Reinforcement Learning
Small Dataset, Big Gains: Enhancing Reinforcement Learning by Offline Pre-Training with Model Based Augmentation
Macaluso, Girolamo, Sestini, Alessandro, Bagdanov, Andrew D.
Offline reinforcement learning leverages pre-collected datasets of transitions to train policies. It can serve as effective initialization for online algorithms, enhancing sample efficiency and speeding up convergence. However, when such datasets are limited in size and quality, offline pre-training can produce sub-optimal policies and lead to degraded online reinforcement learning performance. In this paper we propose a model-based data augmentation strategy to maximize the benefits of offline reinforcement learning pre-training and reduce the scale of data needed to be effective. Our approach leverages a world model of the environment trained on the offline dataset to augment states during offline pre-training. We evaluate our approach on a variety of MuJoCo robotic tasks and our results show it can jump-start online fine-tuning and substantially reduce - in some cases by an order of magnitude - the required number of environment interactions.
Optimization Theory Based Deep Reinforcement Learning for Resource Allocation in Ultra-Reliable Wireless Networked Control Systems
Ali, Hamida Qumber, Darabi, Amirhassan Babazadeh, Coleri, Sinem
The design of Wireless Networked Control System (WNCS) requires addressing critical interactions between control and communication systems with minimal complexity and communication overhead while providing ultra-high reliability. This paper introduces a novel optimization theory based deep reinforcement learning (DRL) framework for the joint design of controller and communication systems. The objective of minimum power consumption is targeted while satisfying the schedulability and rate constraints of the communication system in the finite blocklength regime and stability constraint of the control system. Decision variables include the sampling period in the control system, and blocklength and packet error probability in the communication system. The proposed framework contains two stages: optimization theory and DRL. In the optimization theory stage, following the formulation of the joint optimization problem, optimality conditions are derived to find the mathematical relations between the optimal values of the decision variables. These relations allow the decomposition of the problem into multiple building blocks. In the DRL stage, the blocks that are simplified but not tractable are replaced by DRL. Via extensive simulations, the proposed optimization theory based DRL approach is demonstrated to outperform the optimization theory and pure DRL based approaches, with close to optimal performance and much lower complexity.
JaxMARL: Multi-Agent RL Environments in JAX
Rutherford, Alexander, Ellis, Benjamin, Gallici, Matteo, Cook, Jonathan, Lupu, Andrei, Ingvarsson, Gardar, Willi, Timon, Khan, Akbir, de Witt, Christian Schroeder, Souly, Alexandra, Bandyopadhyay, Saptarashmi, Samvelyan, Mikayel, Jiang, Minqi, Lange, Robert Tjarko, Whiteson, Shimon, Lacerda, Bruno, Hawes, Nick, Rocktaschel, Tim, Lu, Chris, Foerster, Jakob Nicolaus
Benchmarks play an important role in the development of machine learning algorithms. For example, research in reinforcement learning (RL) has been heavily influenced by available environments and benchmarks. However, RL environments are traditionally run on the CPU, limiting their scalability with typical academic compute. Recent advancements in JAX have enabled the wider use of hardware acceleration to overcome these computational hurdles, enabling massively parallel RL training pipelines and environments. This is particularly useful for multi-agent reinforcement learning (MARL) research. First of all, multiple agents must be considered at each environment step, adding computational burden, and secondly, the sample complexity is increased due to non-stationarity, decentralised partial observability, or other MARL challenges. In this paper, we present JaxMARL, the first open-source code base that combines ease-of-use with GPU enabled efficiency, and supports a large number of commonly used MARL environments as well as popular baseline algorithms. When considering wall clock time, our experiments show that per-run our JAX-based training pipeline is up to 12500x faster than existing approaches. This enables efficient and thorough evaluations, with the potential to alleviate the evaluation crisis of the field. We also introduce and benchmark SMAX, a vectorised, simplified version of the popular StarCraft Multi-Agent Challenge, which removes the need to run the StarCraft II game engine. This not only enables GPU acceleration, but also provides a more flexible MARL environment, unlocking the potential for self-play, meta-learning, and other future applications in MARL. We provide code at https://github.com/flairox/jaxmarl.
