Markov Models
K-SHAP: Policy Clustering Algorithm for Anonymous Multi-Agent State-Action Pairs
Coletta, Andrea, Vyetrenko, Svitlana, Balch, Tucker
Learning agent behaviors from observational data has shown to improve our understanding of their decision-making processes, advancing our ability to explain their interactions with the environment and other agents. While multiple learning techniques have been proposed in the literature, there is one particular setting that has not been explored yet: multi agent systems where agent identities remain anonymous. For instance, in financial markets labeled data that identifies market participant strategies is typically proprietary, and only the anonymous state-action pairs that result from the interaction of multiple market participants are publicly available. As a result, sequences of agent actions are not observable, restricting the applicability of existing work. In this paper, we propose a Policy Clustering algorithm, called K-SHAP, that learns to group anonymous state-action pairs according to the agent policies. We frame the problem as an Imitation Learning (IL) task, and we learn a world-policy able to mimic all the agent behaviors upon different environmental states. We leverage the world-policy to explain each anonymous observation through an additive feature attribution method called SHAP (SHapley Additive exPlanations). Finally, by clustering the explanations we show that we are able to identify different agent policies and group observations accordingly. We evaluate our approach on simulated synthetic market data and a real-world financial dataset. We show that our proposal significantly and consistently outperforms the existing methods, identifying different agent strategies.
PolicyClusterGCN: Identifying Efficient Clusters for Training Graph Convolutional Networks
Gurukar, Saket, Venkatakrishnan, Shaileshh Bojja, Ravindran, Balaraman, Parthasarathy, Srinivasan
Graph convolutional networks (GCNs) have achieved huge success in several machine learning (ML) tasks on graph-structured data. Recently, several sampling techniques have been proposed for the efficient training of GCNs and to improve the performance of GCNs on ML tasks. Specifically, the subgraph-based sampling approaches such as ClusterGCN and GraphSAINT have achieved state-of-the-art performance on the node classification tasks. These subgraph-based sampling approaches rely on heuristics -- such as graph partitioning via edge cuts -- to identify clusters that are then treated as minibatches during GCN training. In this work, we hypothesize that rather than relying on such heuristics, one can learn a reinforcement learning (RL) policy to compute efficient clusters that lead to effective GCN performance. To that end, we propose PolicyClusterGCN, an online RL framework that can identify good clusters for GCN training. We develop a novel Markov Decision Process (MDP) formulation that allows the policy network to predict ``importance" weights on the edges which are then utilized by a clustering algorithm (Graclus) to compute the clusters. We train the policy network using a standard policy gradient algorithm where the rewards are computed from the classification accuracies while training GCN using clusters given by the policy. Experiments on six real-world datasets and several synthetic datasets show that PolicyClusterGCN outperforms existing state-of-the-art models on node classification task.
Prioritized Planning for Target-Oriented Manipulation via Hierarchical Stacking Relationship Prediction
Wu, Zewen, Tang, Jian, Chen, Xingyu, Ma, Chengzhong, Lan, Xuguang, Zheng, Nanning
In scenarios involving the grasping of multiple targets, the learning of stacking relationships between objects is fundamental for robots to execute safely and efficiently. However, current methods lack subdivision for the hierarchy of stacking relationship types. In scenes where objects are mostly stacked in an orderly manner, they are incapable of performing human-like and high-efficient grasping decisions. This paper proposes a perception-planning method to distinguish different stacking types between objects and generate prioritized manipulation order decisions based on given target designations. We utilize a Hierarchical Stacking Relationship Network (HSRN) to discriminate the hierarchy of stacking and generate a refined Stacking Relationship Tree (SRT) for relationship description. Considering that objects with high stacking stability can be grasped together if necessary, we introduce an elaborate decision-making planner based on the Partially Observable Markov Decision Process (POMDP), which leverages observations and generates the least grasp-consuming decision chain with robustness and is suitable for simultaneously specifying multiple targets. To verify our work, we set the scene to the dining table and augment the REGRAD dataset with a set of common tableware models for network training. Experiments show that our method effectively generates grasping decisions that conform to human requirements, and improves the implementation efficiency compared with existing methods on the basis of guaranteeing the success rate.
