Markov Models
Implementing Reinforcement Learning Datacenter Congestion Control in NVIDIA NICs
Fuhrer, Benjamin, Shpigelman, Yuval, Tessler, Chen, Mannor, Shie, Chechik, Gal, Zahavi, Eitan, Dalal, Gal
As communication protocols evolve, datacenter network utilization increases. As a result, congestion is more frequent, causing higher latency and packet loss. Combined with the increasing complexity of workloads, manual design of congestion control (CC) algorithms becomes extremely difficult. This calls for the development of AI approaches to replace the human effort. Unfortunately, it is currently not possible to deploy AI models on network devices due to their limited computational capabilities. Here, we offer a solution to this problem by building a computationally-light solution based on a recent reinforcement learning CC algorithm [arXiv:2207.02295]. We reduce the inference time of RL-CC by x500 by distilling its complex neural network into decision trees. This transformation enables real-time inference within the $\mu$-sec decision-time requirement, with a negligible effect on quality. We deploy the transformed policy on NVIDIA NICs in a live cluster. Compared to popular CC algorithms used in production, RL-CC is the only method that performs well on all benchmarks tested over a large range of number of flows. It balances multiple metrics simultaneously: bandwidth, latency, and packet drops. These results suggest that data-driven methods for CC are feasible, challenging the prior belief that handcrafted heuristics are necessary to achieve optimal performance.
Model-free Motion Planning of Autonomous Agents for Complex Tasks in Partially Observable Environments
Li, Junchao, Cai, Mingyu, Kan, Zhen, Xiao, Shaoping
Motion planning of autonomous agents in partially known environments with incomplete information is a challenging problem, particularly for complex tasks. This paper proposes a model-free reinforcement learning approach to address this problem. We formulate motion planning as a probabilistic-labeled partially observable Markov decision process (PL-POMDP) problem and use linear temporal logic (LTL) to express the complex task. The LTL formula is then converted to a limit-deterministic generalized B\"uchi automaton (LDGBA). The problem is redefined as finding an optimal policy on the product of PL-POMDP with LDGBA based on model-checking techniques to satisfy the complex task. We implement deep Q learning with long short-term memory (LSTM) to process the observation history and task recognition. Our contributions include the proposed method, the utilization of LTL and LDGBA, and the LSTM-enhanced deep Q learning. We demonstrate the applicability of the proposed method by conducting simulations in various environments, including grid worlds, a virtual office, and a multi-agent warehouse. The simulation results demonstrate that our proposed method effectively addresses environment, action, and observation uncertainties. This indicates its potential for real-world applications, including the control of unmanned aerial vehicles (UAVs).
Importance Weighted Expectation-Maximization for Protein Sequence Design
Designing protein sequences with desired biological function is crucial in biology and chemistry. Recent machine learning methods use a surrogate sequence-function model to replace the expensive wet-lab validation. How can we efficiently generate diverse and novel protein sequences with high fitness? In this paper, we propose IsEM-Pro, an approach to generate protein sequences towards a given fitness criterion. At its core, IsEM-Pro is a latent generative model, augmented by combinatorial structure features from a separately learned Markov random fields (MRFs). We develop an Monte Carlo Expectation-Maximization method (MCEM) to learn the model. During inference, sampling from its latent space enhances diversity while its MRFs features guide the exploration in high fitness regions. Experiments on eight protein sequence design tasks show that our IsEM-Pro outperforms the previous best methods by at least 55% on average fitness score and generates more diverse and novel protein sequences.
