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Researcher profile

Mengdi Wang

Mengdi Wang contributes to research discovery and scholarly infrastructure.

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Machine LearningArtificial Intelligencemath.OCComputation and Languagemath.STStatistics TheoryComputer Visioneess.SYInformation RetrievalSystems and ControlComputational Engineering, Finance, and Sciencecond-mat.mes-hallcond-mat.mtrl-sciData Structures and AlgorithmsDistributed, Parallel, and Cluster ComputingGraphicsmath.NTphysics.med-phPopulations and EvolutionRoboticsSocial and Information Networks

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Published work

34 published item(s)

preprint2026arXiv

A Survey of Self-Evolving Agents: What, When, How, and Where to Evolve on the Path to Artificial Super Intelligence

Large Language Models (LLMs) have demonstrated remarkable capabilities across diverse tasks but remain fundamentally static, unable to adapt their internal parameters to novel tasks, evolving knowledge domains, or dynamic interaction contexts. As LLMs are increasingly deployed in open-ended, interactive environments, this static nature has become a critical bottleneck, necessitating agents that can adaptively reason, act, and evolve in real time. This paradigm shift -- from scaling static models to developing self-evolving agents -- has sparked growing interest in architectures and methods enabling continual learning and adaptation from data, interactions, and experiences. This survey provides the first systematic and comprehensive review of self-evolving agents, organizing the field around three foundational dimensions: what, when, and how to evolve. We examine evolutionary mechanisms across agent components (e.g., models, memory, tools, architecture), categorize adaptation methods by stages (e.g., intra-test-time, inter-test-time), and analyze the algorithmic and architectural designs that guide evolutionary adaptation (e.g., scalar rewards, textual feedback, single-agent and multi-agent systems). Additionally, we analyze evaluation metrics and benchmarks tailored for self-evolving agents, highlight applications in domains such as coding, education, and healthcare, and identify critical challenges and research directions in safety, scalability, and co-evolutionary dynamics. By providing a structured framework for understanding and designing self-evolving agents, this survey establishes a roadmap for advancing more adaptive, robust, and versatile agentic systems in both research and real-world deployments, and ultimately sheds light on the realization of Artificial Super Intelligence (ASI) where agents evolve autonomously and perform beyond human-level intelligence across tasks.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

CubeBench: Diagnosing Interactive, Long-Horizon Spatial Reasoning Under Partial Observations

Large Language Model (LLM) agents, while proficient in the digital realm, face a significant gap in physical-world deployment due to the challenge of forming and maintaining a robust spatial mental model. We identify three core cognitive challenges hindering this transition: spatial reasoning, long-horizon state tracking via mental simulation, and active exploration under partial observation. To isolate and evaluate these faculties, we introduce CubeBench, a novel generative benchmark centered on the Rubik's Cube. CubeBench uses a three-tiered diagnostic framework that progressively assesses agent capabilities, from foundational state tracking with full symbolic information to active exploration with only partial visual data. Our experiments on leading LLMs reveal critical limitations, including a uniform 0.00% pass rate on all long-horizon tasks, exposing a fundamental failure in long-term planning. We also propose a diagnostic framework to isolate these cognitive bottlenecks by providing external solver tools. By analyzing the failure modes, we provide key insights to guide the development of more physically-grounded intelligent agents.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

FutureX-Pro: Extending Future Prediction to High-Value Vertical Domains

Building upon FutureX, which established a live benchmark for general-purpose future prediction, this report introduces FutureX-Pro, including FutureX-Finance, FutureX-Retail, FutureX-PublicHealth, FutureX-NaturalDisaster, and FutureX-Search. These together form a specialized framework extending agentic future prediction to high-value vertical domains. While generalist agents demonstrate proficiency in open-domain search, their reliability in capital-intensive and safety-critical sectors remains under-explored. FutureX-Pro targets four economically and socially pivotal verticals: Finance, Retail, Public Health, and Natural Disaster. We benchmark agentic Large Language Models (LLMs) on entry-level yet foundational prediction tasks -- ranging from forecasting market indicators and supply chain demands to tracking epidemic trends and natural disasters. By adapting the contamination-free, live-evaluation pipeline of FutureX, we assess whether current State-of-the-Art (SOTA) agentic LLMs possess the domain grounding necessary for industrial deployment. Our findings reveal the performance gap between generalist reasoning and the precision required for high-value vertical applications.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Learning Agent Routing From Early Experience

