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 Reinforcement Learning


Towards Multi-agent Policy-based Directed Hypergraph Learning for Traffic Signal Control

arXiv.org Artificial Intelligence

Deep reinforcement learning (DRL) methods that incorporate graph neural networks (GNNs) have been extensively studied for intelligent traffic signal control, which aims to coordinate traffic signals effectively across multiple intersections. Despite this progress, the standard graph learning used in these methods still struggles to capture higher-order correlations in real-world traffic flow. In this paper, we propose a multi-agent proximal policy optimization framework DHG-PPO, which incorporates PPO and directed hypergraph module to extract the spatio-temporal attributes of the road networks. DHG-PPO enables multiple agents to ingeniously interact through the dynamical construction of hypergraph. The effectiveness of DHG-PPO is validated in terms of average travel time and throughput against state-of-the-art baselines through extensive experiments.


Towards Fast Rates for Federated and Multi-Task Reinforcement Learning

arXiv.org Artificial Intelligence

We consider a setting involving $N$ agents, where each agent interacts with an environment modeled as a Markov Decision Process (MDP). The agents' MDPs differ in their reward functions, capturing heterogeneous objectives/tasks. The collective goal of the agents is to communicate intermittently via a central server to find a policy that maximizes the average of long-term cumulative rewards across environments. The limited existing work on this topic either only provide asymptotic rates, or generate biased policies, or fail to establish any benefits of collaboration. In response, we propose Fast-FedPG - a novel federated policy gradient algorithm with a carefully designed bias-correction mechanism. Under a gradient-domination condition, we prove that our algorithm guarantees (i) fast linear convergence with exact gradients, and (ii) sub-linear rates that enjoy a linear speedup w.r.t. the number of agents with noisy, truncated policy gradients. Notably, in each case, the convergence is to a globally optimal policy with no heterogeneity-induced bias. In the absence of gradient-domination, we establish convergence to a first-order stationary point at a rate that continues to benefit from collaboration.


Developing Trajectory Planning with Behavioral Cloning and Proximal Policy Optimization for Path-Tracking and Static Obstacle Nudging

arXiv.org Artificial Intelligence

End-to-end approaches with Reinforcement Learning (RL) and Imitation Learning (IL) have gained increasing popularity in autonomous driving. However, they do not involve explicit reasoning like classic robotics workflow, nor planning with horizons, leading strategies implicit and myopic. In this paper, we introduce our trajectory planning method that uses Behavioral Cloning (BC) for path-tracking and Proximal Policy Optimization (PPO) bootstrapped by BC for static obstacle nudging. It outputs lateral offset values to adjust the given reference trajectory, and performs modified path for different controllers. Our experimental results show that the algorithm can do path-tracking that mimics the expert performance, and avoiding collision to fixed obstacles by trial and errors. This method makes a good attempt at planning with learning-based methods in trajectory planning problems of autonomous driving.


QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE

arXiv.org Artificial Intelligence

The goal of alpha factor mining is to discover indicative signals of investment opportunities from the historical financial market data of assets. Deep learning based alpha factor mining methods have shown to be powerful, which, however, lack of the interpretability, making them unacceptable in the risk-sensitive real markets. Alpha factors in formulaic forms are more interpretable and therefore favored by market participants, while the search space is complex and powerful explorative methods are urged. Recently, a promising framework is proposed for generating formulaic alpha factors using deep reinforcement learning, and quickly gained research focuses from both academia and industries. This paper first argues that the originally employed policy training method, i.e., Proximal Policy Optimization (PPO), faces several important issues in the context of alpha factors mining, making it ineffective to explore the search space of the formula. Herein, a novel reinforcement learning based on the well-known REINFORCE algorithm is proposed. Given that the underlying state transition function adheres to the Dirac distribution, the Markov Decision Process within this framework exhibit minimal environmental variability, making REINFORCE algorithm more appropriate than PPO. A new dedicated baseline is designed to theoretically reduce the commonly suffered high variance of REINFORCE. Moreover, the information ratio is introduced as a reward shaping mechanism to encourage the generation of steady alpha factors that can better adapt to changes in market volatility. Experimental evaluations on various real assets data show that the proposed algorithm can increase the correlation with asset returns by 3.83%, and a stronger ability to obtain excess returns compared to the latest alpha factors mining methods, which meets the theoretical results well.


LMGT: Optimizing Exploration-Exploitation Balance in Reinforcement Learning through Language Model Guided Trade-offs

arXiv.org Artificial Intelligence

The uncertainty inherent in the environmental transition model of Reinforcement Learning (RL) necessitates a careful balance between exploration and exploitation to optimize the use of computational resources for accurately estimating an agent's expected reward. Achieving balance in control systems is particularly challenging in scenarios with sparse rewards. However, given the extensive prior knowledge available for many environments, it is redundant to begin learning from scratch in such settings. To address this, we introduce \textbf{L}anguage \textbf{M}odel \textbf{G}uided \textbf{T}rade-offs (i.e., \textbf{LMGT}), a novel, sample-efficient framework that leverages the comprehensive prior knowledge embedded in Large Language Models (LLMs) and their adeptness at processing non-standard data forms, such as wiki tutorials. LMGT proficiently manages the exploration-exploitation trade-off by employing reward shifts guided by LLMs, which direct agents' exploration endeavors, thereby improving sample efficiency. We have thoroughly tested LMGT across various RL tasks and deployed it in industrial-grade RL recommendation systems, where it consistently outperforms baseline methods. The results indicate that our framework can significantly reduce the time cost required during the training phase in RL.


