Xiao Ma

Bingyi Kang, Xiao Ma, Yirui Wang et al.

Recently, Offline Reinforcement Learning (RL) has achieved remarkable progress with the emergence of various algorithms and datasets. However, these methods usually focus on algorithmic advancements, ignoring that many low-level implementation choices considerably influence or even drive the final performance. As a result, it becomes hard to attribute the progress in Offline RL as these choices are not sufficiently discussed and aligned in the literature. In addition, papers focusing on a dataset (e.g., D4RL) often ignore algorithms proposed on another dataset (e.g., RL Unplugged), causing isolation among the algorithms, which might slow down the overall progress. Therefore, this work aims to bridge the gaps caused by low-level choices and datasets. To this end, we empirically investigate 20 implementation choices using three representative algorithms (i.e., CQL, CRR, and IQL) and present a guidebook for choosing implementations. Following the guidebook, we find two variants CRR+ and CQL+ , achieving new state-of-the-art on D4RL. Moreover, we benchmark eight popular offline RL algorithms across datasets under unified training and evaluation framework. The findings are inspiring: the success of a learning paradigm severely depends on the data distribution, and some previous conclusions are biased by the dataset used. Our code is available at https://github.com/sail-sg/offbench.

Siwei Chen, Xiao Ma, David Hsu

It has been arduous to assess the progress of a policy learning algorithm in the domain of hierarchical task with high dimensional action space due to the lack of a commonly accepted benchmark. In this work, we propose a new light-weight benchmark task called Diner Dash for evaluating the performance in a complicated task with high dimensional action space. In contrast to the traditional Atari games that only have a flat structure of goals and very few actions, the proposed benchmark task has a hierarchical task structure and size of 57 for the action space and hence can facilitate the development of policy learning in complicated tasks. On top of that, we introduce Decomposed Policy Graph Modelling (DPGM), an algorithm that combines both graph modelling and deep learning to allow explicit domain knowledge embedding and achieves significant improvement comparing to the baseline. In the experiments, we have shown the effectiveness of the domain knowledge injection via a specially designed imitation algorithm as well as results of other popular algorithms.

Cunjun Yu, Xiao Ma, Jiawei Ren et al.

Understanding crowd motion dynamics is critical to real-world applications, e.g., surveillance systems and autonomous driving. This is challenging because it requires effectively modeling the socially aware crowd spatial interaction and complex temporal dependencies. We believe attention is the most important factor for trajectory prediction. In this paper, we present STAR, a Spatio-Temporal grAph tRansformer framework, which tackles trajectory prediction by only attention mechanisms. STAR models intra-graph crowd interaction by TGConv, a novel Transformer-based graph convolution mechanism. The inter-graph temporal dependencies are modeled by separate temporal Transformers. STAR captures complex spatio-temporal interactions by interleaving between spatial and temporal Transformers. To calibrate the temporal prediction for the long-lasting effect of disappeared pedestrians, we introduce a read-writable external memory module, consistently being updated by the temporal Transformer. We show that with only attention mechanism, STAR achieves state-of-the-art performance on 5 commonly used real-world pedestrian prediction datasets.

Xiao Ma, Peter Karkus, David Hsu et al.

Deep reinforcement learning is successful in decision making for sophisticated games, such as Atari, Go, etc. However, real-world decision making often requires reasoning with partial information extracted from complex visual observations. This paper presents Discriminative Particle Filter Reinforcement Learning (DPFRL), a new reinforcement learning framework for complex partial observations. DPFRL encodes a differentiable particle filter in the neural network policy for explicit reasoning with partial observations over time. The particle filter maintains a belief using learned discriminative update, which is trained end-to-end for decision making. We show that using the discriminative update instead of standard generative models results in significantly improved performance, especially for tasks with complex visual observations, because they circumvent the difficulty of modeling complex observations that are irrelevant to decision making. In addition, to extract features from the particle belief, we propose a new type of belief feature based on the moment generating function. DPFRL outperforms state-of-the-art POMDP RL models in Flickering Atari Games, an existing POMDP RL benchmark, and in Natural Flickering Atari Games, a new, more challenging POMDP RL benchmark introduced in this paper. Further, DPFRL performs well for visual navigation with real-world data in the Habitat environment.

