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fintech-kMC: Agent based simulations of financial platforms for design and testing of machine learning systems

arXiv.org Artificial Intelligence

We discuss our simulation tool, fintech-kMC, which is designed to generate synthetic data for machine learning model development and testing. fintech-kMC is an agent-based model driven by a kinetic Monte Carlo (a.k.a. continuous time Monte Carlo) engine which simulates the behaviour of customers using an online digital financial platform. The tool provides an interpretable, reproducible, and realistic way of generating synthetic data which can be used to validate and test AI/ML models and pipelines to be used in real-world customer-facing financial applications.


Task-Oriented Data Compression for Multi-Agent Communications Over Bit-Budgeted Channels

arXiv.org Artificial Intelligence

Various applications for inter-machine communications are on the rise. Whether it is for autonomous driving vehicles or the internet of everything, machines are more connected than ever to improve their performance in fulfilling a given task. While in traditional communications the goal has often been to reconstruct the underlying message, under the emerging task-oriented paradigm, the goal of communication is to enable the receiving end to make more informed decisions or more precise estimates/computations. Motivated by these recent developments, in this paper, we perform an indirect design of the communications in a multi-agent system (MAS) in which agents cooperate to maximize the averaged sum of discounted one-stage rewards of a collaborative task. Due to the bit-budgeted communications between the agents, each agent should efficiently represent its local observation and communicate an abstracted version of the observations to improve the collaborative task performance. We first show that this problem can be approximated as a form of data-quantization problem which we call task-oriented data compression (TODC). We then introduce the state-aggregation for information compression algorithm (SAIC) to solve the formulated TODC problem. It is shown that SAIC is able to achieve near-optimal performance in terms of the achieved sum of discounted rewards. The proposed algorithm is applied to a geometric consensus problem and its performance is compared with several benchmarks. Numerical experiments confirm the promise of this indirect design approach for task-oriented multi-agent communications.


Solving Collaborative Dec-POMDPs with Deep Reinforcement Learning Heuristics

arXiv.org Artificial Intelligence

WQMIX, QMIX, QTRAN, and VDN are SOTA algorithms for Dec-POMDP. All of them cannot solve complex agents' cooperation domains. We give an algorithm to solve such problems. In the first stage, we solve a single-agent problem and get a policy. In the second stage, we solve the multi-agent problem with the single-agent policy. SA2MA has a clear advantage over all competitors in complex agents' cooperative domains.


Task-Effective Compression of Observations for the Centralized Control of a Multi-agent System Over Bit-Budgeted Channels

arXiv.org Artificial Intelligence

We consider a task-effective quantization problem that arises when multiple agents are controlled via a centralized controller (CC). While agents have to communicate their observations to the CC for decision-making, the bit-budgeted communications of agent-CC links may limit the task-effectiveness of the system which is measured by the system's average sum of stage costs/rewards. As a result, each agent should compress/quantize its observation such that the average sum of stage costs/rewards of the control task is minimally impacted. We address the problem of maximizing the average sum of stage rewards by proposing two different Action-Based State Aggregation (ABSA) algorithms that carry out the indirect and joint design of control and communication policies in the multi-agent system. While the applicability of ABSA-1 is limited to single-agent systems, it provides an analytical framework that acts as a stepping stone to the design of ABSA-2. ABSA-2 carries out the joint design of control and communication for a multi-agent system. We evaluate the algorithms - with average return as the performance metric - using numerical experiments performed to solve a multi-agent geometric consensus problem. The numerical results are concluded by introducing a new metric that measures the effectiveness of communications in a multi-agent system.


Working with Projected Gradient Descent part1(Machine Learning)

#artificialintelligence

Abstract: This paper addresses a distributed convex optimization problem with a class of coupled constraints, which arise in a multi-agent system composed of multiple communities modeled by cliques. First, we propose a fully distributed gradient-based algorithm with a novel operator inspired by the convex projection, called the clique-based projection. Next, we scrutinize the convergence properties for both diminishing and fixed step sizes. For diminishing ones, we show the convergence to an optimal solution under the assumptions of the smoothness of an objective function and the compactness of the constraint set. Additionally, when the objective function is strongly monotone, the strict convergence to the unique solution is proved without the assumption of compactness.


