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Stuart Russell

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Published work

36 published item(s)

preprint2026arXiv

Cross-Domain Imitation Learning via Optimal Transport

Cross-domain imitation learning studies how to leverage expert demonstrations of one agent to train an imitation agent with a different embodiment or morphology. Comparing trajectories and stationary distributions between the expert and imitation agents is challenging because they live on different systems that may not even have the same dimensionality. We propose Gromov-Wasserstein Imitation Learning (GWIL), a method for cross-domain imitation that uses the Gromov-Wasserstein distance to align and compare states between the different spaces of the agents. Our theory formally characterizes the scenarios where GWIL preserves optimality, revealing its possibilities and limitations. We demonstrate the effectiveness of GWIL in non-trivial continuous control domains ranging from simple rigid transformation of the expert domain to arbitrary transformation of the state-action space.

preprint2026arXiv

Learning the Preferences of a Learning Agent

For AI systems to be useful to humans, they must understand and act in accordance with our values and preferences. Since specifying preferences is a hard task, inverse reinforcement learning (IRL) aims to develop methods that allow for inferring preferences from observed behavior. However, IRL assumes the human to be approximately optimal. This is a big limitation in cases where the human themselves may be learning to act optimally in an environment. In this paper, we formalize the problem of learning the preferences of a learning agent: a predictor observes a learner acting online and tries to infer the underlying reward function being (initially suboptimally) optimized by the learner. We model the learner as either being no-regret, or as converging to an optimal Boltzmann policy over time. In each of these settings, we establish theoretical guarantees for various preference learning algorithms, or otherwise show that such guarantees are impossible.

preprint2022arXiv

A Re-examination of Ellipticity Corrections for Seismic Phases

The Earth's ellipticity of figure has an effect on the travel times of seismic waves over teleseismic distances. Tables of ellipticity corrections and coefficients have been used by seismologists for several decades, however due to the increasing variety and complexity of seismic phases in use, current tables of ellipticity coefficients are now outmoded and incomplete. We present a Python package, EllipticiPy, for the calculation of ellipticity corrections that removes the dependence on pre-calculated coefficients at discrete source depths and epicentral distances. EllipticiPy also facilitates the calculation of ellipticity corrections on other planetary bodies. When applied to both Earth and Mars, the magnitudes of ellipticity corrections are on the order of single seconds and are significant for some seismic studies on Earth but remain negligible on Mars due to other greater sources of uncertainty.

preprint2022arXiv

An Empirical Investigation of Representation Learning for Imitation

Imitation learning often needs a large demonstration set in order to handle the full range of situations that an agent might find itself in during deployment. However, collecting expert demonstrations can be expensive. Recent work in vision, reinforcement learning, and NLP has shown that auxiliary representation learning objectives can reduce the need for large amounts of expensive, task-specific data. Our Empirical Investigation of Representation Learning for Imitation (EIRLI) investigates whether similar benefits apply to imitation learning. We propose a modular framework for constructing representation learning algorithms, then use our framework to evaluate the utility of representation learning for imitation across several environment suites. In the settings we evaluate, we find that existing algorithms for image-based representation learning provide limited value relative to a well-tuned baseline with image augmentations. To explain this result, we investigate differences between imitation learning and other settings where representation learning has provided significant benefit, such as image classification. Finally, we release a well-documented codebase which both replicates our findings and provides a modular framework for creating new representation learning algorithms out of reusable components.

preprint2022arXiv

Cooperative and uncooperative institution designs: Surprises and problems in open-source game theory

