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 Reinforcement Learning


Community Membership Hiding as Counterfactual Graph Search via Deep Reinforcement Learning

arXiv.org Artificial Intelligence

Community detection techniques are useful tools for social media platforms to discover tightly connected groups of users who share common interests. However, this functionality often comes at the expense of potentially exposing individuals to privacy breaches by inadvertently revealing their tastes or preferences. Therefore, some users may wish to safeguard their anonymity and opt out of community detection for various reasons, such as affiliation with political or religious organizations. In this study, we address the challenge of community membership hiding, which involves strategically altering the structural properties of a network graph to prevent one or more nodes from being identified by a given community detection algorithm. We tackle this problem by formulating it as a constrained counterfactual graph objective, and we solve it via deep reinforcement learning. We validate the effectiveness of our method through two distinct tasks: node and community deception. Extensive experiments show that our approach overall outperforms existing baselines in both tasks.


Hybrid Reinforcement Learning for Optimizing Pump Sustainability in Real-World Water Distribution Networks

arXiv.org Artificial Intelligence

This article addresses the pump-scheduling optimization problem to enhance real-time control of real-world water distribution networks (WDNs). Our primary objectives are to adhere to physical operational constraints while reducing energy consumption and operational costs. Traditional optimization techniques, such as evolution-based and genetic algorithms, often fall short due to their lack of convergence guarantees. Conversely, reinforcement learning (RL) stands out for its adaptability to uncertainties and reduced inference time, enabling real-time responsiveness. However, the effective implementation of RL is contingent on building accurate simulation models for WDNs, and prior applications have been limited by errors in simulation training data. These errors can potentially cause the RL agent to learn misleading patterns and actions and recommend suboptimal operational strategies. To overcome these challenges, we present an improved "hybrid RL" methodology. This method integrates the benefits of RL while anchoring it in historical data, which serves as a baseline to incrementally introduce optimal control recommendations. By leveraging operational data as a foundation for the agent's actions, we enhance the explainability of the agent's actions, foster more robust recommendations, and minimize error. Our findings demonstrate that the hybrid RL agent can significantly improve sustainability, operational efficiency, and dynamically adapt to emerging scenarios in real-world WDNs.


Efficient Reinforcement Learning for Jumping Monopods

arXiv.org Artificial Intelligence

In this work, we consider the complex control problem of making a monopod reach a target with a jump. The monopod can jump in any direction and the terrain underneath its foot can be uneven. This is a template of a much larger class of problems, which are extremely challenging and computationally expensive to solve using standard optimisation-based techniques. Reinforcement Learning (RL) could be an interesting alternative, but the application of an end-to-end approach in which the controller must learn everything from scratch, is impractical. The solution advocated in this paper is to guide the learning process within an RL framework by injecting physical knowledge. This expedient brings to widespread benefits, such as a drastic reduction of the learning time, and the ability to learn and compensate for possible errors in the low-level controller executing the motion. We demonstrate the advantage of our approach with respect to both optimization-based and end-to-end RL approaches.


A Framework for Empowering Reinforcement Learning Agents with Causal Analysis: Enhancing Automated Cryptocurrency Trading

arXiv.org Artificial Intelligence

Despite advances in artificial intelligence-enhanced trading methods, developing a profitable automated trading system remains challenging in the rapidly evolving cryptocurrency market. This study aims to address these challenges by developing a reinforcement learning-based automated trading system for five popular altcoins~(cryptocurrencies other than Bitcoin): Binance Coin, Ethereum, Litecoin, Ripple, and Tether. To this end, we present CausalReinforceNet, a framework framed as a decision support system. Designed as the foundational architecture of the trading system, the CausalReinforceNet framework enhances the capabilities of the reinforcement learning agent through causal analysis. Within this framework, we use Bayesian networks in the feature engineering process to identify the most relevant features with causal relationships that influence cryptocurrency price movements. Additionally, we incorporate probabilistic price direction signals from dynamic Bayesian networks to enhance our reinforcement learning agent's decision-making. Due to the high volatility of the cryptocurrency market, we design our framework to adopt a conservative approach that limits sell and buy position sizes to manage risk. We develop two agents using the CausalReinforceNet framework, each based on distinct reinforcement learning algorithms. The results indicate that our framework substantially surpasses the Buy-and-Hold benchmark strategy in profitability. Additionally, both agents generated notable returns on investment for Binance Coin and Ethereum.


LgTS: Dynamic Task Sampling using LLM-generated sub-goals for Reinforcement Learning Agents

arXiv.org Artificial Intelligence

Recent advancements in reasoning abilities of Large Language Models (LLM) has promoted their usage in problems that require high-level planning for robots and artificial agents. However, current techniques that utilize LLMs for such planning tasks make certain key assumptions such as, access to datasets that permit finetuning, meticulously engineered prompts that only provide relevant and essential information to the LLM, and most importantly, a deterministic approach to allow execution of the LLM responses either in the form of existing policies or plan operators. In this work, we propose LgTS (LLM-guided Teacher-Student learning), a novel approach that explores the planning abilities of LLMs to provide a graphical representation of the sub-goals to a reinforcement learning (RL) agent that does not have access to the transition dynamics of the environment. The RL agent uses Teacher-Student learning algorithm to learn a set of successful policies for reaching the goal state from the start state while simultaneously minimizing the number of environmental interactions. Unlike previous methods that utilize LLMs, our approach does not assume access to a propreitary or a fine-tuned LLM, nor does it require pre-trained policies that achieve the sub-goals proposed by the LLM. Through experiments on a gridworld based DoorKey domain and a search-and-rescue inspired domain, we show that generating a graphical structure of sub-goals helps in learning policies for the LLM proposed sub-goals and the Teacher-Student learning algorithm minimizes the number of environment interactions when the transition dynamics are unknown.


