Minjae Kwon

Amine Mohamed Aboussalah, Min-Jae Kwon, Raj G Patel et al.

Time series observations can be seen as realizations of an underlying dynamical system governed by rules that we typically do not know. For time series learning tasks, we need to understand that we fit our model on available data, which is a unique realized history. Training on a single realization often induces severe overfitting lacking generalization. To address this issue, we introduce a general recursive framework for time series augmentation, which we call Recursive Interpolation Method, denoted as RIM. New samples are generated using a recursive interpolation function of all previous values in such a way that the enhanced samples preserve the original inherent time series dynamics. We perform theoretical analysis to characterize the proposed RIM and to guarantee its test performance. We apply RIM to diverse real world time series cases to achieve strong performance over non-augmented data on regression, classification, and reinforcement learning tasks.

Minjae Kwon, Ingy ElSayed-Aly, Lu Feng

There is a surge of interest in using formal languages such as Linear Temporal Logic (LTL) to precisely and succinctly specify complex tasks and derive reward functions for Reinforcement Learning (RL). However, existing methods often assign sparse rewards (e.g., giving a reward of 1 only if a task is completed and 0 otherwise). By providing feedback solely upon task completion, these methods fail to encourage successful subtask completion. This is particularly problematic in environments with inherent uncertainty, where task completion may be unreliable despite progress on intermediate goals. To address this limitation, we propose a suite of reward functions that incentivize an RL agent to complete a task specified by an LTL formula as much as possible, and develop an adaptive reward shaping approach that dynamically updates reward functions during the learning process. Experimental results on a range of benchmark RL environments demonstrate that the proposed approach generally outperforms baselines, achieving earlier convergence to a better policy with higher expected return and task completion rate.

Amir Moeini, Minjae Kwon, Alper Kamil Bozkurt et al.

In-context reinforcement learning (ICRL) is an emerging RL paradigm where the agent, after some pretraining procedure, is able to adapt to out-of-distribution test tasks without any parameter updates. The agent achieves this by continually expanding the input (i.e., the context) to its policy neural networks. For example, the input could be all the history experience that the agent has access to until the current time step. The agent's performance improves as the input grows, without any parameter updates. In this work, we propose the first method that promotes the safety of ICRL's adaptation process in the framework of constrained Markov Decision Processes. In other words, during the parameter-update-free adaptation process, the agent not only maximizes the reward but also minimizes an additional cost function. We also demonstrate that our agent actively reacts to the threshold (i.e., budget) of the cost tolerance. With a higher cost budget, the agent behaves more aggressively, and with a lower cost budget, the agent behaves more conservatively.