LLM agents achieve strong performance on complex reasoning tasks but incur high latency and compute cost. In practice, many queries fall within the capability boundary of cutting-edge LLMs and do not require full agent execution, making effective routing between LLMs and agents a key challenge. We study the problem of routing queries between lightweight LLM inference and full agent execution under realistic cold-start settings. To address this, we propose BoundaryRouter, a training-free routing framework that uses early behavioral experience and rubric-guided reasoning to decide whether to answer a query with direct LLM inference or escalate to an agent. BoundaryRouter builds a compact experience memory by executing both systems on a shared seed set and retrieves similar cases at inference time to guide routing decisions. To evaluate this method, we introduce RouteBench, a benchmark covering in-domain, paraphrased, and out-of-domain route settings. Experiments show that BoundaryRouter reduces inference time by 60.6% compared to the agent while improving performance by 28.6% over direct LLM inference, outperforming prompt-based and retrieval-only routing by an average of 37.9% and 8.2%, respectively.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

MemEye: A Visual-Centric Evaluation Framework for Multimodal Agent Memory

Long-term agent memory is increasingly multimodal, yet existing evaluations rarely test whether agents preserve the visual evidence needed for later reasoning. In prior work, many visually grounded questions can be answered using only captions or textual traces, allowing answers to be inferred without preserving the fine-grained visual evidence. Meanwhile, harder cases that require reasoning over changing visual states are largely absent. Therefore, we introduce MemEye, a framework that evaluates memory capabilities from two dimensions: one measures the granularity of decisive visual evidence (from scene-level to pixel-level evidence), and the other measures how retrieved evidence must be used (from single evidence to evolutionary synthesis). Under this framework, we construct a new benchmark across 8 life-scenario tasks, with ablation-driven validation gates for assessing answerability, shortcut resistance, visual necessity, and reasoning structure. By evaluating 13 memory methods across 4 VLM backbones, we show that current architectures still struggle to preserve fine-grained visual details and reason about state changes over time. Our findings show that long-term multimodal memory depends on evidence routing, temporal tracking, and detail extraction.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Qumus: Realization of An Embodied AI Quantum Material Experimentalist

While modern Large Language Models (LLMs) and agentic artificial intelligence (AI) have demonstrated transformative capabilities in digital domains, the realization of embodied AI capable of real-world scientific discovery remains a difficult frontier. The advancements are hindered by the inherent complexity of integrating high-level reasoning, multimodal information processing and real-time physical execution. Here we introduce Qumus, the first AI quantum materials experimentalist. Physically embodied within a robotic mini-laboratory, Qumus is an intelligent, multimodal, and multi-agent system designed for the creation and nano-processing of atomically thin two-dimensional (2D) materials and stacked van der Waals (vdW) structures. Qumus autonomously navigates the full scientific cycle, from hypothesis generation and protocol planning to multi-step experimental execution, result analysis and reporting, acting as an experimentalist. Markedly, the system has achieved, for the first time, the AI-creation of graphene, as well as the first AI-fabrication of complex nanodevices including atomically thin field-effect transistors via vdW stacking. Qumus excels at these tasks by demonstrating autonomous error correction and closed-loop experimentation. Our results establish a generalizable framework for self-improving embodied AI systems that learn directly from the quantum world, opening a pathway toward accelerated discovery in quantum materials, electronics and beyond.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

WorldParticle: Unified Simulation of Lagrangian Particle Dynamics via Transformer

A unified simulator that can model diverse physical phenomena without solver-specific redesign is a long-standing goal across simulation science. We present a learning-based particle simulator built on a single transformer architecture to model cloth, elastic solds, Newtonian and non-Newtonian fluids, granular materials, and molecular dynamics. Our model follows a prediction-correction design on a shared Lagrangian particle representation. An explicit predictor first advances particles under the known external forces, producing an intermediate state that captures externally driven motion but not inter-particle interactions. A learned corrector then predicts the residual position and velocity updates through three stages: a particle tokenizer that encodes local particle-particle, particle-boundary, and topology-guided interactions; a super-token encoder that hierarchically merges particle tokens into a compact set of super tokens via alternating self-attention and token merging; and a super-token decoder that lifts these super tokens back to particle resolution through cross-attention to predict per-particle position and velocity corrections. Progressive token merging reduces the attention cost at successive encoder layers by halving the token count at each level, and the decoder communicates through the compact super-token set rather than full particle-to-particle attention. Across the six dynamics categories, the same architecture generalizes to unseen materials, boundary configurations, initial conditions, and external forces. We further demonstrate downstream interactive control, inverse design, and learning from real-world manipulation data, reducing the need for per-phenomenon solver engineering.

