Learning in Non-Cooperative Configurable Markov Decision Processes

The Configurable Markov Decision Process framework includes two entities: a Reinforcement Learning agent and a configurator that can modify some environmental parameters to improve the agent's performance. This presupposes that the two actors have the same reward functions. What if the configurator does not have the same intentions as the agent? This paper introduces the Non-Cooperative Configurable Markov Decision Process, a setting that allows having two (possibly different) reward functions for the configurator and the agent. Then, we consider an online learning problem, where the configurator has to find the best among a finite set of possible configurations. We propose two learning algorithms to minimize the configurator's expected regret, which exploits the problem's structure, depending on the agent's feedback. While a naive application of the UCB algorithm yields a regret that grows indefinitely over time, we show that our approach suffers only bounded regret. Furthermore, we empirically show the performance of our algorithm in simulated domains

Value Iteration for Long-run Average Reward in Markov Decision Processes

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Long-run average rewards provide a mathematically elegant formalism for expressing long term performance. Value iteration (VI) is one of the simplest and most efficient algorithmic approaches to MDPs with other properties, such as reachability objectives. Unfortunately, a naive extension of VI does not work for MDPs with long-run average rewards, as there is no known stopping criterion. In this work our contributions are threefold. (1) We refute a conjecture related to stopping criteria for MDPs with long-run average rewards. (2) We present two practical algorithms for MDPs with long-run average rewards based on VI. First, we show that a combination of applying VI locally for each maximal end-component (MEC) and VI for reachability objectives can provide approximation guarantees. Second, extending the above approach with a simulation-guided on-demand variant of VI, we present an anytime algorithm that is able to deal with very large models. (3) Finally, we present experimental results showing that our methods significantly outperform the standard approaches on several benchmarks

Special Topics in Information Technology

This open access book presents thirteen outstanding doctoral dissertations in Information Technology from the Department of Electronics, Information and Bioengineering, Politecnico di Milano, Italy. Information Technology has always been highly interdisciplinary, as many aspects have to be considered in IT systems. The doctoral studies program in IT at Politecnico di Milano emphasizes this interdisciplinary nature, which is becoming more and more important in recent technological advances, in collaborative projects, and in the education of young researchers. Accordingly, the focus of advanced research is on pursuing a rigorous approach to specific research topics starting from a broad background in various areas of Information Technology, especially Computer Science and Engineering, Electronics, Systems and Control, and Telecommunications. Each year, more than 50 PhDs graduate from the program. This book gathers the outcomes of the thirteen best theses defended in 2020-21 and selected for the IT PhD Award. Each of the authors provides a chapter summarizing his/her findings, including an introduction, description of methods, main achievements and future work on the topic. Hence, the book provides a cutting-edge overview of the latest research trends in Information Technology at Politecnico di Milano, presented in an easy-to-read format that will also appeal to non-specialists

On the connection of probabilistic model checking, planning, and learning for system verification

This thesis presents approaches using techniques from the model checking, planning, and learning community to make systems more reliable and perspicuous. First, two heuristic search and dynamic programming algorithms are adapted to be able to check extremal reachability probabilities, expected accumulated rewards, and their bounded versions, on general Markov decision processes (MDPs). Thereby, the problem space originally solvable by these algorithms is enlarged considerably. Correctness and optimality proofs for the adapted algorithms are given, and in a comprehensive case study on established benchmarks it is shown that the implementation, called Modysh, is competitive with state-of-the-art model checkers and even outperforms them on very large state spaces. Second, Deep Statistical Model Checking (DSMC) is introduced, usable for quality assessment and learning pipeline analysis of systems incorporating trained decision-making agents, like neural networks (NNs). The idea of DSMC is to use statistical model checking to assess NNs resolving nondeterminism in systems modeled as MDPs. The versatility of DSMC is exemplified in a number of case studies on Racetrack, an MDP benchmark designed for this purpose, flexibly modeling the autonomous driving challenge. In a comprehensive scalability study it is demonstrated that DSMC is a lightweight technique tackling the complexity of NN analysis in combination with the state space explosion problem.Diese Arbeit präsentiert Ansätze, die Techniken aus dem Model Checking, Planning und Learning Bereich verwenden, um Systeme verlässlicher und klarer verständlich zu machen. Zuerst werden zwei Algorithmen für heuristische Suche und dynamisches Programmieren angepasst, um Extremwerte für Erreichbarkeitswahrscheinlichkeiten, Erwartungswerte für Kosten und beschränkte Varianten davon, auf generellen Markov Entscheidungsprozessen (MDPs) zu untersuchen. Damit wird der Problemraum, der ursprünglich mit diesen Algorithmen gelöst wurde, deutlich erweitert. Korrektheits- und Optimalitätsbeweise für die angepassten Algorithmen werden gegeben und in einer umfassenden Fallstudie wird gezeigt, dass die Implementierung, namens Modysh, konkurrenzfähig mit den modernsten Model Checkern ist und deren Leistung auf sehr großen Zustandsräumen sogar übertrifft. Als Zweites wird Deep Statistical Model Checking (DSMC) für die Qualitätsbewertung und Lernanalyse von Systemen mit integrierten trainierten Entscheidungsgenten, wie z.B. neuronalen Netzen (NN), eingeführt. Die Idee von DSMC ist es, statistisches Model Checking zur Bewertung von NNs zu nutzen, die Nichtdeterminismus in Systemen, die als MDPs modelliert sind, auflösen. Die Vielseitigkeit des Ansatzes wird in mehreren Fallbeispielen auf Racetrack gezeigt, einer MDP Benchmark, die zu diesem Zweck entwickelt wurde und die Herausforderung des autonomen Fahrens flexibel modelliert. In einer umfassenden Skalierbarkeitsstudie wird demonstriert, dass DSMC eine leichtgewichtige Technik ist, die die Komplexität der NN-Analyse in Kombination mit dem State Space Explosion Problem bewältigt