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A Game with a Purpose for Recommender Systems
Smyth, Barry (University College Dublin) | Rafter, Rachael (University College Dublin) | Banks, Sam (University College Dublin)
Recommender systems learn about our preferences to make targeted suggestions. In this paper we outline a novel game-with-a-purpose designed to infer preferences at scale as a side-effect of gameplay. We evaluate the utility of this data in a recommendation context as part of a small live-user trial.
Online Transfer Learning in Reinforcement Learning Domains
Zhan, Yusen (Washington State University) | Taylor, Mattew E. (Washington State University)
This paper proposes an online transfer framework to capture the interaction among agents and shows that current transfer learning in reinforcement learning is a special case of online transfer. Furthermore, this paper re-characterizes existing agents-teaching-agents methods as online transfer and analyze one such teaching method in three ways. First, the convergence of Q-learning and Sarsa with tabular representation with a finite budget is proven. Second, the convergence of Q-learning and Sarsa with linear function approximation is established. Third, the we show the asymptotic performance cannot be hurt through teaching. Additionally, all theoretical results are empirically validated.
A Parallel Point-Based POMDP Algorithm Leveraging GPUs
Wray, Kyle Hollins (University of Massachusetts Amherst) | Zilberstein, Shlomo (University of Massachusetts Amherst)
We parallelize the Point-Based Value Iteration (PBVI) algorithm, which approximates the solution to Partially Observable Markov Decision Processes (POMDPs), using a Graphics Processing Unit (GPU). We detail additional optimizations, such as leveraging the bounded size of non-zero values over all belief point vectors, usable by serial and parallel algorithms. We compare serial (CPU) and parallel (GPU) implementations on 10 distinct problem domains, and demonstrate that our approach provides an order of magnitude improvement.
Autonomous Electricity Trading Using Time-Of-Use Tariffs in a Competitive Market
Urieli, Daniel (The University of Texas at Austin) | Stone, Peter (The University of Texas at Austin)
This research studies the impact of Time-Of-Use (TOU) tariffs in a competitive electricity market place. Specifically, it focuses on the question of how should an autonomous broker agent optimize TOU tariffs in a competitive retail market, and what is the impact of such tariffs on the economy. We formalize the problem of TOU tariff optimization and propose an algorithm for approximating its solution. We extensively experiment with our algorithm in a large-scale, detailed electricity retail markets simulation of the Power Trading Agent Competition (Power TAC) and: 1) find that our algorithm results in 15\% peak-demand reduction, 2) find that its peak-flattening results in greater profits and/or profit-share for the broker and allows it to win in head-to-head competition against the 1st and 2nd place brokers from the Power TAC 2014 finals, and 3) analyze several economic implications of using TOU tariffs in competitive retail markets.
Exploiting Anonymity in Approximate Linear Programming: Scaling to Large Multiagent MDPs
Robbel, Philipp (Massachusetts Institute of Technology) | Oliehoek, Frans A. (University of Amsterdam) | Kochenderfer, Mykel J. (Stanford University)
The Markov Decision Process (MDP) framework is a versatile method for addressing single and multiagent sequential decision making problems. Many exact and approximate solution methods attempt to exploit structure in the problem and are based on value factorization. Especially multiagent settings (MAS), however, are known to suffer from an exponential increase in value component sizes as interactions become denser, meaning that approximation architectures are overly restricted in the problem sizes and types they can handle. We present an approach to mitigate this limitation for certain types of MASs, exploiting a property that can be thought of as "anonymous influence" in the factored MDP. In particular, we show how anonymity can lead to representational and computational efficiencies, both for general variable elimination in a factor graph but also for the approximate linear programming solution to factored MDPs. The latter allows to scale linear programming to factored MDPs that were previously unsolvable. Our results are shown for a disease control domain over a graph with 50 nodes that are each connected with up to 15 neighbors.
