Learning interaction rules from multi-animal trajectories via augmented behavioral models

Extracting the interaction rules of biological agents from moving sequences pose challenges in various domains. Granger causality is a practical framework for analyzing the interactions from observed time-series data; however, this framework ignores the structures of the generative process in animal behaviors, which may lead to interpretational problems and sometimes erroneous assessments of causality. In this paper, we propose a new framework for learning Granger causality from multi-animal trajectories via augmented theory-based behavioral models with interpretable data-driven models. We adopt an approach for augmenting incomplete multi-agent behavioral models described by time-varying dynamical systems with neural networks. For efficient and interpretable learning, our model leverages theory-based architectures separating navigation and motion processes, and the theory-guided regularization for reliable behavioral modeling. This can provide interpretable signs of Granger-causal effects over time, i.e., when specific others cause the approach or separation. In experiments using synthetic datasets, our method achieved better performance than various baselines. We then analyzed multi-animal datasets of mice, flies, birds, and bats, which verified our method and obtained novel biological insights.

Koopman Spectrum Nonlinear Regulator and Provably Efficient Online Learning

Most modern reinforcement learning algorithms optimize a cumulative single-step cost along a trajectory. The optimized motions are often 'unnatural', representing, for example, behaviors with sudden accelerations that waste energy and lack predictability. In this work, we present a novel paradigm of controlling nonlinear systems via the minimization of the Koopman spectrum cost: a cost over the Koopman operator of the controlled dynamics. This induces a broader class of dynamical behaviors that evolve over stable manifolds such as nonlinear oscillators, closed loops, and smooth movements. We demonstrate that some dynamics realizations that are not possible with a cumulative cost are feasible in this paradigm. Moreover, we present a provably efficient online learning algorithm for our problem that enjoys a sub-linear regret bound under some structural assumptions.

A Quadratic Actor Network for Model-Free Reinforcement Learning

In this work we discuss the incorporation of quadratic neurons into policy networks in the context of model-free actor-critic reinforcement learning. Quadratic neurons admit an explicit quadratic function approximation in contrast to conventional approaches where the the non-linearity is induced by the activation functions. We perform empiric experiments on several MuJoCo continuous control tasks and find that when quadratic neurons are added to MLP policy networks those outperform the baseline MLP whilst admitting a smaller number of parameters. The top returned reward is in average increased by $5.8\%$ while being about $21\%$ more sample efficient. Moreover, it can maintain its advantage against added action and observation noise.

Discriminant Dynamic Mode Decomposition for Labeled Spatio-Temporal Data Collections

Extracting coherent patterns is one of the standard approaches towards understanding spatio-temporal data. Dynamic mode decomposition (DMD) is a powerful tool for extracting coherent patterns, but the original DMD and most of its variants do not consider label information, which is often available as side information of spatio-temporal data. In this work, we propose a new method for extracting distinctive coherent patterns from labeled spatio-temporal data collections, such that they contribute to major differences in a labeled set of dynamics. We achieve such pattern extraction by incorporating discriminant analysis into DMD. To this end, we define a kernel function on subspaces spanned by sets of dynamic modes and develop an objective to take both reconstruction goodness as DMD and class-separation goodness as discriminant analysis into account. We illustrate our method using a synthetic dataset and several real-world datasets. The proposed method can be a useful tool for exploratory data analysis for understanding spatio-temporal data.

Meta-Learning for Koopman Spectral Analysis with Short Time-series

Koopman spectral analysis has attracted attention for nonlinear dynamical systems since we can analyze nonlinear dynamics with a linear regime by embedding data into a Koopman space by a nonlinear function. For the analysis, we need to find appropriate embedding functions. Although several neural network-based methods have been proposed for learning embedding functions, existing methods require long time-series for training neural networks. This limitation prohibits performing Koopman spectral analysis in applications where only short time-series are available. In this paper, we propose a meta-learning method for estimating embedding functions from unseen short time-series by exploiting knowledge learned from related but different time-series. With the proposed method, a representation of a given short time-series is obtained by a bidirectional LSTM for extracting its properties. The embedding function of the short time-series is modeled by a neural network that depends on the time-series representation. By sharing the LSTM and neural networks across multiple time-series, we can learn common knowledge from different time-series while modeling time-series-specific embedding functions with the time-series representation. Our model is trained such that the expected test prediction error is minimized with the episodic training framework. We experimentally demonstrate that the proposed method achieves better performance in terms of eigenvalue estimation and future prediction than existing methods.