Decision-Dependent Distributionally Robust Markov Decision Process Method in Dynamic Epidemic Control
Song, Jun, Yang, William, Zhao, Chaoyue
In this paper, we present a Distributionally Robust Markov Decision Process (DRMDP) approach for addressing the dynamic epidemic control problem. The Susceptible-Exposed-Infectious-Recovered (SEIR) model is widely used to represent the stochastic spread of infectious diseases, such as COVID-19. While Markov Decision Processes (MDP) offers a mathematical framework for identifying optimal actions, such as vaccination and transmission-reducing intervention, to combat disease spreading according to the SEIR model. However, uncertainties in these scenarios demand a more robust approach that is less reliant on error-prone assumptions. The primary objective of our study is to introduce a new DRMDP framework that allows for an ambiguous distribution of transition dynamics. Specifically, we consider the worst-case distribution of these transition probabilities within a decision-dependent ambiguity set. To overcome the computational complexities associated with policy determination, we propose an efficient Real-Time Dynamic Programming (RTDP) algorithm that is capable of computing optimal policies based on the reformulated DRMDP model in an accurate, timely, and scalable manner. Comparative analysis against the classic MDP model demonstrates that the DRMDP achieves a lower proportion of infections and susceptibilities at a reduced cost.
TVDO: Tchebycheff Value-Decomposition Optimization for Multi-Agent Reinforcement Learning
Hu, Xiaoliang, Guo, Pengcheng, Zhou, Chuanwei, Zhang, Tong, Cui, Zhen
In cooperative multi-agent reinforcement learning (MARL) settings, the centralized training with decentralized execution (CTDE) becomes customary recently due to the physical demand. However, the most dilemma is the inconsistency of jointly-trained policies and individually-optimized actions. In this work, we propose a novel value-based multi-objective learning approach, named Tchebycheff value decomposition optimization (TVDO), to overcome the above dilemma. In particular, a nonlinear Tchebycheff aggregation method is designed to transform the MARL task into multi-objective optimal counterpart by tightly constraining the upper bound of individual action-value bias. We theoretically prove that TVDO well satisfies the necessary and sufficient condition of individual global max (IGM) with no extra limitations, which exactly guarantees the consistency between the global and individual optimal action-value function. Empirically, in the climb and penalty game, we verify that TVDO represents precisely from global to individual value factorization with a guarantee of the policy consistency. Furthermore, we also evaluate TVDO in the challenging scenarios of StarCraft II micromanagement tasks, and extensive experiments demonstrate that TVDO achieves more competitive performances than several state-of-the-art MARL methods.
Large Sequence Models for Sequential Decision-Making: A Survey
Wen, Muning, Lin, Runji, Wang, Hanjing, Yang, Yaodong, Wen, Ying, Mai, Luo, Wang, Jun, Zhang, Haifeng, Zhang, Weinan
Transformer architectures have facilitated the development of large-scale and general-purpose sequence models for prediction tasks in natural language processing and computer vision, e.g., GPT-3 and Swin Transformer. Although originally designed for prediction problems, it is natural to inquire about their suitability for sequential decision-making and reinforcement learning problems, which are typically beset by long-standing issues involving sample efficiency, credit assignment, and partial observability. In recent years, sequence models, especially the Transformer, have attracted increasing interest in the RL communities, spawning numerous approaches with notable effectiveness and generalizability. This survey presents a comprehensive overview of recent works aimed at solving sequential decision-making tasks with sequence models such as the Transformer, by discussing the connection between sequential decision-making and sequence modeling, and categorizing them based on the way they utilize the Transformer. Moreover, this paper puts forth various potential avenues for future research intending to improve the effectiveness of large sequence models for sequential decision-making, encompassing theoretical foundations, network architectures, algorithms, and efficient training systems. As this article has been accepted by the Frontiers of Computer Science, here is an early version, and the most up-to-date version can be found at https://journal.hep.com.cn/fcs/EN/10.1007/s11704-023-2689-5
Informed POMDP: Leveraging Additional Information in Model-Based RL
Lambrechts, Gaspard, Bolland, Adrien, Ernst, Damien
In this work, we generalize the problem of learning through interaction in a POMDP by accounting for eventual additional information available at training time. First, we introduce the informed POMDP, a new learning paradigm offering a clear distinction between the training information and the execution observation. Next, we propose an objective for learning a sufficient statistic from the history for the optimal control that leverages this information. We then show that this informed objective consists of learning an environment model from which we can sample latent trajectories. Finally, we show for the Dreamer algorithm that the convergence speed of the policies is sometimes greatly improved on several environments by using this informed environment model. Those results and the simplicity of the proposed adaptation advocate for a systematic consideration of eventual additional information when learning in a POMDP using model-based RL.