0 citations0 reviewsNo code linkedOpen access
preprint2023arXiv

On the Sample Complexity and Metastability of Heavy-tailed Policy Search in Continuous Control

Reinforcement learning is a framework for interactive decision-making with incentives sequentially revealed across time without a system dynamics model. Due to its scaling to continuous spaces, we focus on policy search where one iteratively improves a parameterized policy with stochastic policy gradient (PG) updates. In tabular Markov Decision Problems (MDPs), under persistent exploration and suitable parameterization, global optimality may be obtained. By contrast, in continuous space, the non-convexity poses a pathological challenge as evidenced by existing convergence results being mostly limited to stationarity or arbitrary local extrema. To close this gap, we step towards persistent exploration in continuous space through policy parameterizations defined by distributions of heavier tails defined by tail-index parameter alpha, which increases the likelihood of jumping in state space. Doing so invalidates smoothness conditions of the score function common to PG. Thus, we establish how the convergence rate to stationarity depends on the policy's tail index alpha, a Holder continuity parameter, integrability conditions, and an exploration tolerance parameter introduced here for the first time. Further, we characterize the dependence of the set of local maxima on the tail index through an exit and transition time analysis of a suitably defined Markov chain, identifying that policies associated with Levy Processes of a heavier tail converge to wider peaks. This phenomenon yields improved stability to perturbations in supervised learning, which we corroborate also manifests in improved performance of policy search, especially when myopic and farsighted incentives are misaligned.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Bandit Theory and Thompson Sampling-Guided Directed Evolution for Sequence Optimization

Directed Evolution (DE), a landmark wet-lab method originated in 1960s, enables discovery of novel protein designs via evolving a population of candidate sequences. Recent advances in biotechnology has made it possible to collect high-throughput data, allowing the use of machine learning to map out a protein's sequence-to-function relation. There is a growing interest in machine learning-assisted DE for accelerating protein optimization. Yet the theoretical understanding of DE, as well as the use of machine learning in DE, remains limited. In this paper, we connect DE with the bandit learning theory and make a first attempt to study regret minimization in DE. We propose a Thompson Sampling-guided Directed Evolution (TS-DE) framework for sequence optimization, where the sequence-to-function mapping is unknown and querying a single value is subject to costly and noisy measurements. TS-DE updates a posterior of the function based on collected measurements. It uses a posterior-sampled function estimate to guide the crossover recombination and mutation steps in DE. In the case of a linear model, we show that TS-DE enjoys a Bayesian regret of order $\tilde O(d^{2}\sqrt{MT})$, where $d$ is feature dimension, $M$ is population size and $T$ is number of rounds. This regret bound is nearly optimal, confirming that bandit learning can provably accelerate DE. It may have implications for more general sequence optimization and evolutionary algorithms.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Bootstrapping Fitted Q-Evaluation for Off-Policy Inference

Bootstrapping provides a flexible and effective approach for assessing the quality of batch reinforcement learning, yet its theoretical property is less understood. In this paper, we study the use of bootstrapping in off-policy evaluation (OPE), and in particular, we focus on the fitted Q-evaluation (FQE) that is known to be minimax-optimal in the tabular and linear-model cases. We propose a bootstrapping FQE method for inferring the distribution of the policy evaluation error and show that this method is asymptotically efficient and distributionally consistent for off-policy statistical inference. To overcome the computation limit of bootstrapping, we further adapt a subsampling procedure that improves the runtime by an order of magnitude. We numerically evaluate the bootrapping method in classical RL environments for confidence interval estimation, estimating the variance of off-policy evaluator, and estimating the correlation between multiple off-policy evaluators.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Byzantine-Robust Online and Offline Distributed Reinforcement Learning

We consider a distributed reinforcement learning setting where multiple agents separately explore the environment and communicate their experiences through a central server. However, $α$-fraction of agents are adversarial and can report arbitrary fake information. Critically, these adversarial agents can collude and their fake data can be of any sizes. We desire to robustly identify a near-optimal policy for the underlying Markov decision process in the presence of these adversarial agents. Our main technical contribution is Weighted-Clique, a novel algorithm for the robust mean estimation from batches problem, that can handle arbitrary batch sizes. Building upon this new estimator, in the offline setting, we design a Byzantine-robust distributed pessimistic value iteration algorithm; in the online setting, we design a Byzantine-robust distributed optimistic value iteration algorithm. Both algorithms obtain near-optimal sample complexities and achieve superior robustness guarantee than prior works.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Decentralized Gossip-Based Stochastic Bilevel Optimization over Communication Networks