Semi-Infinitely Constrained Markov Decision Processes and Efficient Reinforcement Learning
Zhang, Liangyu, Peng, Yang, Yang, Wenhao, Zhang, Zhihua
We propose a novel generalization of constrained Markov decision processes (CMDPs) that we call the \emph{semi-infinitely constrained Markov decision process} (SICMDP). Particularly, we consider a continuum of constraints instead of a finite number of constraints as in the case of ordinary CMDPs. We also devise two reinforcement learning algorithms for SICMDPs that we call SI-CRL and SI-CPO. SI-CRL is a model-based reinforcement learning algorithm. Given an estimate of the transition model, we first transform the reinforcement learning problem into a linear semi-infinitely programming (LSIP) problem and then use the dual exchange method in the LSIP literature to solve it. SI-CPO is a policy optimization algorithm. Borrowing the ideas from the cooperative stochastic approximation approach, we make alternative updates to the policy parameters to maximize the reward or minimize the cost. To the best of our knowledge, we are the first to apply tools from semi-infinitely programming (SIP) to solve constrained reinforcement learning problems. We present theoretical analysis for SI-CRL and SI-CPO, identifying their iteration complexity and sample complexity. We also conduct extensive numerical examples to illustrate the SICMDP model and demonstrate that our proposed algorithms are able to solve complex sequential decision-making tasks leveraging modern deep reinforcement learning techniques.
Bridging the Usability Gap: Theoretical and Methodological Advances for Spectral Learning of Hidden Markov Models
The Baum-Welch (B-W) algorithm is the most widely accepted method for inferring hidden Markov models (HMM). However, it is prone to getting stuck in local optima, and can be too slow for many real-time applications. Spectral learning of HMMs (SHMM), based on the method of moments (MOM) has been proposed in the literature to overcome these obstacles. Despite its promises, asymptotic theory for SHMM has been elusive, and the long-run performance of SHMM can degrade due to unchecked propagation of error. In this paper, we (1) provide an asymptotic distribution for the approximate error of the likelihood estimated by SHMM, (2) propose a novel algorithm called projected SHMM (PSHMM) that mitigates the problem of error propagation, and (3) develop online learning variants of both SHMM and PSHMM that accommodate potential nonstationarity. We compare the performance of SHMM with PSHMM and estimation through the B-W algorithm on both simulated data and data from real world applications, and find that PSHMM not only retains the computational advantages of SHMM, but also provides more robust estimation and forecasting.
MCPrioQ: A lock-free algorithm for online sparse markov-chains
Derehag, Jesper, Johansson, ร ke
In high performance systems it is sometimes hard to build very large graphs that are efficient both with respect to memory and compute. This paper proposes a data structure called Markov-chain-priority-queue (MCPrioQ), which is a lock-free sparse markov-chain that enables online and continuous learning with time-complexity of $O(1)$ for updates and $O(CDF^{-1}(t))$ inference. MCPrioQ is especially suitable for recommender-systems for lookups of $n$-items in descending probability order. The concurrent updates are achieved using hash-tables and atomic instructions and the lookups are achieved through a novel priority-queue which allows for approximately correct results even during concurrent updates. The approximatly correct and lock-free property is maintained by a read-copy-update scheme, but where the semantics have been slightly updated to allow for swap of elements rather than the traditional pop-insert scheme.
From Explicit Communication to Tacit Cooperation:A Novel Paradigm for Cooperative MARL
Li, Dapeng, Xu, Zhiwei, Zhang, Bin, Fan, Guoliang
Centralized training with decentralized execution (CTDE) is a widely-used learning paradigm that has achieved significant success in complex tasks. However, partial observability issues and the absence of effectively shared signals between agents often limit its effectiveness in fostering cooperation. While communication can address this challenge, it simultaneously reduces the algorithm's practicality. Drawing inspiration from human team cooperative learning, we propose a novel paradigm that facilitates a gradual shift from explicit communication to tacit cooperation. In the initial training stage, we promote cooperation by sharing relevant information among agents and concurrently reconstructing this information using each agent's local trajectory. We then combine the explicitly communicated information with the reconstructed information to obtain mixed information. Throughout the training process, we progressively reduce the proportion of explicitly communicated information, facilitating a seamless transition to fully decentralized execution without communication. Experimental results in various scenarios demonstrate that the performance of our method without communication can approaches or even surpasses that of QMIX and communication-based methods.