It is increasingly possible for real-world agents, such as software-based agents or human institutions, to view the internal programming of other such agents that they interact with. For instance, a company can read the bylaws of another company, or one software system can read the source code of another. Game-theoretic equilibria between the designers of such agents are called \emph{program equilibria}, and we call this area \emph{open-source game theory}. In this work we demonstrate a series of counterintuitive results on open-source games, which are independent of the programming language in which agents are written. We show that certain formal institution designs that one might expect to defect against each other will instead turn out to cooperate, or conversely, cooperate when one might expect them to defect. The results hold in a setting where each institution has full visibility into the other institution's true operating procedures. We also exhibit examples and ten open problems for better understanding these phenomena. We argue that contemporary game theory remains ill-equipped to study program equilibria, given that even the outcomes of single games in open-source settings remain counterintuitive and poorly understood. Nonetheless, some of these open-source agents exhibit desirable characteristics -- e.g., they can unexploitably create incentives for cooperation and legibility from other agents -- such that analyzing them could yield considerable benefits.

preprint2022arXiv

Estimating and Penalizing Induced Preference Shifts in Recommender Systems

The content that a recommender system (RS) shows to users influences them. Therefore, when choosing a recommender to deploy, one is implicitly also choosing to induce specific internal states in users. Even more, systems trained via long-horizon optimization will have direct incentives to manipulate users: in this work, we focus on the incentive to shift user preferences so they are easier to satisfy. We argue that - before deployment - system designers should: estimate the shifts a recommender would induce; evaluate whether such shifts would be undesirable; and perhaps even actively optimize to avoid problematic shifts. These steps involve two challenging ingredients: estimation requires anticipating how hypothetical algorithms would influence user preferences if deployed - we do this by using historical user interaction data to train a predictive user model which implicitly contains their preference dynamics; evaluation and optimization additionally require metrics to assess whether such influences are manipulative or otherwise unwanted - we use the notion of "safe shifts", that define a trust region within which behavior is safe: for instance, the natural way in which users would shift without interference from the system could be deemed "safe". In simulated experiments, we show that our learned preference dynamics model is effective in estimating user preferences and how they would respond to new recommenders. Additionally, we show that recommenders that optimize for staying in the trust region can avoid manipulative behaviors while still generating engagement.

preprint2022arXiv

For Learning in Symmetric Teams, Local Optima are Global Nash Equilibria

Although it has been known since the 1970s that a globally optimal strategy profile in a common-payoff game is a Nash equilibrium, global optimality is a strict requirement that limits the result's applicability. In this work, we show that any locally optimal symmetric strategy profile is also a (global) Nash equilibrium. Furthermore, we show that this result is robust to perturbations to the common payoff and to the local optimum. Applied to machine learning, our result provides a global guarantee for any gradient method that finds a local optimum in symmetric strategy space. While this result indicates stability to unilateral deviation, we nevertheless identify broad classes of games where mixed local optima are unstable under joint, asymmetric deviations. We analyze the prevalence of instability by running learning algorithms in a suite of symmetric games, and we conclude by discussing the applicability of our results to multi-agent RL, cooperative inverse RL, and decentralized POMDPs.

preprint2022arXiv

Pruned Neural Networks are Surprisingly Modular

The learned weights of a neural network are often considered devoid of scrutable internal structure. To discern structure in these weights, we introduce a measurable notion of modularity for multi-layer perceptrons (MLPs), and investigate the modular structure of MLPs trained on datasets of small images. Our notion of modularity comes from the graph clustering literature: a "module" is a set of neurons with strong internal connectivity but weak external connectivity. We find that training and weight pruning produces MLPs that are more modular than randomly initialized ones, and often significantly more modular than random MLPs with the same (sparse) distribution of weights. Interestingly, they are much more modular when trained with dropout. We also present exploratory analyses of the importance of different modules for performance and how modules depend on each other. Understanding the modular structure of neural networks, when such structure exists, will hopefully render their inner workings more interpretable to engineers. Note that this paper has been superceded by "Clusterability in Neural Networks", arxiv:2103.03386 and "Quantifying Local Specialization in Deep Neural Networks", arxiv:2110.08058!

