Robust Reinforcement Learning through Efficient Adversarial Herding

Although reinforcement learning (RL) is considered the gold standard for policy design, it may not always provide a robust solution in various scenarios. This can result in severe performance degradation when the environment is exposed to potential disturbances. Adversarial training using a two-player max-min game has been proven effective in enhancing the robustness of RL agents. In this work, we extend the two-player game by introducing an adversarial herd, which involves a group of adversaries, in order to address ($\textit{i}$) the difficulty of the inner optimization problem, and ($\textit{ii}$) the potential over pessimism caused by the selection of a candidate adversary set that may include unlikely scenarios. We first prove that adversarial herds can efficiently approximate the inner optimization problem. Then we address the second issue by replacing the worst-case performance in the inner optimization with the average performance over the worst-$k$ adversaries. We evaluate the proposed method on multiple MuJoCo environments. Experimental results demonstrate that our approach consistently generates more robust policies.

Robust Quickest Change Detection for Unnormalized Models

Detecting an abrupt and persistent change in the underlying distribution of online data streams is an important problem in many applications. This paper proposes a new robust score-based algorithm called RSCUSUM, which can be applied to unnormalized models and addresses the issue of unknown post-change distributions. RSCUSUM replaces the Kullback-Leibler divergence with the Fisher divergence between pre- and post-change distributions for computational efficiency in unnormalized statistical models and introduces a notion of the ``least favorable'' distribution for robust change detection. The algorithm and its theoretical analysis are demonstrated through simulation studies.

Inference and Sampling of Point Processes from Diffusion Excursions

Point processes often have a natural interpretation with respect to a continuous process. We propose a point process construction that describes arrival time observations in terms of the state of a latent diffusion process. In this framework, we relate the return times of a diffusion in a continuous path space to new arrivals of the point process. This leads to a continuous sample path that is used to describe the underlying mechanism generating the arrival distribution. These models arise in many disciplines, such as financial settings where actions in a market are determined by a hidden continuous price or in neuroscience where a latent stimulus generates spike trains. Based on the developments in It\^o's excursion theory, we propose methods for inferring and sampling from the point process derived from the latent diffusion process. We illustrate the approach with numerical examples using both simulated and real data. The proposed methods and framework provide a basis for interpreting point processes through the lens of diffusions.

Few-Shot Continual Learning for Conditional Generative Adversarial Networks

In few-shot continual learning for generative models, a target mode must be learned with limited samples without adversely affecting the previously learned modes. In this paper, we propose a new continual learning approach for conditional generative adversarial networks (cGAN) based on a new mode-affinity measure for generative modeling. Our measure is entirely based on the cGAN's discriminator and can identify the existing modes that are most similar to the target. Subsequently, we expand the continual learning model by including the target mode using a weighted label derived from those of the closest modes. To prevent catastrophic forgetting, we first generate labeled data samples using the cGAN's generator, and then train the cGAN model for the target mode while memory replaying with the generated data. Our experimental results demonstrate the efficacy of our approach in improving the generation performance over the baselines and the state-of-the-art approaches for various standard datasets while utilizing fewer training samples.

Neural Network Accelerated Process Design of Polycrystalline Microstructures

Computational experiments are exploited in finding a well-designed processing path to optimize material structures for desired properties. This requires understanding the interplay between the processing-(micro)structure-property linkages using a multi-scale approach that connects the macro-scale (process parameters) to meso (homogenized properties) and micro (crystallographic texture) scales. Due to the nature of the problem's multi-scale modeling setup, possible processing path choices could grow exponentially as the decision tree becomes deeper, and the traditional simulators' speed reaches a critical computational threshold. To lessen the computational burden for predicting microstructural evolution under given loading conditions, we develop a neural network (NN)-based method with physics-infused constraints. The NN aims to learn the evolution of microstructures under each elementary process. Our method is effective and robust in finding optimal processing paths. In this study, our NN-based method is applied to maximize the homogenized stiffness of a Copper microstructure, and it is found to be 686 times faster while achieving 0.053% error in the resulting homogenized stiffness compared to the traditional finite element simulator on a 10-process experiment.