Optimal Scheduling in IoT-Driven Smart Isolated Microgrids Based on Deep Reinforcement Learning
Qi, Jiaju, Lei, Lei, Zheng, Kan, Yang, Simon X., Xuemin, null, Shen, null
In this paper, we investigate the scheduling issue of diesel generators (DGs) in an Internet of Things (IoT)-Driven isolated microgrid (MG) by deep reinforcement learning (DRL). The renewable energy is fully exploited under the uncertainty of renewable generation and load demand. The DRL agent learns an optimal policy from history renewable and load data of previous days, where the policy can generate real-time decisions based on observations of past renewable and load data of previous hours collected by connected sensors. The goal is to reduce operating cost on the premise of ensuring supply-demand balance. In specific, a novel finite-horizon partial observable Markov decision process (POMDP) model is conceived considering the spinning reserve. In order to overcome the challenge of discrete-continuous hybrid action space due to the binary DG switching decision and continuous energy dispatch (ED) decision, a DRL algorithm, namely the hybrid action finite-horizon RDPG (HAFH-RDPG), is proposed. HAFH-RDPG seamlessly integrates two classical DRL algorithms, i.e., deep Q-network (DQN) and recurrent deterministic policy gradient (RDPG), based on a finite-horizon dynamic programming (DP) framework. Extensive experiments are performed with real-world data in an IoT-driven MG to evaluate the capability of the proposed algorithm in handling the uncertainty due to inter-hour and inter-day power fluctuation and to compare its performance with those of the benchmark algorithms. J. Qi, L. Lei, and S. X. Yang are with the School of Engineering, University of Guelph, Guelph, ON N1G 2W1, Canada (e-mail: jiaju@uoguelph.ca; K. Zheng is with the College of Electrical Engineering and Computer Sciences, Ningbo University, Ningbo, 315211, China.
Incorporating Recurrent Reinforcement Learning into Model Predictive Control for Adaptive Control in Autonomous Driving
Zhang, Yuan, Boedecker, Joschka, Li, Chuxuan, Zhou, Guyue
Model Predictive Control (MPC) is attracting tremendous attention in the autonomous driving task as a powerful control technique. The success of an MPC controller strongly depends on an accurate internal dynamics model. However, the static parameters, usually learned by system identification, often fail to adapt to both internal and external perturbations in real-world scenarios. In this paper, we firstly (1) reformulate the problem as a Partially Observed Markov Decision Process (POMDP) that absorbs the uncertainties into observations and maintains Markov property into hidden states; and (2) learn a recurrent policy continually adapting the parameters of the dynamics model via Recurrent Reinforcement Learning (RRL) for optimal and adaptive control; and (3) finally evaluate the proposed algorithm (referred as $\textit{MPC-RRL}$) in CARLA simulator and leading to robust behaviours under a wide range of perturbations.
A Generic Approach for Reproducible Model Distillation
Zhou, Yunzhe, Xu, Peiru, Hooker, Giles
Model distillation has been a popular method for producing interpretable machine learning. It uses an interpretable "student" model to mimic the predictions made by the black box "teacher" model. However, when the student model is sensitive to the variability of the data sets used for training even when keeping the teacher fixed, the corresponded interpretation is not reliable. Existing strategies stabilize model distillation by checking whether a large enough corpus of pseudo-data is generated to reliably reproduce student models, but methods to do so have so far been developed for a specific student model. In this paper, we develop a generic approach for stable model distillation based on central limit theorem for the average loss. We start with a collection of candidate student models and search for candidates that reasonably agree with the teacher. Then we construct a multiple testing framework to select a corpus size such that the consistent student model would be selected under different pseudo samples. We demonstrate the application of our proposed approach on three commonly used intelligible models: decision trees, falling rule lists and symbolic regression. Finally, we conduct simulation experiments on Mammographic Mass and Breast Cancer datasets and illustrate the testing procedure throughout a theoretical analysis with Markov process. The code is publicly available at https://github.com/yunzhe-zhou/GenericDistillation.