preprint2022arXiv

Quantifying Local Specialization in Deep Neural Networks

A neural network is locally specialized to the extent that parts of its computational graph (i.e. structure) can be abstractly represented as performing some comprehensible sub-task relevant to the overall task (i.e. functionality). Are modern deep neural networks locally specialized? How can this be quantified? In this paper, we consider the problem of taking a neural network whose neurons are partitioned into clusters, and quantifying how functionally specialized the clusters are. We propose two proxies for this: importance, which reflects how crucial sets of neurons are to network performance; and coherence, which reflects how consistently their neurons associate with features of the inputs. To measure these proxies, we develop a set of statistical methods based on techniques conventionally used to interpret individual neurons. We apply the proxies to partitionings generated by spectrally clustering a graph representation of the network's neurons with edges determined either by network weights or correlations of activations. We show that these partitionings, even ones based only on weights (i.e. strictly from non-runtime analysis), reveal groups of neurons that are important and coherent. These results suggest that graph-based partitioning can reveal local specialization and that statistical methods can be used to automatedly screen for sets of neurons that can be understood abstractly.

preprint2021arXiv

Adversarial Policies: Attacking Deep Reinforcement Learning

Deep reinforcement learning (RL) policies are known to be vulnerable to adversarial perturbations to their observations, similar to adversarial examples for classifiers. However, an attacker is not usually able to directly modify another agent's observations. This might lead one to wonder: is it possible to attack an RL agent simply by choosing an adversarial policy acting in a multi-agent environment so as to create natural observations that are adversarial? We demonstrate the existence of adversarial policies in zero-sum games between simulated humanoid robots with proprioceptive observations, against state-of-the-art victims trained via self-play to be robust to opponents. The adversarial policies reliably win against the victims but generate seemingly random and uncoordinated behavior. We find that these policies are more successful in high-dimensional environments, and induce substantially different activations in the victim policy network than when the victim plays against a normal opponent. Videos are available at https://adversarialpolicies.github.io/.

preprint2021arXiv

Clusterability in Neural Networks

The learned weights of a neural network have often been considered devoid of scrutable internal structure. In this paper, however, we look for structure in the form of clusterability: how well a network can be divided into groups of neurons with strong internal connectivity but weak external connectivity. We find that a trained neural network is typically more clusterable than randomly initialized networks, and often clusterable relative to random networks with the same distribution of weights. We also exhibit novel methods to promote clusterability in neural network training, and find that in multi-layer perceptrons they lead to more clusterable networks with little reduction in accuracy. Understanding and controlling the clusterability of neural networks will hopefully render their inner workings more interpretable to engineers by facilitating partitioning into meaningful clusters.

preprint2021arXiv

Emergent Complexity and Zero-shot Transfer via Unsupervised Environment Design

A wide range of reinforcement learning (RL) problems - including robustness, transfer learning, unsupervised RL, and emergent complexity - require specifying a distribution of tasks or environments in which a policy will be trained. However, creating a useful distribution of environments is error prone, and takes a significant amount of developer time and effort. We propose Unsupervised Environment Design (UED) as an alternative paradigm, where developers provide environments with unknown parameters, and these parameters are used to automatically produce a distribution over valid, solvable environments. Existing approaches to automatically generating environments suffer from common failure modes: domain randomization cannot generate structure or adapt the difficulty of the environment to the agent's learning progress, and minimax adversarial training leads to worst-case environments that are often unsolvable. To generate structured, solvable environments for our protagonist agent, we introduce a second, antagonist agent that is allied with the environment-generating adversary. The adversary is motivated to generate environments which maximize regret, defined as the difference between the protagonist and antagonist agent's return. We call our technique Protagonist Antagonist Induced Regret Environment Design (PAIRED). Our experiments demonstrate that PAIRED produces a natural curriculum of increasingly complex environments, and PAIRED agents achieve higher zero-shot transfer performance when tested in highly novel environments.

preprint2020arXiv

Multi-Principal Assistance Games

Assistance games (also known as cooperative inverse reinforcement learning games) have been proposed as a model for beneficial AI, wherein a robotic agent must act on behalf of a human principal but is initially uncertain about the humans payoff function. This paper studies multi-principal assistance games, which cover the more general case in which the robot acts on behalf of N humans who may have widely differing payoffs. Impossibility theorems in social choice theory and voting theory can be applied to such games, suggesting that strategic behavior by the human principals may complicate the robots task in learning their payoffs. We analyze in particular a bandit apprentice game in which the humans act first to demonstrate their individual preferences for the arms and then the robot acts to maximize the sum of human payoffs. We explore the extent to which the cost of choosing suboptimal arms reduces the incentive to mislead, a form of natural mechanism design. In this context we propose a social choice method that uses shared control of a system to combine preference inference with social welfare optimization.

