Risk-sensitive Inverse Reinforcement Learning via Semi- and Non-Parametric Methods

The literature on Inverse Reinforcement Learning (IRL) typically assumes that humans take actions in order to minimize the expected value of a cost function, i.e., that humans are risk neutral. Yet, in practice, humans are often far from being risk neutral. To fill this gap, the objective of this paper is to devise a framework for risk-sensitive IRL in order to explicitly account for a human's risk sensitivity. To this end, we propose a flexible class of models based on coherent risk measures, which allow us to capture an entire spectrum of risk preferences from risk-neutral to worst-case. We propose efficient non-parametric algorithms based on linear programming and semi-parametric algorithms based on maximum likelihood for inferring a human's underlying risk measure and cost function for a rich class of static and dynamic decision-making settings. The resulting approach is demonstrated on a simulated driving game with ten human participants. Our method is able to infer and mimic a wide range of qualitatively different driving styles from highly risk-averse to risk-neutral in a data-efficient manner. Moreover, comparisons of the Risk-Sensitive (RS) IRL approach with a risk-neutral model show that the RS-IRL framework more accurately captures observed participant behavior both qualitatively and quantitatively, especially in scenarios where catastrophic outcomes such as collisions can occur.Comment: Submitted to International Journal of Robotics Research; Revision 1: (i) Clarified minor technical points; (ii) Revised proof for Theorem 3 to hold under weaker assumptions; (iii) Added additional figures and expanded discussions to improve readabilit

Thirty Years of Machine Learning: The Road to Pareto-Optimal Wireless Networks

Future wireless networks have a substantial potential in terms of supporting a broad range of complex compelling applications both in military and civilian fields, where the users are able to enjoy high-rate, low-latency, low-cost and reliable information services. Achieving this ambitious goal requires new radio techniques for adaptive learning and intelligent decision making because of the complex heterogeneous nature of the network structures and wireless services. Machine learning (ML) algorithms have great success in supporting big data analytics, efficient parameter estimation and interactive decision making. Hence, in this article, we review the thirty-year history of ML by elaborating on supervised learning, unsupervised learning, reinforcement learning and deep learning. Furthermore, we investigate their employment in the compelling applications of wireless networks, including heterogeneous networks (HetNets), cognitive radios (CR), Internet of things (IoT), machine to machine networks (M2M), and so on. This article aims for assisting the readers in clarifying the motivation and methodology of the various ML algorithms, so as to invoke them for hitherto unexplored services as well as scenarios of future wireless networks.Comment: 46 pages, 22 fig

Multi-user Resource Control with Deep Reinforcement Learning in IoT Edge Computing

By leveraging the concept of mobile edge computing (MEC), massive amount of data generated by a large number of Internet of Things (IoT) devices could be offloaded to MEC server at the edge of wireless network for further computational intensive processing. However, due to the resource constraint of IoT devices and wireless network, both the communications and computation resources need to be allocated and scheduled efficiently for better system performance. In this paper, we propose a joint computation offloading and multi-user scheduling algorithm for IoT edge computing system to minimize the long-term average weighted sum of delay and power consumption under stochastic traffic arrival. We formulate the dynamic optimization problem as an infinite-horizon average-reward continuous-time Markov decision process (CTMDP) model. One critical challenge in solving this MDP problem for the multi-user resource control is the curse-of-dimensionality problem, where the state space of the MDP model and the computation complexity increase exponentially with the growing number of users or IoT devices. In order to overcome this challenge, we use the deep reinforcement learning (RL) techniques and propose a neural network architecture to approximate the value functions for the post-decision system states. The designed algorithm to solve the CTMDP problem supports semi-distributed auction-based implementation, where the IoT devices submit bids to the BS to make the resource control decisions centrally. Simulation results show that the proposed algorithm provides significant performance improvement over the baseline algorithms, and also outperforms the RL algorithms based on other neural network architectures