Bilevel optimization have gained growing interests, with numerous applications found in meta learning, minimax games, reinforcement learning, and nested composition optimization. This paper studies the problem of distributed bilevel optimization over a network where agents can only communicate with neighbors, including examples from multi-task, multi-agent learning and federated learning. In this paper, we propose a gossip-based distributed bilevel learning algorithm that allows networked agents to solve both the inner and outer optimization problems in a single timescale and share information via network propagation. We show that our algorithm enjoys the $\mathcal{O}(\frac{1}{K ε^2})$ per-agent sample complexity for general nonconvex bilevel optimization and $\mathcal{O}(\frac{1}{K ε})$ for strongly convex objective, achieving a speedup that scales linearly with the network size. The sample complexities are optimal in both $ε$ and $K$. We test our algorithm on the examples of hyperparameter tuning and decentralized reinforcement learning. Simulated experiments confirmed that our algorithm achieves the state-of-the-art training efficiency and test accuracy.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Near-optimal Offline Reinforcement Learning with Linear Representation: Leveraging Variance Information with Pessimism

Offline reinforcement learning, which seeks to utilize offline/historical data to optimize sequential decision-making strategies, has gained surging prominence in recent studies. Due to the advantage that appropriate function approximators can help mitigate the sample complexity burden in modern reinforcement learning problems, existing endeavors usually enforce powerful function representation models (e.g. neural networks) to learn the optimal policies. However, a precise understanding of the statistical limits with function representations, remains elusive, even when such a representation is linear. Towards this goal, we study the statistical limits of offline reinforcement learning with linear model representations. To derive the tight offline learning bound, we design the variance-aware pessimistic value iteration (VAPVI), which adopts the conditional variance information of the value function for time-inhomogeneous episodic linear Markov decision processes (MDPs). VAPVI leverages estimated variances of the value functions to reweight the Bellman residuals in the least-square pessimistic value iteration and provides improved offline learning bounds over the best-known existing results (whereas the Bellman residuals are equally weighted by design). More importantly, our learning bounds are expressed in terms of system quantities, which provide natural instance-dependent characterizations that previous results are short of. We hope our results draw a clearer picture of what offline learning should look like when linear representations are provided.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Off-Policy Fitted Q-Evaluation with Differentiable Function Approximators: Z-Estimation and Inference Theory

Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical analysis has proved FQE to be minimax-optimal with tabular, linear and several nonparametric function families, its practical performance with more general function approximator is less theoretically understood. We focus on FQE with general differentiable function approximators, making our theory applicable to neural function approximations. We approach this problem using the Z-estimation theory and establish the following results: The FQE estimation error is asymptotically normal with explicit variance determined jointly by the tangent space of the function class at the ground truth, the reward structure, and the distribution shift due to off-policy learning; The finite-sample FQE error bound is dominated by the same variance term, and it can also be bounded by function class-dependent divergence, which measures how the off-policy distribution shift intertwines with the function approximator. In addition, we study bootstrapping FQE estimators for error distribution inference and estimating confidence intervals, accompanied by a Cramer-Rao lower bound that matches our upper bounds. The Z-estimation analysis provides a generalizable theoretical framework for studying off-policy estimation in RL and provides sharp statistical theory for FQE with differentiable function approximators.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Offline Stochastic Shortest Path: Learning, Evaluation and Towards Optimality

Goal-oriented Reinforcement Learning, where the agent needs to reach the goal state while simultaneously minimizing the cost, has received significant attention in real-world applications. Its theoretical formulation, stochastic shortest path (SSP), has been intensively researched in the online setting. Nevertheless, it remains understudied when such an online interaction is prohibited and only historical data is provided. In this paper, we consider the offline stochastic shortest path problem when the state space and the action space are finite. We design the simple value iteration-based algorithms for tackling both offline policy evaluation (OPE) and offline policy learning tasks. Notably, our analysis of these simple algorithms yields strong instance-dependent bounds which can imply worst-case bounds that are near-minimax optimal. We hope our study could help illuminate the fundamental statistical limits of the offline SSP problem and motivate further studies beyond the scope of current consideration.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Optimal Estimation of Off-Policy Policy Gradient via Double Fitted Iteration