Open Questions for Building Optimal Operation Policies for Dam Management Using Factored Markov Decision Processes
Reyes, Alberto (Instituto de Investigaciones Electricas) | Ibarguengoytia, Pablo H. (Instituto de Investigaciones Electricas) | Romero, Inés (Instituto de Investigaciones Electricas) | Pech, David (Instituto de Investigaciones Electricas) | Borunda, Mónica (Instituto de Investigaciones Electricas)
In this paper, we present the conceptual model of a realworld application of Markov Decision Processes to dam management. The idea is to demonstrate that it is possible to efficiently automate the construction of operation policies by modelling the problem as a sequential decision problem that can be easily solved using stochastic dynamic programming. We will explain the problem domain and provide an analysis of the resulting value and policy functions. We will also present a useful discussion about the issues that will appear when the conceptual model to be extended into a real-world application.
Revisiting Multi-Objective MDPs with Relaxed Lexicographic Preferences
Pineda, Luis Enrique (University of Massachusetts Amherst) | Wray, Kyle Hollins (University of Massachusetts Amherst) | Zilberstein, Shlomo (University of Massachusetts Amherst)
We consider stochastic planning problems that involve multiple objectives such as minimizing task completion time and energy consumption. These problems can be modeled as multi-objective Markov decision processes (MOMDPs), an extension of the widely-used MDP model to handle problems involving multiple value functions. We focus on a subclass of MOMDPs in which the objectives have a {\em relaxed lexicographic structure}, allowing an agent to seek improvement in a lower-priority objective when the impact on a higher-priority objective is within some small given tolerance. We examine the relationship between this class of problems and {\em constrained MDPs}, showing that the latter offer an alternative solution method with strong guarantees. We show empirically that a recently introduced algorithm for MOMDPs may not offer the same strong guarantees, but it does perform well in practice.
The MADP Toolbox: An Open-Source Library for Planning and Learning in (Multi-)Agent Systems
Oliehoek, Frans A. (University of Liverpool, University of Amsterdam) | Spaan, Matthijs T. J. (Delft University of Technology) | Robbel, Philipp (Massachusetts Institute of Technology) | Messias, Joao (University of Amsterdam)
This article describes the MultiAgent Decision Process (MADP) toolbox, a software library to support planning and learning for intelligent agents and multiagent systems in uncertain environments. Some of its key features are that it supports partially observable environments and stochastic transition models; has unified support for single- and multiagent systems; provides a large number of models for decision-theoretic decision making, including one-shot decision making (e.g., Bayesian games) and sequential decision making under various assumptions of observability and cooperation, such as Dec-POMDPs and POSGs; provides tools and parsers to quickly prototype new problems; provides an extensive range of planning and learning algorithms for single-and multiagent systems; and is written in C++ and designed to be extensible via the object-oriented paradigm.
MDPVIS: An Interactive Visualization for Testing Markov Decision Processes
McGregor, Sean (Oregon State University) | Buckingham, Hailey (Oregon State University) | Houtman, Rachel (Oregon State University) | Montgomery, Claire (Oregon State University) | Metoyer, Ronald (Oregon State University ) | Dietterich, Thomas G. (Oregon State University)
Whereas computational steering traditionally A common approach for solving Markov Decision Processes refers to modifying a computer process during its execution is to implement a simulator of the stochastic dynamics of (Mulder, van Wijk, and van Liere 1999), we treat optimization the MDP and a Monte Carlo optimization algorithm that invokes as an open-ended process whose parameters are repeatedly this simulator. The resulting software system is often changed for testing and debugging.
Nested Value Iteration for Partially Satisfiable Co-Safe LTL Specifications (Extended Abstract)
Lacerda, Bruno (University of Birmingham) | Parker, David (University of Birmingham) | Hawes, Nick (University of Birmingham)
We describe our recent work on cost-optimal policy generation, for co-safe linear temporal logic (LTL) specifications that are not satisfiable with probability one in a Markov decision process (MDP) model. We provide an overview of the approach to pose the problem as the optimisation of three standard objectives in a trimmed product MDP. Furthermore, we introduce a new approach for optimising the three objectives, in a decreasing order of priority, based on a “nested” value iteration, where one value table is kept for each objective.