preprint2020arXiv

Multi-Principal Assistance Games: Definition and Collegial Mechanisms

We introduce the concept of a multi-principal assistance game (MPAG), and circumvent an obstacle in social choice theory, Gibbard's theorem, by using a sufficiently collegial preference inference mechanism. In an MPAG, a single agent assists N human principals who may have widely different preferences. MPAGs generalize assistance games, also known as cooperative inverse reinforcement learning games. We analyze in particular a generalization of apprenticeship learning in which the humans first perform some work to obtain utility and demonstrate their preferences, and then the robot acts to further maximize the sum of human payoffs. We show in this setting that if the game is sufficiently collegial, i.e. if the humans are responsible for obtaining a sufficient fraction of the rewards through their own actions, then their preferences are straightforwardly revealed through their work. This revelation mechanism is non-dictatorial, does not limit the possible outcomes to two alternatives, and is dominant-strategy incentive-compatible.

preprint2016arXiv

Research Priorities for Robust and Beneficial Artificial Intelligence

Success in the quest for artificial intelligence has the potential to bring unprecedented benefits to humanity, and it is therefore worthwhile to investigate how to maximize these benefits while avoiding potential pitfalls. This article gives numerous examples (which should by no means be construed as an exhaustive list) of such worthwhile research aimed at ensuring that AI remains robust and beneficial.

preprint2016arXiv

Swift: Compiled Inference for Probabilistic Programming Languages

A probabilistic program defines a probability measure over its semantic structures. One common goal of probabilistic programming languages (PPLs) is to compute posterior probabilities for arbitrary models and queries, given observed evidence, using a generic inference engine. Most PPL inference engines---even the compiled ones---incur significant runtime interpretation overhead, especially for contingent and open-universe models. This paper describes Swift, a compiler for the BLOG PPL. Swift-generated code incorporates optimizations that eliminate interpretation overhead, maintain dynamic dependencies efficiently, and handle memory management for possible worlds of varying sizes. Experiments comparing Swift with other PPL engines on a variety of inference problems demonstrate speedups ranging from 12x to 326x.

preprint2016arXiv

Towards Practical Bayesian Parameter and State Estimation

Joint state and parameter estimation is a core problem for dynamic Bayesian networks. Although modern probabilistic inference toolkits make it relatively easy to specify large and practically relevant probabilistic models, the silver bullet---an efficient and general online inference algorithm for such problems---remains elusive, forcing users to write special-purpose code for each application. We propose a novel blackbox algorithm -- a hybrid of particle filtering for state variables and assumed density filtering for parameter variables. It has following advantages: (a) it is efficient due to its online nature, and (b) it is applicable to both discrete and continuous parameter spaces . On a variety of toy and real models, our system is able to generate more accurate results within a fixed computation budget. This preliminary evidence indicates that the proposed approach is likely to be of practical use.

preprint2015arXiv

Probabilistic Model-Based Approach for Heart Beat Detection

Nowadays, hospitals are ubiquitous and integral to modern society. Patients flow in and out of a veritable whirlwind of paperwork, consultations, and potential inpatient admissions, through an abstracted system that is not without flaws. One of the biggest flaws in the medical system is perhaps an unexpected one: the patient alarm system. One longitudinal study reported an 88.8% rate of false alarms, with other studies reporting numbers of similar magnitudes. These false alarm rates lead to a number of deleterious effects that manifest in a significantly lower standard of care across clinics. This paper discusses a model-based probabilistic inference approach to identifying variables at a detection level. We design a generative model that complies with an overview of human physiology and perform approximate Bayesian inference. One primary goal of this paper is to justify a Bayesian modeling approach to increasing robustness in a physiological domain. We use three data sets provided by Physionet, a research resource for complex physiological signals, in the form of the Physionet 2014 Challenge set-p1 and set-p2, as well as the MGH/MF Waveform Database. On the extended data set our algorithm is on par with the other top six submissions to the Physionet 2014 challenge.