Cooperative Multi-Agent Reinforcement Learning: Asynchronous Communication and Linear Function Approximation
Min, Yifei, He, Jiafan, Wang, Tianhao, Gu, Quanquan
We study multi-agent reinforcement learning in the setting of episodic Markov decision processes, where multiple agents cooperate via communication through a central server. We propose a provably efficient algorithm based on value iteration that enable asynchronous communication while ensuring the advantage of cooperation with low communication overhead. With linear function approximation, we prove that our algorithm enjoys an $\tilde{\mathcal{O}}(d^{3/2}H^2\sqrt{K})$ regret with $\tilde{\mathcal{O}}(dHM^2)$ communication complexity, where $d$ is the feature dimension, $H$ is the horizon length, $M$ is the total number of agents, and $K$ is the total number of episodes. We also provide a lower bound showing that a minimal $\Omega(dM)$ communication complexity is required to improve the performance through collaboration.
A Survey on Neural-symbolic Learning Systems
Yu, Dongran, Yang, Bo, Liu, Dayou, Wang, Hui, Pan, Shirui
In recent years, neural systems have demonstrated highly effective learning ability and superior perception intelligence. However, they have been found to lack effective reasoning and cognitive ability. On the other hand, symbolic systems exhibit exceptional cognitive intelligence but suffer from poor learning capabilities when compared to neural systems. Recognizing the advantages and disadvantages of both methodologies, an ideal solution emerges: combining neural systems and symbolic systems to create neural-symbolic learning systems that possess powerful perception and cognition. The purpose of this paper is to survey the advancements in neural-symbolic learning systems from four distinct perspectives: challenges, methods, applications, and future directions. By doing so, this research aims to propel this emerging field forward, offering researchers a comprehensive and holistic overview. This overview will not only highlight the current state-of-the-art but also identify promising avenues for future research.
Minigrid & Miniworld: Modular & Customizable Reinforcement Learning Environments for Goal-Oriented Tasks
Chevalier-Boisvert, Maxime, Dai, Bolun, Towers, Mark, de Lazcano, Rodrigo, Willems, Lucas, Lahlou, Salem, Pal, Suman, Castro, Pablo Samuel, Terry, Jordan
We present the Minigrid and Miniworld libraries which provide a suite of goal-oriented 2D and 3D environments. The libraries were explicitly created with a minimalistic design paradigm to allow users to rapidly develop new environments for a wide range of research-specific needs. As a result, both have received widescale adoption by the RL community, facilitating research in a wide range of areas. In this paper, we outline the design philosophy, environment details, and their world generation API. We also showcase the additional capabilities brought by the unified API between Minigrid and Miniworld through case studies on transfer learning (for both RL agents and humans) between the different observation spaces. The source code of Minigrid and Miniworld can be found at https://github.com/Farama-Foundation/{Minigrid, Miniworld} along with their documentation at https://{minigrid, miniworld}.farama.org/.