters may be obtained from dynamic models of the robot, parameters are usually tuned manually on the real system to achieve the best performance. Optimization algorithms, such as Bayesian optimization, have been used to automate this process. However, these methods may evaluate unsafe parameters during the optimization process that lead to safety-critical system failures. Recently, a safe Bayesian optimization algorithm, called SafeOpt, has been developed, which guarantees that the performance of the system never falls below a critical value; that is, safety is defined based on the performance function. However, coupling performance and safety is often not desirable in robotics. For example, high-gain controllers might achieve low average tracking error (performance), but can overshoot and violate input constraints. In this paper, we present a generalized algorithm that allows for multiple safety constraints separate from the objective. Given an initial set of safe parameters, the algorithm maximizes performance but only evaluates parameters that satisfy safety for all constraints with high probability. To this end, it carefully explores the parameter space by exploiting regularity assumptions in terms of a Gaussian process prior. Moreover, we show how context variables can be used to safely transfer knowledge to new situations and tasks. We provide a theoretical analysis and demonstrate that the proposed algorithm enables fast, automatic, and safe optimization of tuning parameters in experiments on a quadrotor vehicle.

preprint2020arXiv

Continuous Submodular Function Maximization

Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables both exact minimization and approximate maximization in poly. time. Continuous submodularity is obtained by generalizing the notion of submodularity from discrete domains to continuous domains. It intuitively captures a repulsive effect amongst different dimensions of the defined multivariate function. In this paper, we systematically study continuous submodularity and a class of non-convex optimization problems: continuous submodular function maximization. We start by a thorough characterization of the class of continuous submodular functions, and show that continuous submodularity is equivalent to a weak version of the diminishing returns (DR) property. Thus we also derive a subclass of continuous submodular functions, termed continuous DR-submodular functions, which enjoys the full DR property. Then we present operations that preserve continuous (DR-)submodularity, thus yielding general rules for composing new submodular functions. We establish intriguing properties for the problem of constrained DR-submodular maximization, such as the local-global relation. We identify several applications of continuous submodular optimization, ranging from influence maximization, MAP inference for DPPs to provable mean field inference. For these applications, continuous submodularity formalizes valuable domain knowledge relevant for optimizing this class of objectives. We present inapproximability results and provable algorithms for two problem settings: constrained monotone DR-submodular maximization and constrained non-monotone DR-submodular maximization. Finally, we extensively evaluate the effectiveness of the proposed algorithms.

preprint2020arXiv

Convergence Analysis of Block Coordinate Algorithms with Determinantal Sampling

We analyze the convergence rate of the randomized Newton-like method introduced by Qu et. al. (2016) for smooth and convex objectives, which uses random coordinate blocks of a Hessian-over-approximation matrix $\bM$ instead of the true Hessian. The convergence analysis of the algorithm is challenging because of its complex dependence on the structure of $\bM$. However, we show that when the coordinate blocks are sampled with probability proportional to their determinant, the convergence rate depends solely on the eigenvalue distribution of matrix $\bM$, and has an analytically tractable form. To do so, we derive a fundamental new expectation formula for determinantal point processes. We show that determinantal sampling allows us to reason about the optimal subset size of blocks in terms of the spectrum of $\bM$. Additionally, we provide a numerical evaluation of our analysis, demonstrating cases where determinantal sampling is superior or on par with uniform sampling.

preprint2020arXiv

Corruption-Tolerant Gaussian Process Bandit Optimization

We consider the problem of optimizing an unknown (typically non-convex) function with a bounded norm in some Reproducing Kernel Hilbert Space (RKHS), based on noisy bandit feedback. We consider a novel variant of this problem in which the point evaluations are not only corrupted by random noise, but also adversarial corruptions. We introduce an algorithm Fast-Slow GP-UCB based on Gaussian process methods, randomized selection between two instances labeled "fast" (but non-robust) and "slow" (but robust), enlarged confidence bounds, and the principle of optimism under uncertainty. We present a novel theoretical analysis upper bounding the cumulative regret in terms of the corruption level, the time horizon, and the underlying kernel, and we argue that certain dependencies cannot be improved. We observe that distinct algorithmic ideas are required depending on whether one is required to perform well in both the corrupted and non-corrupted settings, and whether the corruption level is known or not.