preprint2014arXiv

Selecting Computations: Theory and Applications

Sequential decision problems are often approximately solvable by simulating possible future action sequences. Metalevel decision procedures have been developed for selecting which action sequences to simulate, based on estimating the expected improvement in decision quality that would result from any particular simulation; an example is the recent work on using bandit algorithms to control Monte Carlo tree search in the game of Go. In this paper we develop a theoretical basis for metalevel decisions in the statistical framework of Bayesian selection problems, arguing (as others have done) that this is more appropriate than the bandit framework. We derive a number of basic results applicable to Monte Carlo selection problems, including the first finite sampling bounds for optimal policies in certain cases; we also provide a simple counterexample to the intuitive conjecture that an optimal policy will necessarily reach a decision in all cases. We then derive heuristic approximations in both Bayesian and distribution-free settings and demonstrate their superiority to bandit-based heuristics in one-shot decision problems and in Go.

preprint2013arXiv

Automated Construction of Sparse Bayesian Networks from Unstructured Probabilistic Models and Domain Information

An algorithm for automated construction of a sparse Bayesian network given an unstructured probabilistic model and causal domain information from an expert has been developed and implemented. The goal is to obtain a network that explicitly reveals as much information regarding conditional independence as possible. The network is built incrementally adding one node at a time. The expert's information and a greedy heuristic that tries to keep the number of arcs added at each step to a minimum are used to guide the search for the next node to add. The probabilistic model is a predicate that can answer queries about independencies in the domain. In practice the model can be implemented in various ways. For example, the model could be a statistical independence test operating on empirical data or a deductive prover operating on a set of independence statements about the domain.

preprint2013arXiv

Image Segmentation in Video Sequences: A Probabilistic Approach

"Background subtraction" is an old technique for finding moving objects in a video sequence for example, cars driving on a freeway. The idea is that subtracting the current image from a timeaveraged background image will leave only nonstationary objects. It is, however, a crude approximation to the task of classifying each pixel of the current image; it fails with slow-moving objects and does not distinguish shadows from moving objects. The basic idea of this paper is that we can classify each pixel using a model of how that pixel looks when it is part of different classes. We learn a mixture-of-Gaussians classification model for each pixel using an unsupervised technique- an efficient, incremental version of EM. Unlike the standard image-averaging approach, this automatically updates the mixture component for each class according to likelihood of membership; hence slow-moving objects are handled perfectly. Our approach also identifies and eliminates shadows much more effectively than other techniques such as thresholding. Application of this method as part of the Roadwatch traffic surveillance project is expected to result in significant improvements in vehicle identification and tracking.

preprint2013arXiv

Learning the Structure of Dynamic Probabilistic Networks

Dynamic probabilistic networks are a compact representation of complex stochastic processes. In this paper we examine how to learn the structure of a DPN from data. We extend structure scoring rules for standard probabilistic networks to the dynamic case, and show how to search for structure when some of the variables are hidden. Finally, we examine two applications where such a technology might be useful: predicting and classifying dynamic behaviors, and learning causal orderings in biological processes. We provide empirical results that demonstrate the applicability of our methods in both domains.

preprint2013arXiv

Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks

Particle filters (PFs) are powerful sampling-based inference/learning algorithms for dynamic Bayesian networks (DBNs). They allow us to treat, in a principled way, any type of probability distribution, nonlinearity and non-stationarity. They have appeared in several fields under such names as "condensation", "sequential Monte Carlo" and "survival of the fittest". In this paper, we show how we can exploit the structure of the DBN to increase the efficiency of particle filtering, using a technique known as Rao-Blackwellisation. Essentially, this samples some of the variables, and marginalizes out the rest exactly, using the Kalman filter, HMM filter, junction tree algorithm, or any other finite dimensional optimal filter. We show that Rao-Blackwellised particle filters (RBPFs) lead to more accurate estimates than standard PFs. We demonstrate RBPFs on two problems, namely non-stationary online regression with radial basis function networks and robot localization and map building. We also discuss other potential application areas and provide references to some finite dimensional optimal filters.