Subspace Perturbation Analysis for Data-Driven Radar Target Localization

Recent works exploring data-driven approaches to classical problems in adaptive radar have demonstrated promising results pertaining to the task of radar target localization. Via the use of space-time adaptive processing (STAP) techniques and convolutional neural networks, these data-driven approaches to target localization have helped benchmark the performance of neural networks for matched scenarios. However, the thorough bridging of these topics across mismatched scenarios still remains an open problem. As such, in this work, we augment our data-driven approach to radar target localization by performing a subspace perturbation analysis, which allows us to benchmark the localization accuracy of our proposed deep learning framework across mismatched scenarios. To evaluate this framework, we generate comprehensive datasets by randomly placing targets of variable strengths in mismatched constrained areas via RFView, a high-fidelity, site-specific modeling and simulation tool. For the radar returns from these constrained areas, we generate heatmap tensors in range, azimuth, and elevation using the normalized adaptive matched filter (NAMF) test statistic. We estimate target locations from these heatmap tensors using a convolutional neural network, and demonstrate that the predictive performance of our framework in the presence of mismatches can be predetermined.

Pruning Deep Neural Networks from a Sparsity Perspective

In recent years, deep network pruning has attracted significant attention in order to enable the rapid deployment of AI into small devices with computation and memory constraints. Pruning is often achieved by dropping redundant weights, neurons, or layers of a deep network while attempting to retain a comparable test performance. Many deep pruning algorithms have been proposed with impressive empirical success. However, existing approaches lack a quantifiable measure to estimate the compressibility of a sub-network during each pruning iteration and thus may under-prune or over-prune the model. In this work, we propose PQ Index (PQI) to measure the potential compressibility of deep neural networks and use this to develop a Sparsity-informed Adaptive Pruning (SAP) algorithm. Our extensive experiments corroborate the hypothesis that for a generic pruning procedure, PQI decreases first when a large model is being effectively regularized and then increases when its compressibility reaches a limit that appears to correspond to the beginning of underfitting. Subsequently, PQI decreases again when the model collapse and significant deterioration in the performance of the model start to occur. Additionally, our experiments demonstrate that the proposed adaptive pruning algorithm with proper choice of hyper-parameters is superior to the iterative pruning algorithms such as the lottery ticket-based pruning methods, in terms of both compression efficiency and robustness.

PASTA: Pessimistic Assortment Optimization

We consider a class of assortment optimization problems in an offline data-driven setting. A firm does not know the underlying customer choice model but has access to an offline dataset consisting of the historically offered assortment set, customer choice, and revenue. The objective is to use the offline dataset to find an optimal assortment. Due to the combinatorial nature of assortment optimization, the problem of insufficient data coverage is likely to occur in the offline dataset. Therefore, designing a provably efficient offline learning algorithm becomes a significant challenge. To this end, we propose an algorithm referred to as Pessimistic ASsortment opTimizAtion (PASTA for short) designed based on the principle of pessimism, that can correctly identify the optimal assortment by only requiring the offline data to cover the optimal assortment under general settings. In particular, we establish a regret bound for the offline assortment optimization problem under the celebrated multinomial logit model. We also propose an efficient computational procedure to solve our pessimistic assortment optimization problem. Numerical studies demonstrate the superiority of the proposed method over the existing baseline method.

Domain Adaptation via Rebalanced Sub-domain Alignment

Unsupervised domain adaptation (UDA) is a technique used to transfer knowledge from a labeled source domain to a different but related unlabeled target domain. While many UDA methods have shown success in the past, they often assume that the source and target domains must have identical class label distributions, which can limit their effectiveness in real-world scenarios. To address this limitation, we propose a novel generalization bound that reweights source classification error by aligning source and target sub-domains. We prove that our proposed generalization bound is at least as strong as existing bounds under realistic assumptions, and we empirically show that it is much stronger on real-world data. We then propose an algorithm to minimize this novel generalization bound. We demonstrate by numerical experiments that this approach improves performance in shifted class distribution scenarios compared to state-of-the-art methods.