Counter-Empirical Attacking based on Adversarial Reinforcement Learning for Time-Relevant Scoring System
Sun, Xiangguo, Cheng, Hong, Dong, Hang, Qiao, Bo, Qin, Si, Lin, Qingwei
Scoring systems are commonly seen for platforms in the era of big data. From credit scoring systems in financial services to membership scores in E-commerce shopping platforms, platform managers use such systems to guide users towards the encouraged activity pattern, and manage resources more effectively and more efficiently thereby. To establish such scoring systems, several "empirical criteria" are firstly determined, followed by dedicated top-down design for each factor of the score, which usually requires enormous effort to adjust and tune the scoring function in the new application scenario. What's worse, many fresh projects usually have no ground-truth or any experience to evaluate a reasonable scoring system, making the designing even harder. To reduce the effort of manual adjustment of the scoring function in every new scoring system, we innovatively study the scoring system from the preset empirical criteria without any ground truth, and propose a novel framework to improve the system from scratch. In this paper, we propose a "counter-empirical attacking" mechanism that can generate "attacking" behavior traces and try to break the empirical rules of the scoring system. Then an adversarial "enhancer" is applied to evaluate the scoring system and find the improvement strategy. By training the adversarial learning problem, a proper scoring function can be learned to be robust to the attacking activity traces that are trying to violate the empirical criteria. Extensive experiments have been conducted on two scoring systems including a shared computing resource platform and a financial credit system. The experimental results have validated the effectiveness of our proposed framework.
Graph Attention-based Deep Reinforcement Learning for solving the Chinese Postman Problem with Load-dependent costs
Tran, Cong Dao, Hy, Truong Son
Recently, Deep reinforcement learning (DRL) models have shown promising results in solving routing problems. However, most DRL solvers are commonly proposed to solve node routing problems, such as the Traveling Salesman Problem (TSP). Meanwhile, there has been limited research on applying neural methods to arc routing problems, such as the Chinese Postman Problem (CPP), since they often feature irregular and complex solution spaces compared to TSP. To fill these gaps, this paper proposes a novel DRL framework to address the CPP with load-dependent costs (CPP-LC) (Corberan et al., 2018), which is a complex arc routing problem with load constraints. The novelty of our method is two-fold. First, we formulate the CPP-LC as a Markov Decision Process (MDP) sequential model. Subsequently, we introduce an autoregressive model based on DRL, namely Arc-DRL, consisting of an encoder and decoder to address the CPP-LC challenge effectively. Such a framework allows the DRL model to work efficiently and scalably to arc routing problems. Furthermore, we propose a new bio-inspired meta-heuristic solution based on Evolutionary Algorithm (EA) for CPP-LC. Extensive experiments show that Arc-DRL outperforms existing meta-heuristic methods such as Iterative Local Search (ILS) and Variable Neighborhood Search (VNS) proposed by (Corberan et al., 2018) on large benchmark datasets for CPP-LC regarding both solution quality and running time; while the EA gives the best solution quality with much more running time. We release our C++ implementations for metaheuristics such as EA, ILS and VNS along with the code for data generation and our generated data at https://github.com/HySonLab/Chinese_Postman_Problem
Ad-load Balancing via Off-policy Learning in a Content Marketplace
Sagtani, Hitesh, Jhawar, Madan, Mehrotra, Rishabh, Jeunen, Olivier
Ad-load balancing is a critical challenge in online advertising systems, particularly in the context of social media platforms, where the goal is to maximize user engagement and revenue while maintaining a satisfactory user experience. This requires the optimization of conflicting objectives, such as user satisfaction and ads revenue. Traditional approaches to ad-load balancing rely on static allocation policies, which fail to adapt to changing user preferences and contextual factors. In this paper, we present an approach that leverages off-policy learning and evaluation from logged bandit feedback. We start by presenting a motivating analysis of the ad-load balancing problem, highlighting the conflicting objectives between user satisfaction and ads revenue. We emphasize the nuances that arise due to user heterogeneity and the dependence on the user's position within a session. Based on this analysis, we define the problem as determining the optimal ad-load for a particular feed fetch. To tackle this problem, we propose an off-policy learning framework that leverages unbiased estimators such as Inverse Propensity Scoring (IPS) and Doubly Robust (DR) to learn and estimate the policy values using offline collected stochastic data. We present insights from online A/B experiments deployed at scale across over 80 million users generating over 200 million sessions, where we find statistically significant improvements in both user satisfaction metrics and ads revenue for the platform.