Policy gradient (PG) estimation becomes a challenge when we are not allowed to sample with the target policy but only have access to a dataset generated by some unknown behavior policy. Conventional methods for off-policy PG estimation often suffer from either significant bias or exponentially large variance. In this paper, we propose the double Fitted PG estimation (FPG) algorithm. FPG can work with an arbitrary policy parameterization, assuming access to a Bellman-complete value function class. In the case of linear value function approximation, we provide a tight finite-sample upper bound on policy gradient estimation error, that is governed by the amount of distribution mismatch measured in feature space. We also establish the asymptotic normality of FPG estimation error with a precise covariance characterization, which is further shown to be statistically optimal with a matching Cramer-Rao lower bound. Empirically, we evaluate the performance of FPG on both policy gradient estimation and policy optimization, using either softmax tabular or ReLU policy networks. Under various metrics, our results show that FPG significantly outperforms existing off-policy PG estimation methods based on importance sampling and variance reduction techniques.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Parameter-Efficient Sparsity for Large Language Models Fine-Tuning

With the dramatically increased number of parameters in language models, sparsity methods have received ever-increasing research focus to compress and accelerate the models. While most research focuses on how to accurately retain appropriate weights while maintaining the performance of the compressed model, there are challenges in the computational overhead and memory footprint of sparse training when compressing large-scale language models. To address this problem, we propose a Parameter-efficient Sparse Training (PST) method to reduce the number of trainable parameters during sparse-aware training in downstream tasks. Specifically, we first combine the data-free and data-driven criteria to efficiently and accurately measure the importance of weights. Then we investigate the intrinsic redundancy of data-driven weight importance and derive two obvious characteristics i.e., low-rankness and structuredness. Based on that, two groups of small matrices are introduced to compute the data-driven importance of weights, instead of using the original large importance score matrix, which therefore makes the sparse training resource-efficient and parameter-efficient. Experiments with diverse networks (i.e., BERT, RoBERTa and GPT-2) on dozens of datasets demonstrate PST performs on par or better than previous sparsity methods, despite only training a small number of parameters. For instance, compared with previous sparsity methods, our PST only requires 1.5% trainable parameters to achieve comparable performance on BERT.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Provably Efficient Reinforcement Learning for Online Adaptive Influence Maximization

Online influence maximization aims to maximize the influence spread of a content in a social network with unknown network model by selecting a few seed nodes. Recent studies followed a non-adaptive setting, where the seed nodes are selected before the start of the diffusion process and network parameters are updated when the diffusion stops. We consider an adaptive version of content-dependent online influence maximization problem where the seed nodes are sequentially activated based on real-time feedback. In this paper, we formulate the problem as an infinite-horizon discounted MDP under a linear diffusion process and present a model-based reinforcement learning solution. Our algorithm maintains a network model estimate and selects seed users adaptively, exploring the social network while improving the optimal policy optimistically. We establish $\widetilde O(\sqrt{T})$ regret bound for our algorithm. Empirical evaluations on synthetic network demonstrate the efficiency of our algorithm.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Waring-Goldbach problem in short intervals

Let $k\geq2$ and $s$ be positive integers. Let $θ\in(0,1)$ be a real number. In this paper, we establish that if $s>k(k+1)$ and $θ>0.55$, then every sufficiently large natural number $n$, subjects to certain congruence conditions, can be written as $$ n=p_1^k+\cdots+p_s^k, $$ where $p_i(1\leq i\leq s)$ are primes in the interval $((\frac{n}{s})^{\frac{1}{k}}-n^{\fracθ{k}},(\frac{n}{s})^{\frac{1}{k}}+n^{\fracθ{k}}]$. The second result of this paper is to show that if $s>\frac{k(k+1)}{2}$ and $θ>0.55$, then almost all integers $n$, subject to certain congruence conditions, have above representation.