Zheng Gao, Lin Guo, Chi Ma et al.

Anomaly detection is facing with emerging challenges in many important industry domains, such as cyber security and online recommendation and advertising. The recent trend in these areas calls for anomaly detection on time-evolving data with high-dimensional categorical features without labeled samples. Also, there is an increasing demand for identifying and monitoring irregular patterns at multiple resolutions. In this work, we propose a unified end-to-end approach to solve these challenges by combining the advantages of Adversarial Autoencoder and Recurrent Neural Network. The model learns data representations cross different scales with attention mechanisms, on which an enhanced two-resolution anomaly detector is developed for both instances and data blocks. Extensive experiments are performed over three types of datasets to demonstrate the efficacy of our method and its superiority over the state-of-art approaches.

Xiao Ma, Shen-Yi Zhao, Wu-Jun Li

Exploration strategy design is one of the challenging problems in reinforcement learning~(RL), especially when the environment contains a large state space or sparse rewards. During exploration, the agent tries to discover novel areas or high reward~(quality) areas. In most existing methods, the novelty and quality in the neighboring area of the current state are not well utilized to guide the exploration of the agent. To tackle this problem, we propose a novel RL framework, called \underline{c}lustered \underline{r}einforcement \underline{l}earning~(CRL), for efficient exploration in RL. CRL adopts clustering to divide the collected states into several clusters, based on which a bonus reward reflecting both novelty and quality in the neighboring area~(cluster) of the current state is given to the agent. Experiments on a continuous control task and several \emph{Atari 2600} games show that CRL can outperform other state-of-the-art methods to achieve the best performance in most cases.

Xiao Ma, Liqin Zhao, Guan Huang et al.

Estimating post-click conversion rate (CVR) accurately is crucial for ranking systems in industrial applications such as recommendation and advertising. Conventional CVR modeling applies popular deep learning methods and achieves state-of-the-art performance. However it encounters several task-specific problems in practice, making CVR modeling challenging. For example, conventional CVR models are trained with samples of clicked impressions while utilized to make inference on the entire space with samples of all impressions. This causes a sample selection bias problem. Besides, there exists an extreme data sparsity problem, making the model fitting rather difficult. In this paper, we model CVR in a brand-new perspective by making good use of sequential pattern of user actions, i.e., impression -> click -> conversion. The proposed Entire Space Multi-task Model (ESMM) can eliminate the two problems simultaneously by i) modeling CVR directly over the entire space, ii) employing a feature representation transfer learning strategy. Experiments on dataset gathered from Taobao's recommender system demonstrate that ESMM significantly outperforms competitive methods. We also release a sampling version of this dataset to enable future research. To the best of our knowledge, this is the first public dataset which contains samples with sequential dependence of click and conversion labels for CVR modeling.

Guorui Zhou, Chengru Song, Xiaoqiang Zhu et al.

Click-through rate prediction is an essential task in industrial applications, such as online advertising. Recently deep learning based models have been proposed, which follow a similar Embedding\&MLP paradigm. In these methods large scale sparse input features are first mapped into low dimensional embedding vectors, and then transformed into fixed-length vectors in a group-wise manner, finally concatenated together to fed into a multilayer perceptron (MLP) to learn the nonlinear relations among features. In this way, user features are compressed into a fixed-length representation vector, in regardless of what candidate ads are. The use of fixed-length vector will be a bottleneck, which brings difficulty for Embedding\&MLP methods to capture user's diverse interests effectively from rich historical behaviors. In this paper, we propose a novel model: Deep Interest Network (DIN) which tackles this challenge by designing a local activation unit to adaptively learn the representation of user interests from historical behaviors with respect to a certain ad. This representation vector varies over different ads, improving the expressive ability of model greatly. Besides, we develop two techniques: mini-batch aware regularization and data adaptive activation function which can help training industrial deep networks with hundreds of millions of parameters. Experiments on two public datasets as well as an Alibaba real production dataset with over 2 billion samples demonstrate the effectiveness of proposed approaches, which achieve superior performance compared with state-of-the-art methods. DIN now has been successfully deployed in the online display advertising system in Alibaba, serving the main traffic.