preprint2020arXiv

Distributionally Robust Bayesian Optimization

Robustness to distributional shift is one of the key challenges of contemporary machine learning. Attaining such robustness is the goal of distributionally robust optimization, which seeks a solution to an optimization problem that is worst-case robust under a specified distributional shift of an uncontrolled covariate. In this paper, we study such a problem when the distributional shift is measured via the maximum mean discrepancy (MMD). For the setting of zeroth-order, noisy optimization, we present a novel distributionally robust Bayesian optimization algorithm (DRBO). Our algorithm provably obtains sub-linear robust regret in various settings that differ in how the uncertain covariate is observed. We demonstrate the robust performance of our method on both synthetic and real-world benchmarks.

preprint2020arXiv

From Sets to Multisets: Provable Variational Inference for Probabilistic Integer Submodular Models

Submodular functions have been studied extensively in machine learning and data mining. In particular, the optimization of submodular functions over the integer lattice (integer submodular functions) has recently attracted much interest, because this domain relates naturally to many practical problem settings, such as multilabel graph cut, budget allocation and revenue maximization with discrete assignments. In contrast, the use of these functions for probabilistic modeling has received surprisingly little attention so far. In this work, we firstly propose the Generalized Multilinear Extension, a continuous DR-submodular extension for integer submodular functions. We study central properties of this extension and formulate a new probabilistic model which is defined through integer submodular functions. Then, we introduce a block-coordinate ascent algorithm to perform approximate inference for those class of models. Finally, we demonstrate its effectiveness and viability on several real-world social connection graph datasets with integer submodular objectives.

preprint2020arXiv

Hierarchical Image Classification using Entailment Cone Embeddings

Image classification has been studied extensively, but there has been limited work in using unconventional, external guidance other than traditional image-label pairs for training. We present a set of methods for leveraging information about the semantic hierarchy embedded in class labels. We first inject label-hierarchy knowledge into an arbitrary CNN-based classifier and empirically show that availability of such external semantic information in conjunction with the visual semantics from images boosts overall performance. Taking a step further in this direction, we model more explicitly the label-label and label-image interactions using order-preserving embeddings governed by both Euclidean and hyperbolic geometries, prevalent in natural language, and tailor them to hierarchical image classification and representation learning. We empirically validate all the models on the hierarchical ETHEC dataset.

preprint2020arXiv

Information Directed Sampling for Linear Partial Monitoring

Partial monitoring is a rich framework for sequential decision making under uncertainty that generalizes many well known bandit models, including linear, combinatorial and dueling bandits. We introduce information directed sampling (IDS) for stochastic partial monitoring with a linear reward and observation structure. IDS achieves adaptive worst-case regret rates that depend on precise observability conditions of the game. Moreover, we prove lower bounds that classify the minimax regret of all finite games into four possible regimes. IDS achieves the optimal rate in all cases up to logarithmic factors, without tuning any hyper-parameters. We further extend our results to the contextual and the kernelized setting, which significantly increases the range of possible applications.

preprint2020arXiv

Learning to Play Sequential Games versus Unknown Opponents

We consider a repeated sequential game between a learner, who plays first, and an opponent who responds to the chosen action. We seek to design strategies for the learner to successfully interact with the opponent. While most previous approaches consider known opponent models, we focus on the setting in which the opponent's model is unknown. To this end, we use kernel-based regularity assumptions to capture and exploit the structure in the opponent's response. We propose a novel algorithm for the learner when playing against an adversarial sequence of opponents. The algorithm combines ideas from bilevel optimization and online learning to effectively balance between exploration (learning about the opponent's model) and exploitation (selecting highly rewarding actions for the learner). Our results include algorithm's regret guarantees that depend on the regularity of the opponent's response and scale sublinearly with the number of game rounds. Moreover, we specialize our approach to repeated Stackelberg games, and empirically demonstrate its effectiveness in a traffic routing and wildlife conservation task

preprint2020arXiv

Mixed Strategies for Robust Optimization of Unknown Objectives

We consider robust optimization problems, where the goal is to optimize an unknown objective function against the worst-case realization of an uncertain parameter. For this setting, we design a novel sample-efficient algorithm GP-MRO, which sequentially learns about the unknown objective from noisy point evaluations. GP-MRO seeks to discover a robust and randomized mixed strategy, that maximizes the worst-case expected objective value. To achieve this, it combines techniques from online learning with nonparametric confidence bounds from Gaussian processes. Our theoretical results characterize the number of samples required by GP-MRO to discover a robust near-optimal mixed strategy for different GP kernels of interest. We experimentally demonstrate the performance of our algorithm on synthetic datasets and on human-assisted trajectory planning tasks for autonomous vehicles. In our simulations, we show that robust deterministic strategies can be overly conservative, while the mixed strategies found by GP-MRO significantly improve the overall performance.