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Online Sparse Reinforcement Learning

We investigate the hardness of online reinforcement learning in fixed horizon, sparse linear Markov decision process (MDP), with a special focus on the high-dimensional regime where the ambient dimension is larger than the number of episodes. Our contribution is two-fold. First, we provide a lower bound showing that linear regret is generally unavoidable in this case, even if there exists a policy that collects well-conditioned data. The lower bound construction uses an MDP with a fixed number of states while the number of actions scales with the ambient dimension. Note that when the horizon is fixed to one, the case of linear stochastic bandits, the linear regret can be avoided. Second, we show that if the learner has oracle access to a policy that collects well-conditioned data then a variant of Lasso fitted Q-iteration enjoys a nearly dimension-free regret of $\tilde{O}( s^{2/3} N^{2/3})$ where $N$ is the number of episodes and $s$ is the sparsity level. This shows that in the large-action setting, the difficulty of learning can be attributed to the difficulty of finding a good exploratory policy.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Cautious Reinforcement Learning via Distributional Risk in the Dual Domain

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational challenges associated with the fact that risk-sensitive MDPs are time-inconsistent. To ameliorate this issue, we propose a new definition of risk, which we call caution, as a penalty function added to the dual objective of the linear programming (LP) formulation of reinforcement learning. The caution measures the distributional risk of a policy, which is a function of the policy's long-term state occupancy distribution. To solve this problem in an online model-free manner, we propose a stochastic variant of primal-dual method that uses Kullback-Lieber (KL) divergence as its proximal term. We establish that the number of iterations/samples required to attain approximately optimal solutions of this scheme matches tight dependencies on the cardinality of the state and action spaces, but differs in its dependence on the infinity norm of the gradient of the risk measure. Experiments demonstrate the merits of this approach for improving the reliability of reward accumulation without additional computational burdens.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Concept Annotation for Intelligent Textbooks

With the increased popularity of electronic textbooks, there is a growing interests in developing a new generation of "intelligent textbooks", which have the ability to guide the readers according to their learning goals and current knowledge. The intelligent textbooks extend regular textbooks by integrating machine-manipulatable knowledge such as a knowledge map or a prerequisite-outcome relationship between sections, among which, the most popular integrated knowledge is a list of unique knowledge concepts associated with each section. With the help of this concept, multiple intelligent operations, such as content linking, content recommendation or student modeling, can be performed. However, annotating a reliable set of concepts to a textbook section is a challenge. Automatic unsupervised methods for extracting key-phrases as the concepts are known to have insufficient accuracy. Manual annotation by experts is considered as a preferred approach and can be used to produce both the target outcome and the labeled data for training supervised models. However, most researchers in education domain still consider the concept annotation process as an ad-hoc activity rather than an engineering task, resulting in low-quality annotated data. In this paper, we present a textbook knowledge engineering method to obtain reliable concept annotations. The outcomes of our work include a validated knowledge engineering procedure, a code-book for technical concept annotation, and a set of concept annotations for the target textbook, which could be used as gold standard in further research.

0 citations0 reviewsNo code linkedOpen access
preprint2020arXiv

Generalization Bounds for Stochastic Saddle Point Problems

This paper studies the generalization bounds for the empirical saddle point (ESP) solution to stochastic saddle point (SSP) problems. For SSP with Lipschitz continuous and strongly convex-strongly concave objective functions, we establish an $\mathcal{O}(1/n)$ generalization bound by using a uniform stability argument. We also provide generalization bounds under a variety of assumptions, including the cases without strong convexity and without bounded domains. We illustrate our results in two examples: batch policy learning in Markov decision process, and mixed strategy Nash equilibrium estimation for stochastic games. In each of these examples, we show that a regularized ESP solution enjoys a near-optimal sample complexity. To the best of our knowledge, this is the first set of results on the generalization theory of ESP.

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preprint2020arXiv

Generalized Leverage Score Sampling for Neural Networks

Leverage score sampling is a powerful technique that originates from theoretical computer science, which can be used to speed up a large number of fundamental questions, e.g. linear regression, linear programming, semi-definite programming, cutting plane method, graph sparsification, maximum matching and max-flow. Recently, it has been shown that leverage score sampling helps to accelerate kernel methods [Avron, Kapralov, Musco, Musco, Velingker and Zandieh 17]. In this work, we generalize the results in [Avron, Kapralov, Musco, Musco, Velingker and Zandieh 17] to a broader class of kernels. We further bring the leverage score sampling into the field of deep learning theory. $\bullet$ We show the connection between the initialization for neural network training and approximating the neural tangent kernel with random features. $\bullet$ We prove the equivalence between regularized neural network and neural tangent kernel ridge regression under the initialization of both classical random Gaussian and leverage score sampling.