preprint2013arXiv

Stochastic Simulation Algorithms for Dynamic Probabilistic Networks

Stochastic simulation algorithms such as likelihood weighting often give fast, accurate approximations to posterior probabilities in probabilistic networks, and are the methods of choice for very large networks. Unfortunately, the special characteristics of dynamic probabilistic networks (DPNs), which are used to represent stochastic temporal processes, mean that standard simulation algorithms perform very poorly. In essence, the simulation trials diverge further and further from reality as the process is observed over time. In this paper, we present simulation algorithms that use the evidence observed at each time step to push the set of trials back towards reality. The first algorithm, "evidence reversal" (ER) restructures each time slice of the DPN so that the evidence nodes for the slice become ancestors of the state variables. The second algorithm, called "survival of the fittest" sampling (SOF), "repopulates" the set of trials at each time step using a stochastic reproduction rate weighted by the likelihood of the evidence according to each trial. We compare the performance of each algorithm with likelihood weighting on the original network, and also investigate the benefits of combining the ER and SOF methods. The ER/SOF combination appears to maintain bounded error independent of the number of time steps in the simulation.

preprint2013arXiv

Variational MCMC

We propose a new class of learning algorithms that combines variational approximation and Markov chain Monte Carlo (MCMC) simulation. Naive algorithms that use the variational approximation as proposal distribution can perform poorly because this approximation tends to underestimate the true variance and other features of the data. We solve this problem by introducing more sophisticated MCMC algorithms. One of these algorithms is a mixture of two MCMC kernels: a random walk Metropolis kernel and a blockMetropolis-Hastings (MH) kernel with a variational approximation as proposaldistribution. The MH kernel allows one to locate regions of high probability efficiently. The Metropolis kernel allows us to explore the vicinity of these regions. This algorithm outperforms variationalapproximations because it yields slightly better estimates of the mean and considerably better estimates of higher moments, such as covariances. It also outperforms standard MCMC algorithms because it locates theregions of high probability quickly, thus speeding up convergence. We demonstrate this algorithm on the problem of Bayesian parameter estimation for logistic (sigmoid) belief networks.

preprint2012arXiv

A compact, hierarchical Q-function decomposition

Previous work in hierarchical reinforcement learning has faced a dilemma: either ignore the values of different possible exit states from a subroutine, thereby risking suboptimal behavior, or represent those values explicitly thereby incurring a possibly large representation cost because exit values refer to nonlocal aspects of the world (i.e., all subsequent rewards). This paper shows that, in many cases, one can avoid both of these problems. The solution is based on recursively decomposing the exit value function in terms of Q-functions at higher levels of the hierarchy. This leads to an intuitively appealing runtime architecture in which a parent subroutine passes to its child a value function on the exit states and the child reasons about how its choices affect the exit value. We also identify structural conditions on the value function and transition distributions that allow much more concise representations of exit state distributions, leading to further state abstraction. In essence, the only variables whose exit values need be considered are those that the parent cares about and the child affects. We demonstrate the utility of our algorithms on a series of increasingly complex environments.

preprint2012arXiv

A Generalized Mean Field Algorithm for Variational Inference in Exponential Families

