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In this paper, we propose a novel method to compute the feedback capacity of channels with memory using reinforcement learning (RL). In RL, one seeks to maximize cumulative rewards collected in a sequential decision-making environment. This is done by collecting samples of the underlying environment and using them to learn the optimal decision rule. The main advantage of this approach is its computational efficiency, even in high dimensional problems. Hence, RL can be used to estimate numerically the feedback capacity of unifilar finite state channels (FSCs) with large alphabet size. The outcome of the RL algorithm sheds light on the properties of the optimal decision rule, which in our case, is the optimal input distribution of the channel. These insights can be converted into analytic, single-letter capacity expressions by solving corresponding lower and upper bounds. We demonstrate the efficiency of this method by analytically solving the feedback capacity of the well-known Ising channel with a ternary alphabet. We also provide a simple coding scheme that achieves the feedback capacity.

Directed information (DI) is a fundamental measure for the study and analysis of sequential stochastic models. In particular, when optimized over input distributions it characterizes the capacity of general communication channels. However, analytic computation of DI is typically intractable and existing optimization techniques over discrete input alphabets require knowledge of the channel model, which renders them inapplicable when only samples are available. To overcome these limitations, we propose a novel estimation-optimization framework for DI over discrete input spaces. We formulate DI optimization as a Markov decision process and leverage reinforcement learning techniques to optimize a deep generative model of the input process probability mass function (PMF). Combining this optimizer with the recently developed DI neural estimator, we obtain an end-to-end estimation-optimization algorithm which is applied to estimating the (feedforward and feedback) capacity of various discrete channels with memory. Furthermore, we demonstrate how to use the optimized PMF model to (i) obtain theoretical bounds on the feedback capacity of unifilar finite-state channels; and (ii) perform probabilistic shaping of constellations in the peak power-constrained additive white Gaussian noise channel.

This work develops a new method for estimating and optimizing the directed information rate between two jointly stationary and ergodic stochastic processes. Building upon recent advances in machine learning, we propose a recurrent neural network (RNN)-based estimator which is optimized via gradient ascent over the RNN parameters. The estimator does not require prior knowledge of the underlying joint and marginal distributions. The estimator is also readily optimized over continuous input processes realized by a deep generative model. We prove consistency of the proposed estimation and optimization methods and combine them to obtain end-to-end performance guarantees. Applications for channel capacity estimation of continuous channels with memory are explored, and empirical results demonstrating the scalability and accuracy of our method are provided. When the channel is memoryless, we investigate the mapping learned by the optimized input generator.

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