We propose a model-based lifelong reinforcement-learning approach that estimates a hierarchical Bayesian posterior distilling the common structure shared across different tasks. The learned posterior combined with a sample-based Bayesian exploration procedure increases the sample efficiency of learning across a family of related tasks. We first derive an analysis of the relationship between the sample complexity and the initialization quality of the posterior in the finite MDP setting. We next scale the approach to continuous-state domains by introducing a Variational Bayesian Lifelong Reinforcement Learning algorithm that can be combined with recent model-based deep RL methods, and that exhibits backward transfer. Experimental results on several challenging domains show that our algorithms achieve both better forward and backward transfer performance than state-of-the-art lifelong RL methods
more »
« less
Infinite-dimensional optimization and Bayesian nonparametric learning of stochastic differential equations
The paper has two major themes. The first part of the paper establishes certain general results for infinite-dimensional optimization problems on Hilbert spaces. These results cover the classical representer theorem and many of its variants as special cases and offer a wider scope of applications. The second part of the paper then develops a systematic approach for learning the drift function of a stochastic differential equation by integrating the results of the first part with Bayesian hierarchical framework. Importantly, our Bayesian approach incorporates low-cost sparse learning through proper use of shrinkage priors while allowing proper quantification of uncertainty through posterior distributions. Several examples at the end illustrate the accuracy of our learning scheme.
more »
« less
- Award ID(s):
- 1855788
- PAR ID:
- 10468335
- Publisher / Repository:
- Journal of machine learning research
- Date Published:
- Journal Name:
- Journal of machine learning research
- Volume:
- 24
- Issue:
- 159
- ISSN:
- 1533-7928
- Page Range / eLocation ID:
- 1-39
- Subject(s) / Keyword(s):
- Reproducing kernel Hilbert spaces (RKHS) infinite-dimensional optimization representer theorem nonparametric learning stochastic differential equations diffusion processes Bayesian methods
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
null (Ed.)Bayesian hybrid models fuse physics-based insights with machine learning constructs to correct for systematic bias. In this paper, we compare Bayesian hybrid models against physics-based glass-box and Gaussian process black-box surrogate models. We consider ballistic firing as an illustrative case study for a Bayesian decision-making workflow. First, Bayesian calibration is performed to estimate model parameters. We then use the posterior distribution from Bayesian analysis to compute optimal firing conditions to hit a target via a single-stage stochastic program. The case study demonstrates the ability of Bayesian hybrid models to overcome systematic bias from missing physics with fewer data than the pure machine learning approach. Ultimately, we argue Bayesian hybrid models are an emerging paradigm for data-informed decision-making under parametric and epistemic uncertainty.more » « less
-
Tensor decomposition is an effective approach to compress over-parameterized neural networks and to enable their deployment on resource-constrained hardware platforms. However, directly applying tensor compression in the training process is a challenging task due to the difficulty of choosing a proper tensor rank. In order to address this challenge, this paper proposes a low-rank Bayesian tensorized neural network. Our Bayesian method performs automatic model compression via an adaptive tensor rank determination. We also present approaches for posterior density calculation and maximum a posteriori (MAP) estimation for the end-to-end training of our tensorized neural network. We provide experimental validation on a two-layer fully connected neural network, a 6-layer CNN and a 110-layer residual neural network where our work produces 7.4X to 137X more compact neural networks directly from the training while achieving high prediction accuracy.more » « less
-
Depending on the node ordering, an adjacency matrix can highlight distinct characteristics of a graph. Deriving a "proper" node ordering is thus a critical step in visualizing a graph as an adjacency matrix. Users often try multiple matrix reorderings using different methods until they find one that meets the analysis goal. However, this trial-and-error approach is laborious and disorganized, which is especially challenging for novices. This paper presents a technique that enables users to effortlessly find a matrix reordering they want. Specifically, we design a generative model that learns a latent space of diverse matrix reorderings of the given graph. We also construct an intuitive user interface from the learned latent space by creating a map of various matrix reorderings. We demonstrate our approach through quantitative and qualitative evaluations of the generated reorderings and learned latent spaces. The results show that our model is capable of learning a latent space of diverse matrix reorderings. Most existing research in this area generally focused on developing algorithms that can compute "better" matrix reorderings for particular circumstances. This paper introduces a fundamentally new approach to matrix visualization of a graph, where a machine learning model learns to generate diverse matrix reorderings of a graph.more » « less
-
This paper focuses on decoding the process of face verification in the human brain using fMRI responses. 2400 fMRI responses are collected from different participants while they perform face verification on genuine and imposter stimuli face pairs. The first part of the paper analyzes the responses covering both cognitive and fMRI neuro-imaging results. With an average verification accuracy of 64.79% by human participants, the results of the cognitive analysis depict that the performance of female participants is significantly higher than the male participants with respect to imposter pairs. The results of the neuroimaging analysis identifies regions of the brain such as the left fusiform gyrus, caudate nucleus, and superior frontal gyrus that are activated when participants perform face verification tasks. The second part of the paper proposes a novel two-level fMRI dictionary learning approach to predict if the stimuli observed is genuine or imposter using the brain activation data for selected regions. A comparative analysis with existing machine learning techniques illustrates that the proposed approach yields at least 4.5% higher classification accuracy than other algorithms. It is envisioned that the result of this study is the first step in designing brain-inspired automatic face verification algorithms.more » « less
An official website of the United States government