Reproducing kernel Hilbert C*-module and kernel mean embeddings

Kernel methods have been among the most popular techniques in machine learning, where learning tasks are solved using the property of reproducing kernel Hilbert space (RKHS). In this paper, we propose a novel data analysis framework with reproducing kernel Hilbert $C^*$-module (RKHM) and kernel mean embedding (KME) in RKHM. Since RKHM contains richer information than RKHS or vector-valued RKHS (vv RKHS), analysis with RKHM enables us to capture and extract structural properties in multivariate data, functional data and other structured data. We show a branch of theories for RKHM to apply to data analysis, including the representer theorem, and the injectivity and universality of the proposed KME. We also show RKHM generalizes RKHS and vv RKHS. Then, we provide concrete procedures for employing RKHM and the proposed KME to data analysis.

Neural Dynamic Mode Decomposition for End-to-End Modeling of Nonlinear Dynamics

Koopman spectral analysis has attracted attention for understanding nonlinear dynamical systems by which we can analyze nonlinear dynamics with a linear regime by lifting observations using a nonlinear function. For analysis, we need to find an appropriate lift function. Although several methods have been proposed for estimating a lift function based on neural networks, the existing methods train neural networks without spectral analysis. In this paper, we propose neural dynamic mode decomposition, in which neural networks are trained such that the forecast error is minimized when the dynamics is modeled based on spectral decomposition in the lifted space. With our proposed method, the forecast error is backpropagated through the neural networks and the spectral decomposition, enabling end-to-end learning of Koopman spectral analysis. When information is available on the frequencies or the growth rates of the dynamics, the proposed method can exploit it as regularizers for training. We also propose an extension of our approach when observations are influenced by exogenous control time-series. Our experiments demonstrate the effectiveness of our proposed method in terms of eigenvalue estimation and forecast performance.

Kernel Mean Embeddings of Von Neumann-Algebra-Valued Measures

Kernel mean embedding (KME) is a powerful tool to analyze probability measures for data, where the measures are conventionally embedded into a reproducing kernel Hilbert space (RKHS). In this paper, we generalize KME to that of von Neumann-algebra-valued measures into reproducing kernel Hilbert modules (RKHMs), which provides an inner product and distance between von Neumann-algebra-valued measures. Von Neumann-algebra-valued measures can, for example, encode relations between arbitrary pairs of variables in a multivariate distribution or positive operator-valued measures for quantum mechanics. Thus, this allows us to perform probabilistic analyses explicitly reflected with higher-order interactions among variables, and provides a way of applying machine learning frameworks to problems in quantum mechanics. We also show that the injectivity of the existing KME and the universality of RKHS are generalized to RKHM, which confirms many useful features of the existing KME remain in our generalized KME. And, we investigate the empirical performance of our methods using synthetic and real-world data.

Policy learning with partial observation and mechanical constraints for multi-person modeling

Extracting the rules of real-world biological multi-agent behaviors is a current challenge in various scientific and engineering fields. Biological agents generally have limited observation and mechanical constraints; however, most of the conventional data-driven models ignore such assumptions, resulting in lack of biological plausibility and model interpretability for behavioral analyses in biological and cognitive science. Here we propose sequential generative models with partial observation and mechanical constraints, which can visualize whose information the agents utilize and can generate biologically plausible actions. We formulate this as a decentralized multi-agent imitation learning problem, leveraging binary partial observation models with a Gumbel-Softmax reparameterization and policy models based on hierarchical variational recurrent neural networks with physical and biomechanical constraints. We investigate the empirical performances using real-world multi-person motion datasets from basketball and soccer games.