The mean field methods, which entail approximating intractable probability distributions variationally with distributions from a tractable family, enjoy high efficiency, guaranteed convergence, and provide lower bounds on the true likelihood. But due to requirement for model-specific derivation of the optimization equations and unclear inference quality in various models, it is not widely used as a generic approximate inference algorithm. In this paper, we discuss a generalized mean field theory on variational approximation to a broad class of intractable distributions using a rich set of tractable distributions via constrained optimization over distribution spaces. We present a class of generalized mean field (GMF) algorithms for approximate inference in complex exponential family models, which entails limiting the optimization over the class of cluster-factorizable distributions. GMF is a generic method requiring no model-specific derivations. It factors a complex model into a set of disjoint variable clusters, and uses a set of canonical fix-point equations to iteratively update the cluster distributions, and converge to locally optimal cluster marginals that preserve the original dependency structure within each cluster, hence, fully decomposed the overall inference problem. We empirically analyzed the effect of different tractable family (clusters of different granularity) on inference quality, and compared GMF with BP on several canonical models. Possible extension to higher-order MF approximation is also discussed.

preprint2012arXiv

A temporally abstracted Viterbi algorithm

Hierarchical problem abstraction, when applicable, may offer exponential reductions in computational complexity. Previous work on coarse-to-fine dynamic programming (CFDP) has demonstrated this possibility using state abstraction to speed up the Viterbi algorithm. In this paper, we show how to apply temporal abstraction to the Viterbi problem. Our algorithm uses bounds derived from analysis of coarse timescales to prune large parts of the state trellis at finer timescales. We demonstrate improvements of several orders of magnitude over the standard Viterbi algorithm, as well as significant speedups over CFDP, for problems whose state variables evolve at widely differing rates.

preprint2012arXiv

Decayed MCMC Filtering

Filtering---estimating the state of a partially observable Markov process from a sequence of observations---is one of the most widely studied problems in control theory, AI, and computational statistics. Exact computation of the posterior distribution is generally intractable for large discrete systems and for nonlinear continuous systems, so a good deal of effort has gone into developing robust approximation algorithms. This paper describes a simple stochastic approximation algorithm for filtering called {em decayed MCMC}. The algorithm applies Markov chain Monte Carlo sampling to the space of state trajectories using a proposal distribution that favours flips of more recent state variables. The formal analysis of the algorithm involves a generalization of standard coupling arguments for MCMC convergence. We prove that for any ergodic underlying Markov process, the convergence time of decayed MCMC with inverse-polynomial decay remains bounded as the length of the observation sequence grows. We show experimentally that decayed MCMC is at least competitive with other approximation algorithms such as particle filtering.

preprint2012arXiv

Efficient Gradient Estimation for Motor Control Learning

The task of estimating the gradient of a function in the presence of noise is central to several forms of reinforcement learning, including policy search methods. We present two techniques for reducing gradient estimation errors in the presence of observable input noise applied to the control signal. The first method extends the idea of a reinforcement baseline by fitting a local linear model to the function whose gradient is being estimated; we show how to find the linear model that minimizes the variance of the gradient estimate, and how to estimate the model from data. The second method improves this further by discounting components of the gradient vector that have high variance. These methods are applied to the problem of motor control learning, where actuator noise has a significant influence on behavior. In particular, we apply the techniques to learn locally optimal controllers for a dart-throwing task using a simulated three-link arm; we demonstrate that proposed methods significantly improve the reward function gradient estimate and, consequently, the learning curve, over existing methods.

preprint2012arXiv

General-Purpose MCMC Inference over Relational Structures

Tasks such as record linkage and multi-target tracking, which involve reconstructing the set of objects that underlie some observed data, are particularly challenging for probabilistic inference. Recent work has achieved efficient and accurate inference on such problems using Markov chain Monte Carlo (MCMC) techniques with customized proposal distributions. Currently, implementing such a system requires coding MCMC state representations and acceptance probability calculations that are specific to a particular application. An alternative approach, which we pursue in this paper, is to use a general-purpose probabilistic modeling language (such as BLOG) and a generic Metropolis-Hastings MCMC algorithm that supports user-supplied proposal distributions. Our algorithm gains flexibility by using MCMC states that are only partial descriptions of possible worlds; we provide conditions under which MCMC over partial worlds yields correct answers to queries. We also show how to use a context-specific Bayes net to identify the factors in the acceptance probability that need to be computed for a given proposed move. Experimental results on a citation matching task show that our general-purpose MCMC engine compares favorably with an application-specific system.