preprint2020arXiv

Mixed-Variable Bayesian Optimization

The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO), special cases of this problem that consider fully continuous or fully discrete domains have been widely studied. However, few methods exist for mixed-variable domains and none of them can handle discrete constraints that arise in many real-world applications. In this paper, we introduce MiVaBo, a novel BO algorithm for the efficient optimization of mixed-variable functions combining a linear surrogate model based on expressive feature representations with Thompson sampling. We propose an effective method to optimize its acquisition function, a challenging problem for mixed-variable domains, making MiVaBo the first BO method that can handle complex constraints over the discrete variables. Moreover, we provide the first convergence analysis of a mixed-variable BO algorithm. Finally, we show that MiVaBo is significantly more sample efficient than state-of-the-art mixed-variable BO algorithms on several hyperparameter tuning tasks, including the tuning of deep generative models.

preprint2020arXiv

Noise Regularization for Conditional Density Estimation

Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network based CDE models can suffer from severe over-fitting when trained with the maximum likelihood objective. Due to the inherent structure of such models, classical regularization approaches in the parameter space are rendered ineffective. To address this issue, we develop a model-agnostic noise regularization method for CDE that adds random perturbations to the data during training. We demonstrate that the proposed approach corresponds to a smoothness regularization and prove its asymptotic consistency. In our experiments, noise regularization significantly and consistently outperforms other regularization methods across seven data sets and three CDE models. The effectiveness of noise regularization makes neural network based CDE the preferable method over previous non- and semi-parametric approaches, even when training data is scarce.

preprint2020arXiv

SLEIPNIR: Deterministic and Provably Accurate Feature Expansion for Gaussian Process Regression with Derivatives

Gaussian processes are an important regression tool with excellent analytic properties which allow for direct integration of derivative observations. However, vanilla GP methods scale cubically in the amount of observations. In this work, we propose a novel approach for scaling GP regression with derivatives based on quadrature Fourier features. We then prove deterministic, non-asymptotic and exponentially fast decaying error bounds which apply for both the approximated kernel as well as the approximated posterior. To furthermore illustrate the practical applicability of our method, we then apply it to ODIN, a recently developed algorithm for ODE parameter inference. In an extensive experiments section, all results are empirically validated, demonstrating the speed, accuracy, and practical applicability of this approach.

preprint2020arXiv

Structured Variational Inference in Unstable Gaussian Process State Space Models

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic contribution is a novel approximate posterior that can be calculated efficiently using a single forward and backward pass along the training trajectories. The forward-backward pass is inspired on Kalman smoothing for linear dynamical systems but generalizes to GPSSMs. Our second contribution is a modification of the conditioning step that effectively lowers the Kalman gain. This modification is crucial to attaining good test performance where no measurements are available. Finally, we show experimentally that our learning algorithm performs well in stable and unstable real systems with hidden states.

preprint2010arXiv

Online Distributed Sensor Selection

A key problem in sensor networks is to decide which sensors to query when, in order to obtain the most useful information (e.g., for performing accurate prediction), subject to constraints (e.g., on power and bandwidth). In many applications the utility function is not known a priori, must be learned from data, and can even change over time. Furthermore for large sensor networks solving a centralized optimization problem to select sensors is not feasible, and thus we seek a fully distributed solution. In this paper, we present Distributed Online Greedy (DOG), an efficient, distributed algorithm for repeatedly selecting sensors online, only receiving feedback about the utility of the selected sensors. We prove very strong theoretical no-regret guarantees that apply whenever the (unknown) utility function satisfies a natural diminishing returns property called submodularity. Our algorithm has extremely low communication requirements, and scales well to large sensor deployments. We extend DOG to allow observation-dependent sensor selection. We empirically demonstrate the effectiveness of our algorithm on several real-world sensing tasks.