Agents
Simulating Financial Market via Large Language Model based Agents
Gao, Shen, Wen, Yuntao, Zhu, Minghang, Wei, Jianing, Cheng, Yuhan, Zhang, Qunzi, Shang, Shuo
Most economic theories typically assume that financial market participants are fully rational individuals and use mathematical models to simulate human behavior in financial markets. However, human behavior is often not entirely rational and is challenging to predict accurately with mathematical models. In this paper, we propose \textbf{A}gent-based \textbf{S}imulated \textbf{F}inancial \textbf{M}arket (ASFM), which first constructs a simulated stock market with a real order matching system. Then, we propose a large language model based agent as the stock trader, which contains the profile, observation, and tool-learning based action module. The trading agent can comprehensively understand current market dynamics and financial policy information, and make decisions that align with their trading strategy. In the experiments, we first verify that the reactions of our ASFM are consistent with the real stock market in two controllable scenarios. In addition, we also conduct experiments in two popular economics research directions, and we find that conclusions drawn in our \model align with the preliminary findings in economics research. Based on these observations, we believe our proposed ASFM provides a new paradigm for economic research.
Unlocking Varied Perspectives: A Persona-Based Multi-Agent Framework with Debate-Driven Text Planning for Argument Generation
Hu, Zhe, Chan, Hou Pong, Li, Jing, Yin, Yu
Writing persuasive arguments is a challenging task for both humans and machines. It entails incorporating high-level beliefs from various perspectives on the topic, along with deliberate reasoning and planning to construct a coherent narrative. Current language models often generate surface tokens autoregressively, lacking explicit integration of these underlying controls, resulting in limited output diversity and coherence. In this work, we propose a persona-based multi-agent framework for argument writing. Inspired by the human debate, we first assign each agent a persona representing its high-level beliefs from a unique perspective, and then design an agent interaction process so that the agents can collaboratively debate and discuss the idea to form an overall plan for argument writing. Such debate process enables fluid and nonlinear development of ideas. We evaluate our framework on argumentative essay writing. The results show that our framework can generate more diverse and persuasive arguments through both automatic and human evaluations.
On the Trade-off between Flatness and Optimization in Distributed Learning
Cao, Ying, Wu, Zhaoxian, Yuan, Kun, Sayed, Ali H.
This paper proposes a theoretical framework to evaluate and compare the performance of gradient-descent algorithms for distributed learning in relation to their behavior around local minima in nonconvex environments. Previous works have noticed that convergence toward flat local minima tend to enhance the generalization ability of learning algorithms. This work discovers two interesting results. First, it shows that decentralized learning strategies are able to escape faster away from local minimizers and favor convergence toward flatter minima relative to the centralized solution in the large-batch training regime. Second, and importantly, the ultimate classification accuracy is not solely dependent on the flatness of the local minimizer but also on how well a learning algorithm can approach that minimum. In other words, the classification accuracy is a function of both flatness and optimization performance. The paper examines the interplay between the two measures of flatness and optimization error closely. One important conclusion is that decentralized strategies of the diffusion type deliver enhanced classification accuracy because it strikes a more favorable balance between flatness and optimization performance.
FootBots: A Transformer-based Architecture for Motion Prediction in Soccer
Capellera, Guillem, Ferraz, Luis, Rubio, Antonio, Agudo, Antonio, Moreno-Noguer, Francesc
Motion prediction in soccer involves capturing complex dynamics from player and ball interactions. We present FootBots, an encoder-decoder transformer-based architecture addressing motion prediction and conditioned motion prediction through equivariance properties. FootBots captures temporal and social dynamics using set attention blocks and multi-attention block decoder. Our evaluation utilizes two datasets: a real soccer dataset and a tailored synthetic one. Insights from the synthetic dataset highlight the effectiveness of FootBots' social attention mechanism and the significance of conditioned motion prediction. Empirical results on real soccer data demonstrate that FootBots outperforms baselines in motion prediction and excels in conditioned tasks, such as predicting the players based on the ball position, predicting the offensive (defensive) team based on the ball and the defensive (offensive) team, and predicting the ball position based on all players. Our evaluation connects quantitative and qualitative findings. https://youtu.be/9kaEkfzG3L8
Model Predictive Simulation Using Structured Graphical Models and Transformers
Lou, Xinghua, Dave, Meet, Kushagra, Shrinu, Lazaro-Gredilla, Miguel, Murphy, Kevin
We propose an approach to simulating trajectories of multiple interacting agents (road users) based on transformers and probabilistic graphical models (PGMs), and apply it to the Waymo SimAgents challenge. The transformer baseline is based on the MTR model, which predicts multiple future trajectories conditioned on the past trajectories and static road layout features. We then improve upon these generated trajectories using a PGM, which contains factors which encode prior knowledge, such as a preference for smooth trajectories, and avoidance of collisions with static obstacles and other moving agents. We perform (approximate) MAP inference in this PGM using the Gauss-Newton method. Finally we sample $K=32$ trajectories for each of the $N \sim 100$ agents for the next $T=8 \Delta$ time steps, where $\Delta=10$ is the sampling rate per second. Following the Model Predictive Control (MPC) paradigm, we only return the first element of our forecasted trajectories at each step, and then we replan, so that the simulation can constantly adapt to its changing environment. We therefore call our approach "Model Predictive Simulation" or MPS. We show that MPS improves upon the MTR baseline, especially in safety critical metrics such as collision rate. Furthermore, our approach is compatible with any underlying forecasting model, and does not require extra training, so we believe it is a valuable contribution to the community.
