5,374 research outputs found
Agent Behavior Prediction and Its Generalization Analysis
Machine learning algorithms have been applied to predict agent behaviors in
real-world dynamic systems, such as advertiser behaviors in sponsored search
and worker behaviors in crowdsourcing. The behavior data in these systems are
generated by live agents: once the systems change due to the adoption of the
prediction models learnt from the behavior data, agents will observe and
respond to these changes by changing their own behaviors accordingly. As a
result, the behavior data will evolve and will not be identically and
independently distributed, posing great challenges to the theoretical analysis
on the machine learning algorithms for behavior prediction. To tackle this
challenge, in this paper, we propose to use Markov Chain in Random Environments
(MCRE) to describe the behavior data, and perform generalization analysis of
the machine learning algorithms on its basis. Since the one-step transition
probability matrix of MCRE depends on both previous states and the random
environment, conventional techniques for generalization analysis cannot be
directly applied. To address this issue, we propose a novel technique that
transforms the original MCRE into a higher-dimensional time-homogeneous Markov
chain. The new Markov chain involves more variables but is more regular, and
thus easier to deal with. We prove the convergence of the new Markov chain when
time approaches infinity. Then we prove a generalization bound for the machine
learning algorithms on the behavior data generated by the new Markov chain,
which depends on both the Markovian parameters and the covering number of the
function class compounded by the loss function for behavior prediction and the
behavior prediction model. To the best of our knowledge, this is the first work
that performs the generalization analysis on data generated by complex
processes in real-world dynamic systems
Reinforcement Learning with Perturbed Rewards
Recent studies have shown that reinforcement learning (RL) models are
vulnerable in various noisy scenarios. For instance, the observed reward
channel is often subject to noise in practice (e.g., when rewards are collected
through sensors), and is therefore not credible. In addition, for applications
such as robotics, a deep reinforcement learning (DRL) algorithm can be
manipulated to produce arbitrary errors by receiving corrupted rewards. In this
paper, we consider noisy RL problems with perturbed rewards, which can be
approximated with a confusion matrix. We develop a robust RL framework that
enables agents to learn in noisy environments where only perturbed rewards are
observed. Our solution framework builds on existing RL/DRL algorithms and
firstly addresses the biased noisy reward setting without any assumptions on
the true distribution (e.g., zero-mean Gaussian noise as made in previous
works). The core ideas of our solution include estimating a reward confusion
matrix and defining a set of unbiased surrogate rewards. We prove the
convergence and sample complexity of our approach. Extensive experiments on
different DRL platforms show that trained policies based on our estimated
surrogate reward can achieve higher expected rewards, and converge faster than
existing baselines. For instance, the state-of-the-art PPO algorithm is able to
obtain 84.6% and 80.8% improvements on average score for five Atari games, with
error rates as 10% and 30% respectively.Comment: AAAI 2020 (Spotlight
Managing big data experiments on smartphones
The explosive number of smartphones with ever growing sensing and computing capabilities have brought a paradigm shift to many traditional domains of the computing field. Re-programming smartphones and instrumenting them for application testing and data gathering at scale is currently a tedious and time-consuming process that poses significant logistical challenges. Next generation smartphone applications are expected to be much larger-scale and complex, demanding that these undergo evaluation and testing under different real-world datasets, devices and conditions. In this paper, we present an architecture for managing such large-scale data management experiments on real smartphones. We particularly present the building blocks of our architecture that encompassed smartphone sensor data collected by the crowd and organized in our big data repository. The given datasets can then be replayed on our testbed comprising of real and simulated smartphones accessible to developers through a web-based interface. We present the applicability of our architecture through a case study that involves the evaluation of individual components that are part of a complex indoor positioning system for smartphones, coined Anyplace, which we have developed over the years. The given study shows how our architecture allows us to derive novel insights into the performance of our algorithms and applications, by simplifying the management of large-scale data on smartphones
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