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preprint2020arXiv

Improved Sample Complexity for Stochastic Compositional Variance Reduced Gradient

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from unsatisfactory sample complexity and practical issues since they ignore the convexity structure in the algorithmic design. In this paper, we develop a new stochastic compositional variance-reduced gradient algorithm with the sample complexity of $O((m+n)\log(1/ε)+1/ε^3)$ where $m+n$ is the total number of samples. Our algorithm is near-optimal as the dependence on $m+n$ is optimal up to a logarithmic factor. Experimental results on real-world datasets demonstrate the effectiveness and efficiency of the new algorithm.

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preprint2020arXiv

Minimax-Optimal Off-Policy Evaluation with Linear Function Approximation

This paper studies the statistical theory of batch data reinforcement learning with function approximation. Consider the off-policy evaluation problem, which is to estimate the cumulative value of a new target policy from logged history generated by unknown behavioral policies. We study a regression-based fitted Q iteration method, and show that it is equivalent to a model-based method that estimates a conditional mean embedding of the transition operator. We prove that this method is information-theoretically optimal and has nearly minimal estimation error. In particular, by leveraging contraction property of Markov processes and martingale concentration, we establish a finite-sample instance-dependent error upper bound and a nearly-matching minimax lower bound. The policy evaluation error depends sharply on a restricted $χ^2$-divergence over the function class between the long-term distribution of the target policy and the distribution of past data. This restricted $χ^2$-divergence is both instance-dependent and function-class-dependent. It characterizes the statistical limit of off-policy evaluation. Further, we provide an easily computable confidence bound for the policy evaluator, which may be useful for optimistic planning and safe policy improvement.

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preprint2020arXiv

Model-Based Reinforcement Learning with Value-Targeted Regression

This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when models in $\mathcal{P}$ take the form of linear mixtures: $P_θ = \sum_{i=1}^{d} θ_{i}P_{i}$. We propose a model based RL algorithm that is based on optimism principle: In each episode, the set of models that are `consistent' with the data collected is constructed. The criterion of consistency is based on the total squared error of that the model incurs on the task of predicting \emph{values} as determined by the last value estimate along the transitions. The next value function is then chosen by solving the optimistic planning problem with the constructed set of models. We derive a bound on the regret, which, in the special case of linear mixtures, the regret bound takes the form $\tilde{\mathcal{O}}(d\sqrt{H^{3}T})$, where $H$, $T$ and $d$ are the horizon, total number of steps and dimension of $θ$, respectively. In particular, this regret bound is independent of the total number of states or actions, and is close to a lower bound $Ω(\sqrt{HdT})$. For a general model family $\mathcal{P}$, the regret bound is derived using the notion of the so-called Eluder dimension proposed by Russo & Van Roy (2014).

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preprint2020arXiv

On Function Approximation in Reinforcement Learning: Optimism in the Face of Large State Spaces

The classical theory of reinforcement learning (RL) has focused on tabular and linear representations of value functions. Further progress hinges on combining RL with modern function approximators such as kernel functions and deep neural networks, and indeed there have been many empirical successes that have exploited such combinations in large-scale applications. There are profound challenges, however, in developing a theory to support this enterprise, most notably the need to take into consideration the exploration-exploitation tradeoff at the core of RL in conjunction with the computational and statistical tradeoffs that arise in modern function-approximation-based learning systems. We approach these challenges by studying an optimistic modification of the least-squares value iteration algorithm, in the context of the action-value function represented by a kernel function or an overparameterized neural network. We establish both polynomial runtime complexity and polynomial sample complexity for this algorithm, without additional assumptions on the data-generating model. In particular, we prove that the algorithm incurs an $\tilde{\mathcal{O}}(δ_{\mathcal{F}} H^2 \sqrt{T})$ regret, where $δ_{\mathcal{F}}$ characterizes the intrinsic complexity of the function class $\mathcal{F}$, $H$ is the length of each episode, and $T$ is the total number of episodes. Our regret bounds are independent of the number of states, a result which exhibits clearly the benefit of function approximation in RL.

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preprint2020arXiv

Picasso: A Sparse Learning Library for High Dimensional Data Analysis in R and Python

We describe a new library named picasso, which implements a unified framework of pathwise coordinate optimization for a variety of sparse learning problems (e.g., sparse linear regression, sparse logistic regression, sparse Poisson regression and scaled sparse linear regression) combined with efficient active set selection strategies. Besides, the library allows users to choose different sparsity-inducing regularizers, including the convex $\ell_1$, nonconvex MCP and SCAD regularizers. The library is coded in C++ and has user-friendly R and Python wrappers. Numerical experiments demonstrate that picasso can scale up to large problems efficiently.

