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Claire Tomlin

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9 papers
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9

IJCAI Conference 2024 Conference Paper

Optimality Guarantees for Particle Belief Approximation of POMDPs (Abstract Reprint)

  • Michael Lim
  • Tyler Becker
  • Mykel Kochenderfer
  • Claire Tomlin
  • Zachary Sunberg

Partially observable Markov decision processes (POMDPs) provide a flexible representation for real-world decision and control problems. However, POMDPs are notoriously difficult to solve, especially when the state and observation spaces are continuous or hybrid, which is often the case for physical systems. While recent online sampling-based POMDP algorithms that plan with observation likelihood weighting have shown practical effectiveness, a general theory characterizing the approximation error of the particle filtering techniques that these algorithms use has not previously been proposed. Our main contribution is bounding the error between any POMDP and its corresponding finite sample particle belief MDP (PB-MDP) approximation. This fundamental bridge between PB-MDPs and POMDPs allows us to adapt any sampling-based MDP algorithm to a POMDP by solving the corresponding particle belief MDP, thereby extending the convergence guarantees of the MDP algorithm to the POMDP. Practically, this is implemented by using the particle filter belief transition model as the generative model for the MDP solver. While this requires access to the observation density model from the POMDP, it only increases the transition sampling complexity of the MDP solver by a factor of O(C), where C is the number of particles. Thus, when combined with sparse sampling MDP algorithms, this approach can yield algorithms for POMDPs that have no direct theoretical dependence on the size of the state and observation spaces. In addition to our theoretical contribution, we perform five numerical experiments on benchmark POMDPs to demonstrate that a simple MDP algorithm adapted using PB-MDP approximation, Sparse-PFT, achieves performance competitive with other leading continuous observation POMDP solvers.

AAMAS Conference 2023 Conference Paper

Cost Inference for Feedback Dynamic Games from Noisy Partial State Observations and Incomplete Trajectories

  • Jingqi Li
  • Chih-Yuan Chiu
  • Lasse Peters
  • Somayeh Sojoudi
  • Claire Tomlin
  • David Fridovich-Keil

In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other agents. Prior work on using partial observations to infer the costs in dynamic games assumes an open-loop information pattern. In this work, we demonstrate that the feedback Nash equilibrium concept is more expressive and encodes more complex behavior. It is desirable to develop specific tools for inferring players’ objectives in feedback games. Therefore, we consider the dynamic game cost inference problem under the feedback information pattern, using only partial state observations and incomplete trajectory data. To this end, we first propose an inverse feedback game loss function, whose minimizer yields a feedback Nash equilibrium state trajectory closest to the observation data. We characterize the landscape and differentiability of the loss function. Given the difficulty of obtaining the exact gradient, our main contribution is an efficient gradient approximator, which enables a novel inverse feedback game solver that minimizes the loss using first-order optimization. In thorough empirical evaluations, we demonstrate that our algorithm converges reliably and has better robustness and generalization performance than the open-loop baseline method when the observation data reflects a group of players acting in a feedback Nash game.

IJCAI Conference 2020 Conference Paper

pbSGD: Powered Stochastic Gradient Descent Methods for Accelerated Non-Convex Optimization

  • Beitong Zhou
  • Jun Liu
  • Weigao Sun
  • Ruijuan Chen
  • Claire Tomlin
  • Ye Yuan

We propose a novel technique for improving the stochastic gradient descent (SGD) method to train deep networks, which we term pbSGD. The proposed pbSGD method simply raises the stochastic gradient to a certain power elementwise during iterations and introduces only one additional parameter, namely, the power exponent (when it equals to 1, pbSGD reduces to SGD). We further propose pbSGD with momentum, which we term pbSGDM. The main results of this paper present comprehensive experiments on popular deep learning models and benchmark datasets. Empirical results show that the proposed pbSGD and pbSGDM obtain faster initial training speed than adaptive gradient methods, comparable generalization ability with SGD, and improved robustness to hyper-parameter selection and vanishing gradients. pbSGD is essentially a gradient modifier via a nonlinear transformation. As such, it is orthogonal and complementary to other techniques for accelerating gradient-based optimization such as learning rate schedules. Finally, we show convergence rate analysis for both pbSGD and pbSGDM methods. The theoretical rates of convergence match the best known theoretical rates of convergence for SGD and SGDM methods on nonconvex functions.