Adaptive action supervision in reinforcement learning from real-world multi-agent demonstrations
Fujii, Keisuke, Tsutsui, Kazushi, Scott, Atom, Nakahara, Hiroshi, Takeishi, Naoya, Kawahara, Yoshinobu
Modeling of real-world biological multi-agents is a fundamental problem in various scientific and engineering fields. Reinforcement learning (RL) is a powerful framework to generate flexible and diverse behaviors in cyberspace; however, when modeling real-world biological multi-agents, there is a domain gap between behaviors in the source (i.e., real-world data) and the target (i.e., cyberspace for RL), and the source environment parameters are usually unknown. In this paper, we propose a method for adaptive action supervision in RL from real-world demonstrations in multi-agent scenarios. We adopt an approach that combines RL and supervised learning by selecting actions of demonstrations in RL based on the minimum distance of dynamic time warping for utilizing the information of the unknown source dynamics. This approach can be easily applied to many existing neural network architectures and provide us with an RL model balanced between reproducibility as imitation and generalization ability to obtain rewards in cyberspace. In the experiments, using chase-and-escape and football tasks with the different dynamics between the unknown source and target environments, we show that our approach achieved a balance between the reproducibility and the generalization ability compared with the baselines. In particular, we used the tracking data of professional football players as expert demonstrations in football and show successful performances despite the larger gap between behaviors in the source and target environments than the chase-and-escape task.
Multi-Agent Reinforcement Learning with Action Masking for UAV-enabled Mobile Communications
Unmanned Aerial Vehicles (UAVs) are increasingly used as aerial base stations to provide ad hoc communications infrastructure. Building upon prior research efforts which consider either static nodes, 2D trajectories or single UAV systems, this paper focuses on the use of multiple UAVs for providing wireless communication to mobile users in the absence of terrestrial communications infrastructure. In particular, we jointly optimize UAV 3D trajectory and NOMA power allocation to maximize system throughput. Firstly, a weighted K-means-based clustering algorithm establishes UAV-user associations at regular intervals. The efficacy of training a novel Shared Deep Q-Network (SDQN) with action masking is then explored. Unlike training each UAV separately using DQN, the SDQN reduces training time by using the experiences of multiple UAVs instead of a single agent. We also show that SDQN can be used to train a multi-agent system with differing action spaces. Simulation results confirm that: 1) training a shared DQN outperforms a conventional DQN in terms of maximum system throughput (+20%) and training time (-10%); 2) it can converge for agents with different action spaces, yielding a 9% increase in throughput compared to mutual learning algorithms; and 3) combining NOMA with an SDQN architecture enables the network to achieve a better sum rate compared with existing baseline schemes.
Finding Nash equilibria by minimizing approximate exploitability with learned best responses
Martin, Carlos, Sandholm, Tuomas
There has been substantial progress on finding game-theoretic equilibria. Most of that work has focused on games with finite, discrete action spaces. However, many games involving space, time, money, and other fine-grained quantities have continuous action spaces (or are best modeled as such). We study the problem of finding an approximate Nash equilibrium of games with continuous action sets. The standard measure of closeness to Nash equilibrium is exploitability, which measures how much players can benefit from unilaterally changing their strategy. We propose two new methods that minimize an approximation of the exploitability with respect to the strategy profile. The first method uses a learned best-response function, which takes the current strategy profile as input and returns candidate best responses for each player. The strategy profile and best-response functions are trained simultaneously, with the former trying to minimize exploitability while the latter tries to maximize it. The second method maintains an ensemble of candidate best responses for each player. In each iteration, the best-performing elements of each ensemble are used to update the current strategy profile. The strategy profile and best-response ensembles are simultaneously trained to minimize and maximize the approximate exploitability, respectively. We evaluate our methods on various continuous games, showing that they outperform prior methods.
Risk-Sensitive Reinforcement Learning with Exponential Criteria
Noorani, Erfaun, Mavridis, Christos, Baras, John
While reinforcement learning has shown experimental success in a number of applications, it is known to be sensitive to noise and perturbations in the parameters of the system, leading to high variance in the total reward amongst different episodes on slightly different environments. To introduce robustness, as well as sample efficiency, risk-sensitive reinforcement learning methods are being thoroughly studied. In this work, we provide a definition of robust reinforcement learning policies and formulate a risk-sensitive reinforcement learning problem to approximate them, by solving an optimization problem with respect to a modified objective based on exponential criteria. In particular, we study a model-free risksensitive variation of the widely-used Monte Carlo Policy Gradient algorithm, and introduce a novel risk-sensitive online Actor-Critic algorithm based on solving a multiplicative Bellman equation using stochastic approximation updates. Analytical results suggest that the use of exponential criteria generalizes commonly used ad-hoc regularization approaches, improves sample efficiency, and introduces robustness with respect to perturbations in the model parameters and the environment. The implementation, performance, and robustness properties of the proposed methods are evaluated in simulated experiments.