Safety through feedback in Constrained RL
Chirra, Shashank Reddy, Varakantham, Pradeep, Paruchuri, Praveen
In safety-critical RL settings, the inclusion of an additional cost function is often favoured over the arduous task of modifying the reward function to ensure the agent's safe behaviour. However, designing or evaluating such a cost function can be prohibitively expensive. For instance, in the domain of self-driving, designing a cost function that encompasses all unsafe behaviours (e.g. aggressive lane changes) is inherently complex. In such scenarios, the cost function can be learned from feedback collected offline in between training rounds. This feedback can be system generated or elicited from a human observing the training process. Previous approaches have not been able to scale to complex environments and are constrained to receiving feedback at the state level which can be expensive to collect. To this end, we introduce an approach that scales to more complex domains and extends to beyond state-level feedback, thus, reducing the burden on the evaluator. Inferring the cost function in such settings poses challenges, particularly in assigning credit to individual states based on trajectory-level feedback. To address this, we propose a surrogate objective that transforms the problem into a state-level supervised classification task with noisy labels, which can be solved efficiently. Additionally, it is often infeasible to collect feedback on every trajectory generated by the agent, hence, two fundamental questions arise: (1) Which trajectories should be presented to the human? and (2) How many trajectories are necessary for effective learning? To address these questions, we introduce \textit{novelty-based sampling} that selectively involves the evaluator only when the the agent encounters a \textit{novel} trajectory. We showcase the efficiency of our method through experimentation on several benchmark Safety Gymnasium environments and realistic self-driving scenarios.
Efficient and Distributed Large-Scale 3D Map Registration using Tomographic Features
Unlu, Halil Utku, Tzes, Anthony, Krishnamurthy, Prashanth, Khorrami, Farshad
A robust, resource-efficient, distributed, and minimally parameterized 3D map matching and merging algorithm is proposed. The suggested algorithm utilizes tomographic features from 2D projections of horizontal cross-sections of gravity-aligned local maps, and matches these projection slices at all possible height differences, enabling the estimation of four degrees of freedom in an efficient and parallelizable manner. The advocated algorithm improves state-of-the-art feature extraction and registration pipelines by an order of magnitude in memory use and execution time. Experimental studies are offered to investigate the efficiency of this 3D map merging scheme.
Multi-agent Cooperative Games Using Belief Map Assisted Training
Huang, Qinwei, Luo, Chen, Wu, Alex B., Khan, Simon, Li, Hai, Qiu, Qinru
In a multi-agent system, agents share their local observations to gain global situational awareness for decision making and collaboration using a message passing system. When to send a message, how to encode a message, and how to leverage the received messages directly affect the effectiveness of the collaboration among agents. When training a multi-agent cooperative game using reinforcement learning (RL), the message passing system needs to be optimized together with the agent policies. This consequently increases the model's complexity and poses significant challenges to the convergence and performance of learning. To address this issue, we propose the Belief-map Assisted Multi-agent System (BAMS), which leverages a neuro-symbolic belief map to enhance training. The belief map decodes the agent's hidden state to provide a symbolic representation of the agent's understanding of the environment and other agent's status. The simplicity of symbolic representation allows the gathering and comparison of the ground truth information with the belief, which provides an additional channel of feedback for the learning. Compared to the sporadic and delayed feedback coming from the reward in RL, the feedback from the belief map is more consistent and reliable. Agents using BAMS can learn a more effective message passing network to better understand each other, resulting in better performance in a cooperative predator and prey game with varying levels of map complexity and compare it to previous multi-agent message passing models. The simulation results showed that BAMS reduced training epochs by 66\%, and agents who apply the BAMS model completed the game with 34.62\% fewer steps on average.
Cooperative Target Capture using Voronoi Region Shaping
Kumar, Gautam, Ratnoo, Ashwini
This paper discusses a cooperative strategy for capturing a target using multiple pursuers in a planar scenario. Given an initial position distribution of pursuers, the Voronoi Diagram is employed to characterize the target's proximity region. The key idea is to dynamically shape that region using a policy that directs its vertices towards its instantaneous centroid. Analysis of the resulting dynamics deduces the velocity control inputs for the pursuers. As the main result, target's proximity region is shown to shrink exponentially irrespective of its speed and evasion policy. Simulation results demonstrate the characteristics of the proposed method.
OmniJARVIS: Unified Vision-Language-Action Tokenization Enables Open-World Instruction Following Agents
Wang, Zihao, Cai, Shaofei, Mu, Zhancun, Lin, Haowei, Zhang, Ceyao, Liu, Xuejie, Li, Qing, Liu, Anji, Ma, Xiaojian, Liang, Yitao
We present OmniJARVIS, a novel Vision-Language-Action (VLA) model for open-world instruction-following agents in open-world Minecraft. Compared to prior works that either emit textual goals to separate controllers or produce the control command directly, OmniJARVIS seeks a different path to ensure both strong reasoning and efficient decision-making capabilities via unified tokenization of multimodal interaction data. First, we introduce a self-supervised approach to learn a behavior encoder that produces discretized tokens for behavior trajectories $\tau$ = {$o_0$, $a_0$, $\dots$} and an imitation learning (IL) policy decoder conditioned on these tokens. These additional behavior tokens will be augmented to the vocabulary of pretrained Multimodal Language Models (MLMs). With this encoder, we then pack long-term multimodal interactions involving task instructions, memories, thoughts, observations, textual responses, behavior trajectories, etc. into unified token sequences and model them with autoregressive transformers. Thanks to the semantically meaningful behavior tokens, the resulting VLA model, OmniJARVIS, can reason (by producing chain-of-thoughts), plan, answer questions, and act (by producing behavior tokens for the IL policy decoder). OmniJARVIS demonstrates excellent performances on a comprehensive collection of atomic, programmatic, and open-ended tasks in open-world Minecraft. Our analysis further unveils the crucial design principles in interaction data formation, unified tokenization, and its scaling potentials.