preprint2012arXiv

Gibbs Sampling in Open-Universe Stochastic Languages

Languages for open-universe probabilistic models (OUPMs) can represent situations with an unknown number of objects and iden- tity uncertainty. While such cases arise in a wide range of important real-world appli- cations, existing general purpose inference methods for OUPMs are far less efficient than those available for more restricted lan- guages and model classes. This paper goes some way to remedying this deficit by in- troducing, and proving correct, a generaliza- tion of Gibbs sampling to partial worlds with possibly varying model structure. Our ap- proach draws on and extends previous generic OUPM inference methods, as well as aux- iliary variable samplers for nonparametric mixture models. It has been implemented for BLOG, a well-known OUPM language. Combined with compile-time optimizations, the resulting algorithm yields very substan- tial speedups over existing methods on sev- eral test cases, and substantially improves the practicality of OUPM languages generally.

preprint2012arXiv

Graph partition strategies for generalized mean field inference

An autonomous variational inference algorithm for arbitrary graphical models requires the ability to optimize variational approximations over the space of model parameters as well as over the choice of tractable families used for the variational approximation. In this paper, we present a novel combination of graph partitioning algorithms with a generalized mean field (GMF) inference algorithm. This combination optimizes over disjoint clustering of variables and performs inference using those clusters. We provide a formal analysis of the relationship between the graph cut and the GMF approximation, and explore several graph partition strategies empirically. Our empirical results provide rather clear support for a weighted version of MinCut as a useful clustering algorithm for GMF inference, which is consistent with the implications from the formal analysis.

preprint2012arXiv

Improving Gradient Estimation by Incorporating Sensor Data

An efficient policy search algorithm should estimate the local gradient of the objective function, with respect to the policy parameters, from as few trials as possible. Whereas most policy search methods estimate this gradient by observing the rewards obtained during policy trials, we show, both theoretically and empirically, that taking into account the sensor data as well gives better gradient estimates and hence faster learning. The reason is that rewards obtained during policy execution vary from trial to trial due to noise in the environment; sensor data, which correlates with the noise, can be used to partially correct for this variation, resulting in an estimatorwith lower variance.

preprint2012arXiv

RAPID: A Reachable Anytime Planner for Imprecisely-sensed Domains

Despite the intractability of generic optimal partially observable Markov decision process planning, there exist important problems that have highly structured models. Previous researchers have used this insight to construct more efficient algorithms for factored domains, and for domains with topological structure in the flat state dynamics model. In our work, motivated by findings from the education community relevant to automated tutoring, we consider problems that exhibit a form of topological structure in the factored dynamics model. Our Reachable Anytime Planner for Imprecisely-sensed Domains (RAPID) leverages this structure to efficiently compute a good initial envelope of reachable states under the optimal MDP policy in time linear in the number of state variables. RAPID performs partially-observable planning over the limited envelope of states, and slowly expands the state space considered as time allows. RAPID performs well on a large tutoring-inspired problem simulation with 122 state variables, corresponding to a flat state space of over 10^30 states.

preprint2012arXiv

Selecting Computations: Theory and Applications

Sequential decision problems are often approximately solvable by simulating possible future action sequences. {\em Metalevel} decision procedures have been developed for selecting {\em which} action sequences to simulate, based on estimating the expected improvement in decision quality that would result from any particular simulation; an example is the recent work on using bandit algorithms to control Monte Carlo tree search in the game of Go. In this paper we develop a theoretical basis for metalevel decisions in the statistical framework of Bayesian {\em selection problems}, arguing (as others have done) that this is more appropriate than the bandit framework. We derive a number of basic results applicable to Monte Carlo selection problems, including the first finite sampling bounds for optimal policies in certain cases; we also provide a simple counterexample to the intuitive conjecture that an optimal policy will necessarily reach a decision in all cases. We then derive heuristic approximations in both Bayesian and distribution-free settings and demonstrate their superiority to bandit-based heuristics in one-shot decision problems and in Go.