ZeroSwap: Data-driven Optimal Market Making in DeFi

arXiv.org Artificial Intelligence

Automated Market Makers (AMMs) are major centers of matching liquidity supply and demand in Decentralized Finance. Their functioning relies primarily on the presence of liquidity providers (LPs) incentivized to invest their assets into a liquidity pool. However, the prices at which a pooled asset is traded is often more stale than the prices on centralized and more liquid exchanges. This leads to the LPs suffering losses to arbitrage. This problem is addressed by adapting market prices to trader behavior, captured via the classical market microstructure model of Glosten and Milgrom. In this paper, we propose the first optimal Bayesian and the first model-free data-driven algorithm to optimally track the external price of the asset. The notion of optimality that we use enforces a zero-profit condition on the prices of the market maker, hence the name ZeroSwap. This ensures that the market maker balances losses to informed traders with profits from noise traders. The key property of our approach is the ability to estimate the external market price without the need for price oracles or loss oracles. Our theoretical guarantees on the performance of both these algorithms, ensuring the stability and convergence of their price recommendations, are of independent interest in the theory of reinforcement learning. We empirically demonstrate the robustness of our algorithms to changing market conditions.


When are Bandits Robust to Misspecification?

arXiv.org Artificial Intelligence

Parametric feature-based reward models are widely employed by algorithms for decision making settings such as bandits and contextual bandits. The typical assumption under which they are analysed is realizability, i.e., that the true rewards of actions are perfectly explained by some parametric model in the class. We are, however, interested in the situation where the true rewards are (potentially significantly) misspecified with respect to the model class. For parameterized bandits and contextual bandits, we identify sufficient conditions, depending on the problem instance and model class, under which classic algorithms such as $\epsilon$-greedy and LinUCB enjoy sublinear (in the time horizon) regret guarantees under even grossly misspecified rewards. This is in contrast to existing worst-case results for misspecified bandits which show regret bounds that scale linearly with time, and shows that there can be a nontrivially large set of bandit instances that are robust to misspecification.


Goodhart's Law in Reinforcement Learning

arXiv.org Artificial Intelligence

Implementing a reward function that perfectly captures a complex task in the real world is impractical. As a result, it is often appropriate to think of the reward function as a proxy for the true objective rather than as its definition. We study this phenomenon through the lens of Goodhart's law, which predicts that increasing optimisation of an imperfect proxy beyond some critical point decreases performance on the true objective. First, we propose a way to quantify the magnitude of this effect and show empirically that optimising an imperfect proxy reward often leads to the behaviour predicted by Goodhart's law for a wide range of environments and reward functions. We then provide a geometric explanation for why Goodhart's law occurs in Markov decision processes. We use these theoretical insights to propose an optimal early stopping method that provably avoids the aforementioned pitfall and derive theoretical regret bounds for this method. Moreover, we derive a training method that maximises worst-case reward, for the setting where there is uncertainty about the true reward function. Finally, we evaluate our early stopping method experimentally. Our results support a foundation for a theoretically-principled study of reinforcement learning under reward misspecification.


Online Relocating and Matching of Ride-Hailing Services: A Model-Based Modular Approach

arXiv.org Artificial Intelligence

This study proposes an innovative model-based modular approach (MMA) to dynamically optimize order matching and vehicle relocation in a ride-hailing platform. MMA utilizes a two-layer and modular modeling structure. The upper layer determines the spatial transfer patterns of vehicle flow within the system to maximize the total revenue of the current and future stages. With the guidance provided by the upper layer, the lower layer performs rapid vehicle-to-order matching and vehicle relocation. MMA is interpretable, and equipped with the customized and polynomial-time algorithm, which, as an online order-matching and vehicle-relocation algorithm, can scale past thousands of vehicles. We theoretically prove that the proposed algorithm can achieve the global optimum in stylized networks, while the numerical experiments based on both the toy network and realistic dataset demonstrate that MMA is capable of achieving superior systematic performance compared to batch matching and reinforcement-learning based methods. Moreover, its modular and lightweight modeling structure further enables it to achieve a high level of robustness against demand variation while maintaining a relatively low computational cost.


Optimal Scheduling of Electric Vehicle Charging with Deep Reinforcement Learning considering End Users Flexibility

arXiv.org Artificial Intelligence

The rapid growth of decentralized energy resources and especially Electric Vehicles (EV), that are expected to increase sharply over the next decade, will put further stress on existing power distribution networks, increasing the need for higher system reliability and flexibility. In an attempt to avoid unnecessary network investments and to increase the controllability over distribution networks, network operators develop demand response (DR) programs that incentivize end users to shift their consumption in return for financial or other benefits. Artificial intelligence (AI) methods are in the research forefront for residential load scheduling applications, mainly due to their high accuracy, high computational speed and lower dependence on the physical characteristics of the models under development. The aim of this work is to identify households' EV cost-reducing charging policy under a Time-of-Use tariff scheme, with the use of Deep Reinforcement Learning, and more specifically Deep Q-Networks (DQN). A novel end users flexibility potential reward is inferred from historical data analysis, where households with solar power generation have been used to train and test the designed algorithm. The suggested DQN EV charging policy can lead to more than 20% of savings in end users electricity bills.