Sample- and Oracle-Efficient Reinforcement Learning for MDPs with Linearly-Realizable Value Functions

arXiv.org Artificial Intelligence

Designing sample-efficient and computationally feasible reinforcement learning (RL) algorithms is particularly challenging in environments with large or infinite state and action spaces. In this paper, we advance this effort by presenting an efficient algorithm for Markov Decision Processes (MDPs) where the state-action value function of any policy is linear in a given feature map. This challenging setting can model environments with infinite states and actions, strictly generalizes classic linear MDPs, and currently lacks a computationally efficient algorithm under online access to the MDP. Specifically, we introduce a new RL algorithm that efficiently finds a near-optimal policy in this setting, using a number of episodes and calls to a cost-sensitive classification (CSC) oracle that are both polynomial in the problem parameters. Notably, our CSC oracle can be efficiently implemented when the feature dimension is constant, representing a clear improvement over state-of-the-art methods, which require solving non-convex problems with horizon-many variables and can incur computational costs that are \emph{exponential} in the horizon.


IR2: Implicit Rendezvous for Robotic Exploration Teams under Sparse Intermittent Connectivity

arXiv.org Artificial Intelligence

Information sharing is critical in time-sensitive and realistic multi-robot exploration, especially for smaller robotic teams in large-scale environments where connectivity may be sparse and intermittent. Existing methods often overlook such communication constraints by assuming unrealistic global connectivity. Other works account for communication constraints (by maintaining close proximity or line of sight during information exchange), but are often inefficient. For instance, preplanned rendezvous approaches typically involve unnecessary detours resulting from poorly timed rendezvous, while pursuit-based approaches often result in short-sighted decisions due to their greedy nature. We present IR2, a deep reinforcement learning approach to information sharing for multi-robot exploration. Leveraging attention-based neural networks trained via reinforcement and curriculum learning, IR2 allows robots to effectively reason about the longer-term trade-offs between disconnecting for solo exploration and reconnecting for information sharing. In addition, we propose a hierarchical graph formulation to maintain a sparse yet informative graph, enabling our approach to scale to large-scale environments. We present simulation results in three large-scale Gazebo environments, which show that our approach yields 6.6-34.1% shorter exploration paths and significantly improved mapped area consistency among robots when compared to state-of-the-art baselines. Our simulation training and testing code is available at https://github.com/marmotlab/IR2.


Reinforcement Learning-Based Adaptive Load Balancing for Dynamic Cloud Environments

arXiv.org Artificial Intelligence

Efficient load balancing is crucial in cloud computing environments to ensure optimal resource utilization, minimize response times, and prevent server overload. Traditional load balancing algorithms, such as round-robin or least connections, are often static and unable to adapt to the dynamic and fluctuating nature of cloud workloads. In this paper, we propose a novel adaptive load balancing framework using Reinforcement Learning (RL) to address these challenges. The RL-based approach continuously learns and improves the distribution of tasks by observing real-time system performance and making decisions based on traffic patterns and resource availability. Our framework is designed to dynamically reallocate tasks to minimize latency and ensure balanced resource usage across servers. Experimental results show that the proposed RL-based load balancer outperforms traditional algorithms in terms of response time, resource utilization, and adaptability to changing workloads. These findings highlight the potential of AI-driven solutions for enhancing the efficiency and scalability of cloud infrastructures.


Improving Deep Reinforcement Learning by Reducing the Chain Effect of Value and Policy Churn

arXiv.org Artificial Intelligence

Deep neural networks provide Reinforcement Learning (RL) powerful function approximators to address large-scale decision-making problems. However, these approximators introduce challenges due to the non-stationary nature of RL training. One source of the challenges in RL is that output predictions can churn, leading to uncontrolled changes after each batch update for states not included in the batch. Although such a churn phenomenon exists in each step of network training, how churn occurs and impacts RL remains under-explored. In this work, we start by characterizing churn in a view of Generalized Policy Iteration with function approximation, and we discover a chain effect of churn that leads to a cycle where the churns in value estimation and policy improvement compound and bias the learning dynamics throughout the iteration. Further, we concretize the study and focus on the learning issues caused by the chain effect in different settings, including greedy action deviation in value-based methods, trust region violation in proximal policy optimization, and dual bias of policy value in actor-critic methods. We then propose a method to reduce the chain effect across different settings, called Churn Approximated ReductIoN (CHAIN), which can be easily plugged into most existing DRL algorithms. Our experiments demonstrate the effectiveness of our method in both reducing churn and improving learning performance across online and offline, value-based and policy-based RL settings, as well as a scaling setting.


Reward-Directed Score-Based Diffusion Models via q-Learning

arXiv.org Artificial Intelligence

We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functions while keeping the generated distributions close to the unknown target data distributions. Different from most existing studies, our formulation does not involve any pretrained model for the unknown score functions of the noise-perturbed data distributions. We present an entropy-regularized continuous-time RL problem and show that the optimal stochastic policy has a Gaussian distribution with a known covariance matrix. Based on this result, we parameterize the mean of Gaussian policies and develop an actor-critic type (little) q-learning algorithm to solve the RL problem. A key ingredient in our algorithm design is to obtain noisy observations from the unknown score function via a ratio estimator. Numerically, we show the effectiveness of our approach by comparing its performance with two state-of-the-art RL methods that fine-tune pretrained models. Finally, we discuss extensions of our RL formulation to probability flow ODE implementation of diffusion models and to conditional diffusion models.