166 research outputs found

    Designing algorithms for big graph datasets : a study of computing bisimulation and joins

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    Self-Evaluation Applied Mathematics 2003-2008 University of Twente

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    This report contains the self-study for the research assessment of the Department of Applied Mathematics (AM) of the Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) at the University of Twente (UT). The report provides the information for the Research Assessment Committee for Applied Mathematics, dealing with mathematical sciences at the three universities of technology in the Netherlands. It describes the state of affairs pertaining to the period 1 January 2003 to 31 December 2008

    Toward Data Efficient Online Sequential Learning

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    Can machines optimally take sequential decisions over time? Since decades, researchers have been seeking an answer to this question, with the ultimate goal of unlocking the potential of artificial general intelligence (AGI) for a better and sustainable society. Many are the sectors that would be boosted by machines being able to take efficient sequential decisions over time. Let think at real-world applications such as personalized systems in entertainment (content systems) but also in healthcare (personalized therapy), smart cities (traffic control, flooding prevention), robots (control and planning), etc.. However, letting machines taking proper decisions in real-life is a highly challenging task. This is caused by the uncertainty behind such decisions (uncertainty on the actual reward, on the context, on the environment, etc.). A viable solution is to learn by experience (i.e., by trial and error), letting the machines uncover the uncertainty while taking decisions, and refining its strategy accordingly. However, such refinement is usually highly data-hungry (data-inefficiency), requiring a large amount of application specified data, leading to very slow learning processes -- hence very slow convergence to optimal strategies (curse of dimensionality). Luckily, data is usually intrinsically structured. Identifying and exploiting such structure substantially improves the data-efficiency of sequential learning algorithms. This is the key hypothesis underpinning the research in this thesis, in which novel structural learning methodologies are proposed for decision-making strategies problems such as Recommendation System (RS), Multi-armed Bandit (MAB) and Reinforcement Learning (RL), with the ultimate goal of making the learning process more (data)-efficient. Specifically, we tackle such goal from the perspective of modelling the problem structure as graphs, embedding tools from graph signal processing into decision learning theory. As the first step, we study the application of graph-clustering techniques for RS, in which the curse of dimensionality is addressed by grouping data into clusters via graph-clustering techniques. Next, we exploit spectral graph structure for MAB problems, representing online learning problems. A key challenge is to learn sequentially the unknown bandit vector. Exploiting the smoothness-prior (i.e., bandit vector smooth on a given underpinning graph), we study theoretically the Laplacian-regularized estimator and provide both empirical evidences and theoretical analysis on the benefits of exploiting the graph structure in MABs. Then, we focus on the theoretical understanding of the Laplacian-regularized estimator. To this end, we derive a theoretical error upper bound on the estimator, which illustrates the impact of the alignment between the data and the graph structure as well as the graph spectrum on the estimation accuracy. We then move to RL problems, focusing on the specific problem of learning a proper representation of the state-action (representation learning problem). Motivated by the fact that a good representation should be informative of the value function, we seek a learning algorithm able to preserve continuity between the value function and the representation space. Showing that state values are intrinsically correlated to the state transition dynamic structure and the diffusion of the reward on the MDP graph, we build a new loss function based on the newly defined diffusion distance and we propose a novel method to learn state representation with such desirable property. In summary, in this thesis we address both theoretically and empirically important online sequential learning problems leveraging on the intrinsic data structure, showing the gain of the proposed solutions toward more data-efficient sequential learning strategies

    Reinforcement learning in large state action spaces

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    Reinforcement learning (RL) is a promising framework for training intelligent agents which learn to optimize long term utility by directly interacting with the environment. Creating RL methods which scale to large state-action spaces is a critical problem towards ensuring real world deployment of RL systems. However, several challenges limit the applicability of RL to large scale settings. These include difficulties with exploration, low sample efficiency, computational intractability, task constraints like decentralization and lack of guarantees about important properties like performance, generalization and robustness in potentially unseen scenarios. This thesis is motivated towards bridging the aforementioned gap. We propose several principled algorithms and frameworks for studying and addressing the above challenges RL. The proposed methods cover a wide range of RL settings (single and multi-agent systems (MAS) with all the variations in the latter, prediction and control, model-based and model-free methods, value-based and policy-based methods). In this work we propose the first results on several different problems: e.g. tensorization of the Bellman equation which allows exponential sample efficiency gains (Chapter 4), provable suboptimality arising from structural constraints in MAS(Chapter 3), combinatorial generalization results in cooperative MAS(Chapter 5), generalization results on observation shifts(Chapter 7), learning deterministic policies in a probabilistic RL framework(Chapter 6). Our algorithms exhibit provably enhanced performance and sample efficiency along with better scalability. Additionally, we also shed light on generalization aspects of the agents under different frameworks. These properties have been been driven by the use of several advanced tools (e.g. statistical machine learning, state abstraction, variational inference, tensor theory). In summary, the contributions in this thesis significantly advance progress towards making RL agents ready for large scale, real world applications
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