In this task, you are given the abstract of a research paper. Your task is to generate a summary of this abstract. Your summary should not be very short, but it's better if it's not more than 30 words.

Q: Temporal logics are useful for describing dynamic system behavior, and have been successfully used as a language for goal definitions during task planning. Prior works on inferring temporal logic specifications have focused on "summarizing" the input dataset -- i.e., finding specifications that are satisfied by all plan traces belonging to the given set. In this paper, we examine the problem of inferring specifications that describe temporal differences between two sets of plan traces. We formalize the concept of providing such contrastive explanations, then present a Bayesian probabilistic model for inferring contrastive explanations as linear temporal logic specifications. We demonstrate the efficacy, scalability, and robustness of our model for inferring correct specifications across various benchmark planning domains and for a simulated air combat mission.

A: We present a Bayesian inference model to infer contrastive explanations (as LTL specifications) describing how two sets of plan traces differ.
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Q: A fundamental question in reinforcement learning is whether model-free algorithms are sample efficient. Recently,  Jin et al. (2018) proposed a Q-learning algorithm with UCB exploration policy, and proved it has nearly optimal regret bound for finite-horizon episodic MDP. In this paper, we adapt Q-learning with UCB-exploration bonus to infinite-horizon MDP with discounted rewards \emph{without} accessing a generative model. We show that the \textit{sample complexity of exploration} of our algorithm is bounded by $\tilde{O}({\frac{SA}{\epsilon^2(1-\gamma)^7}})$. This improves the previously best known result of $\tilde{O}({\frac{SA}{\epsilon^4(1-\gamma)^8}})$ in this setting achieved by delayed Q-learning (Strehlet al., 2006),, and matches the lower bound in terms of $\epsilon$ as well as $S$ and $A$ up to logarithmic factors.

A: We adapt Q-learning with UCB-exploration bonus to infinite-horizon MDP with discounted rewards without accessing a generative model, and improves the previously best known result.
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Q: Multivariate time series with missing values are common in areas such as healthcare and finance, and have grown in number and complexity over the years. This raises the question whether deep learning methodologies can outperform classical data imputation methods in this domain. However, naive applications of deep learning fall short in giving reliable confidence estimates and lack interpretability. We propose a new deep sequential latent variable model for dimensionality reduction and data imputation. Our modeling assumption is simple and interpretable: the high dimensional time series has a lower-dimensional representation which evolves smoothly in time according to a Gaussian process. The non-linear dimensionality reduction in the presence of missing data is achieved using a VAE approach with a novel structured variational approximation. We demonstrate that our approach outperforms several classical and deep learning-based data imputation methods on high-dimensional data from the domains of computer vision and healthcare, while additionally improving the smoothness of the imputations and providing interpretable uncertainty estimates.

A:
We perform amortized variational inference on a latent Gaussian process model to achieve superior imputation performance on multivariate time series with missing data.
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