IJCAI Conference 2020 Conference Paper

Sparse Tree Search Optimality Guarantees in POMDPs with Continuous Observation Spaces

  • Michael H. Lim
  • Claire Tomlin
  • Zachary N. Sunberg

Partially observable Markov decision processes (POMDPs) with continuous state and observation spaces have powerful flexibility for representing real-world decision and control problems but are notoriously difficult to solve. Recent online sampling-based algorithms that use observation likelihood weighting have shown unprecedented effectiveness in domains with continuous observation spaces. However there has been no formal theoretical justification for this technique. This work offers such a justification, proving that a simplified algorithm, partially observable weighted sparse sampling (POWSS), will estimate Q-values accurately with high probability and can be made to perform arbitrarily near the optimal solution by increasing computational power.

AAAI Conference 2018 Conference Paper

Budget-Constrained Multi-Armed Bandits With Multiple Plays

  • Datong Zhou
  • Claire Tomlin

We study the multi-armed bandit problem with multiple plays and a budget constraint for both the stochastic and the adversarial setting. At each round, exactly K out of N possible arms have to be played (with 1 ≤ K ≤ N). In addition to observing the individual rewards for each arm played, the player also learns a vector of costs which has to be covered with an a-priori defined budget B. The game ends when the sum of current costs associated with the played arms exceeds the remaining budget. Firstly, we analyze this setting for the stochastic case, for which we assume each arm to have an underlying cost and reward distribution with support [cmin, 1] and [0, 1], respectively. We derive an Upper Confidence Bound (UCB) algorithm which achieves O(NK4 log B) regret. Secondly, for the adversarial case in which the entire sequence of rewards and costs is fixed in advance, we derive an upper bound on the regret of order O( NB log(N/K)) utilizing an extension of the well-known Exp3 algorithm. We also provide upper bounds that hold with high probability and a lower bound of order Ω((1 − K/N)2 NB/K).

NeurIPS Conference 2017 Conference Paper

Countering Feedback Delays in Multi-Agent Learning

  • Zhengyuan Zhou
  • Panayotis Mertikopoulos
  • Nicholas Bambos
  • Peter Glynn
  • Claire Tomlin

We consider a model of game-theoretic learning based on online mirror descent (OMD) with asynchronous and delayed feedback information. Instead of focusing on specific games, we consider a broad class of continuous games defined by the general equilibrium stability notion, which we call λ-variational stability. Our first contribution is that, in this class of games, the actual sequence of play induced by OMD-based learning converges to Nash equilibria provided that the feedback delays faced by the players are synchronous and bounded. Subsequently, to tackle fully decentralized, asynchronous environments with (possibly) unbounded delays between actions and feedback, we propose a variant of OMD which we call delayed mirror descent (DMD), and which relies on the repeated leveraging of past information. With this modification, the algorithm converges to Nash equilibria with no feedback synchronicity assumptions and even when the delays grow superlinearly relative to the horizon of play.

NeurIPS Conference 2017 Conference Paper

Fully Decentralized Policies for Multi-Agent Systems: An Information Theoretic Approach

  • Roel Dobbe
  • David Fridovich-Keil
  • Claire Tomlin

Learning cooperative policies for multi-agent systems is often challenged by partial observability and a lack of coordination. In some settings, the structure of a problem allows a distributed solution with limited communication. Here, we consider a scenario where no communication is available, and instead we learn local policies for all agents that collectively mimic the solution to a centralized multi-agent static optimization problem. Our main contribution is an information theoretic framework based on rate distortion theory which facilitates analysis of how well the resulting fully decentralized policies are able to reconstruct the optimal solution. Moreover, this framework provides a natural extension that addresses which nodes an agent should communicate with to improve the performance of its individual policy.