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preprint2020arXiv

Sketching Transformed Matrices with Applications to Natural Language Processing

Suppose we are given a large matrix $A=(a_{i,j})$ that cannot be stored in memory but is in a disk or is presented in a data stream. However, we need to compute a matrix decomposition of the entry-wisely transformed matrix, $f(A):=(f(a_{i,j}))$ for some function $f$. Is it possible to do it in a space efficient way? Many machine learning applications indeed need to deal with such large transformed matrices, for example word embedding method in NLP needs to work with the pointwise mutual information (PMI) matrix, while the entrywise transformation makes it difficult to apply known linear algebraic tools. Existing approaches for this problem either need to store the whole matrix and perform the entry-wise transformation afterwards, which is space consuming or infeasible, or need to redesign the learning method, which is application specific and requires substantial remodeling. In this paper, we first propose a space-efficient sketching algorithm for computing the product of a given small matrix with the transformed matrix. It works for a general family of transformations with provable small error bounds and thus can be used as a primitive in downstream learning tasks. We then apply this primitive to a concrete application: low-rank approximation. We show that our approach obtains small error and is efficient in both space and time. We complement our theoretical results with experiments on synthetic and real data.

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preprint2020arXiv

Variational Policy Gradient Method for Reinforcement Learning with General Utilities

In recent years, reinforcement learning (RL) systems with general goals beyond a cumulative sum of rewards have gained traction, such as in constrained problems, exploration, and acting upon prior experiences. In this paper, we consider policy optimization in Markov Decision Problems, where the objective is a general concave utility function of the state-action occupancy measure, which subsumes several of the aforementioned examples as special cases. Such generality invalidates the Bellman equation. As this means that dynamic programming no longer works, we focus on direct policy search. Analogously to the Policy Gradient Theorem \cite{sutton2000policy} available for RL with cumulative rewards, we derive a new Variational Policy Gradient Theorem for RL with general utilities, which establishes that the parametrized policy gradient may be obtained as the solution of a stochastic saddle point problem involving the Fenchel dual of the utility function. We develop a variational Monte Carlo gradient estimation algorithm to compute the policy gradient based on sample paths. We prove that the variational policy gradient scheme converges globally to the optimal policy for the general objective, though the optimization problem is nonconvex. We also establish its rate of convergence of the order $O(1/t)$ by exploiting the hidden convexity of the problem, and proves that it converges exponentially when the problem admits hidden strong convexity. Our analysis applies to the standard RL problem with cumulative rewards as a special case, in which case our result improves the available convergence rate.

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preprint2020arXiv

Visual Data Analysis and Simulation Prediction for COVID-19

The COVID-19 (formerly, 2019-nCoV) epidemic has become a global health emergency, as such, WHO declared PHEIC. China has taken the most hit since the outbreak of the virus, which could be dated as far back as late November by some experts. It was not until January 23rd that the Wuhan government finally recognized the severity of the epidemic and took a drastic measure to curtain the virus spread by closing down all transportation connecting the outside world. In this study, we seek to answer a few questions: How did the virus get spread from the epicenter Wuhan city to the rest of the country? To what extent did the measures, such as, city closure and community quarantine, help controlling the situation? More importantly, can we forecast any significant future development of the event had some of the conditions changed? By collecting and visualizing publicly available data, we first show patterns and characteristics of the epidemic development; we then employ a mathematical model of disease transmission dynamics to evaluate the effectiveness of some epidemic control measures, and more importantly, to offer a few tips on preventive measures.

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preprint2020arXiv

Voting-Based Multi-Agent Reinforcement Learning for Intelligent IoT

The recent success of single-agent reinforcement learning (RL) in Internet of things (IoT) systems motivates the study of multi-agent reinforcement learning (MARL), which is more challenging but more useful in large-scale IoT. In this paper, we consider a voting-based MARL problem, in which the agents vote to make group decisions and the goal is to maximize the globally averaged returns. To this end, we formulate the MARL problem based on the linear programming form of the policy optimization problem and propose a distributed primal-dual algorithm to obtain the optimal solution. We also propose a voting mechanism through which the distributed learning achieves the same sublinear convergence rate as centralized learning. In other words, the distributed decision making does not slow down the process of achieving global consensus on optimality. Lastly, we verify the convergence of our proposed algorithm with numerical simulations and conduct case studies in practical multi-agent IoT systems.

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