572 research outputs found

    Learning and Testing Variable Partitions

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    Let FF be a multivariate function from a product set Σn\Sigma^n to an Abelian group GG. A kk-partition of FF with cost δ\delta is a partition of the set of variables V\mathbf{V} into kk non-empty subsets (X1,…,Xk)(\mathbf{X}_1, \dots, \mathbf{X}_k) such that F(V)F(\mathbf{V}) is δ\delta-close to F1(X1)+⋯+Fk(Xk)F_1(\mathbf{X}_1)+\dots+F_k(\mathbf{X}_k) for some F1,…,FkF_1, \dots, F_k with respect to a given error metric. We study algorithms for agnostically learning kk partitions and testing kk-partitionability over various groups and error metrics given query access to FF. In particular we show that 1.1. Given a function that has a kk-partition of cost δ\delta, a partition of cost O(kn2)(δ+ϵ)\mathcal{O}(k n^2)(\delta + \epsilon) can be learned in time O~(n2poly(1/ϵ))\tilde{\mathcal{O}}(n^2 \mathrm{poly} (1/\epsilon)) for any ϵ>0\epsilon > 0. In contrast, for k=2k = 2 and n=3n = 3 learning a partition of cost δ+ϵ\delta + \epsilon is NP-hard. 2.2. When FF is real-valued and the error metric is the 2-norm, a 2-partition of cost δ2+ϵ\sqrt{\delta^2 + \epsilon} can be learned in time O~(n5/ϵ2)\tilde{\mathcal{O}}(n^5/\epsilon^2). 3.3. When FF is Zq\mathbb{Z}_q-valued and the error metric is Hamming weight, kk-partitionability is testable with one-sided error and O(kn3/ϵ)\mathcal{O}(kn^3/\epsilon) non-adaptive queries. We also show that even two-sided testers require Ω(n)\Omega(n) queries when k=2k = 2. This work was motivated by reinforcement learning control tasks in which the set of control variables can be partitioned. The partitioning reduces the task into multiple lower-dimensional ones that are relatively easier to learn. Our second algorithm empirically increases the scores attained over previous heuristic partitioning methods applied in this context.Comment: Innovations in Theoretical Computer Science (ITCS) 202

    Efficient Exploration in Continuous-time Model-based Reinforcement Learning

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    Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents continuous-time dynamics using nonlinear ordinary differential equations (ODEs). We capture epistemic uncertainty using well-calibrated probabilistic models, and use the optimistic principle for exploration. Our regret bounds surface the importance of the measurement selection strategy(MSS), since in continuous time we not only must decide how to explore, but also when to observe the underlying system. Our analysis demonstrates that the regret is sublinear when modeling ODEs with Gaussian Processes (GP) for common choices of MSS, such as equidistant sampling. Additionally, we propose an adaptive, data-dependent, practical MSS that, when combined with GP dynamics, also achieves sublinear regret with significantly fewer samples. We showcase the benefits of continuous-time modeling over its discrete-time counterpart, as well as our proposed adaptive MSS over standard baselines, on several applications
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