NeurIPS Conference 2016 Conference Paper

Minimizing Regret on Reflexive Banach Spaces and Nash Equilibria in Continuous Zero-Sum Games

  • Maximilian Balandat
  • Walid Krichene
  • Claire Tomlin
  • Alexandre Bayen

We study a general adversarial online learning problem, in which we are given a decision set X' in a reflexive Banach space X and a sequence of reward vectors in the dual space of X. At each iteration, we choose an action from X', based on the observed sequence of previous rewards. Our goal is to minimize regret, defined as the gap between the realized reward and the reward of the best fixed action in hindsight. Using results from infinite dimensional convex analysis, we generalize the method of Dual Averaging (or Follow the Regularized Leader) to our setting and obtain upper bounds on the worst-case regret that generalize many previous results. Under the assumption of uniformly continuous rewards, we obtain explicit regret bounds in a setting where the decision set is the set of probability distributions on a compact metric space S. Importantly, we make no convexity assumptions on either the set S or the reward functions. We also prove a general lower bound on the worst-case regret for any online algorithm. We then apply these results to the problem of learning in repeated two-player zero-sum games on compact metric spaces. In doing so, we first prove that if both players play a Hannan-consistent strategy, then with probability 1 the empirical distributions of play weakly converge to the set of Nash equilibria of the game. We then show that, under mild assumptions, Dual Averaging on the (infinite-dimensional) space of probability distributions indeed achieves Hannan-consistency.

RLDM Conference 2015 Conference Abstract

Reachability and Learning for Hybrid Systems

  • Claire Tomlin

Hybrid systems are a modeling tool allowing for the composition of continuous and discrete state dynamics. They can be represented as continuous systems with modes of operation modeled by discrete dynamics, with the two kinds of dynamics influencing each other. Hybrid systems have been essential in modeling a variety of important problems, such as aircraft flight management, air and ground transportation systems, robotic vehicles and human-automation systems. These systems use discrete logic in control because discrete ab- stractions make it easier to manage complexity and discrete representations more naturally accommodate linguistic and qualitative information in controller design. A great deal of research in recent years has focused on the synthesis of controllers for hybrid systems. For safety specifications on the hybrid system, namely to design a controller that steers the system away from unsafe states, we will present a synthesis and computational technique based on optimal control and game theory. We will briefly review these methods and their application to collision avoidance and avionics design in air traffic management systems, and networks of manned and unmanned aerial vehicles. Then, we will present a toolbox of methods combining reachability with machine learning techniques, to enable performance improvement while maintaining safety. We will illustrate these “safe learning” methods on a quadrotor UAV experimental platform which we have at Berkeley. Geoff Schoenbaum: TBA There is much debate over what information about outcomes the orbitofrontal cortex encodes in order to support outcome-guided behavior. One model is that the primary job of neurons there is to distill information down to a single common value currency. By another model, orbitofrontal neurons signal more specific information about outcomes. Such information would be relevant to determining value, particularly relative to other similar and dissimilar outcomes, but it is not fundamentally a value signal. Consistent with the latter, we have reported in rats that the orbitofrontal cortex 1) is critical to a number of behaviors that do not require value per se and 2) not critical when value is required. Here we use one such manipulation - blocking and unblocking - to ask directly how this involvement is reflected in neural activity. We use blocking as a control manipulation to isolate what associative information about the outcome is available to enter into an association with a conditioned stimulus, then we unblock learning by manipulating the value or other features of the outcome. We report that orbitofrontal neurons fire to cues that predict changes in outcomes largely without regard to whether those changes alter value or are largely valueless. These results suggest that neurons in rat (lateral) orbitofrontal cortex are at least as interested in signaling outcome features as the are in signaling value in any sort of simple way, and further suggest that value itself may be best conceived as just one of these features.

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