Cost Inference for Feedback Dynamic Games from Noisy Partial State Observations and Incomplete Trajectories

arXiv.org Artificial Intelligence

In multi-agent dynamic games, the Nash equilibrium state trajectory of each agent is determined by its cost function and the information pattern of the game. However, the cost and trajectory of each agent may be unavailable to the other agents. Prior work on using partial observations to infer the costs in dynamic games assumes an open-loop information pattern. In this work, we demonstrate that the feedback Nash equilibrium concept is more expressive and encodes more complex behavior. It is desirable to develop specific tools for inferring players' objectives in feedback games. Therefore, we consider the dynamic game cost inference problem under the feedback information pattern, using only partial state observations and incomplete trajectory data. To this end, we first propose an inverse feedback game loss function, whose minimizer yields a feedback Nash equilibrium state trajectory closest to the observation data. We characterize the landscape and differentiability of the loss function. Given the difficulty of obtaining the exact gradient, our main contribution is an efficient gradient approximator, which enables a novel inverse feedback game solver that minimizes the loss using first-order optimization. In thorough empirical evaluations, we demonstrate that our algorithm converges reliably and has better robustness and generalization performance than the open-loop baseline method when the observation data reflects a group of players acting in a feedback Nash game.


Quantum Multi-Agent Actor-Critic Neural Networks for Internet-Connected Multi-Robot Coordination in Smart Factory Management

arXiv.org Artificial Intelligence

As one of the latest fields of interest in both academia and industry, quantum computing has garnered significant attention. Among various topics in quantum computing, variational quantum circuits (VQC) have been noticed for their ability to carry out quantum deep reinforcement learning (QRL). This paper verifies the potential of QRL, which will be further realized by implementing quantum multi-agent reinforcement learning (QMARL) from QRL, especially for Internet-connected autonomous multi-robot control and coordination in smart factory applications. However, the extension is not straightforward due to the non-stationarity of classical MARL. To cope with this, the centralized training and decentralized execution (CTDE) QMARL framework is proposed under the Internet connection. A smart factory environment with the Internet of Things (IoT)-based multiple agents is used to show the efficacy of the proposed algorithm. The simulation corroborates that the proposed QMARL-based autonomous multi-robot control and coordination performs better than the other frameworks.


Learning Generalizable Risk-Sensitive Policies to Coordinate in Decentralized Multi-Agent General-Sum Games

arXiv.org Artificial Intelligence

While various multi-agent reinforcement learning methods have been proposed in cooperative settings, few works investigate how self-interested learning agents achieve mutual coordination in decentralized general-sum games and generalize pre-trained policies to non-cooperative opponents during execution. In this paper, we present Generalizable Risk-Sensitive Policy (GRSP). GRSP learns the distributions over agent's return and estimate a dynamic risk-seeking bonus to discover risky coordination strategies. Furthermore, to avoid overfitting to training opponents, GRSP learns an auxiliary opponent modeling task to infer opponents' types and dynamically alter corresponding strategies during execution. Empirically, agents trained via GRSP can achieve mutual coordination during training stably and avoid being exploited by non-cooperative opponents during execution. To the best of our knowledge, it is the first method to learn coordination strategies between agents both in iterated prisoner's dilemma (IPD) and iterated stag hunt (ISH) without shaping opponents or rewards, and firstly consider generalization during execution. Furthermore, we show that GRSP can be scaled to high-dimensional settings.


Catch Me If You Hear Me: Audio-Visual Navigation in Complex Unmapped Environments with Moving Sounds

arXiv.org Artificial Intelligence

Audio-visual navigation combines sight and hearing to navigate to a sound-emitting source in an unmapped environment. While recent approaches have demonstrated the benefits of audio input to detect and find the goal, they focus on clean and static sound sources and struggle to generalize to unheard sounds. In this work, we propose the novel dynamic audio-visual navigation benchmark which requires catching a moving sound source in an environment with noisy and distracting sounds, posing a range of new challenges. We introduce a reinforcement learning approach that learns a robust navigation policy for these complex settings. To achieve this, we propose an architecture that fuses audio-visual information in the spatial feature space to learn correlations of geometric information inherent in both local maps and audio signals. We demonstrate that our approach consistently outperforms the current state-of-the-art by a large margin across all tasks of moving sounds, unheard sounds, and noisy environments, on two challenging 3D scanned real-world environments, namely Matterport3D and Replica. The benchmark is available at http://dav-nav.cs.uni-freiburg.de.


Proof of Swarm Based Ensemble Learning for Federated Learning Applications

arXiv.org Artificial Intelligence

Ensemble learning combines results from multiple machine learning models in order to provide a better and optimised predictive model with reduced bias, variance and improved predictions. However, in federated learning it is not feasible to apply centralised ensemble learning directly due to privacy concerns. Hence, a mechanism is required to combine results of local models to produce a global model. Most distributed consensus algorithms, such as Byzantine fault tolerance (BFT), do not normally perform well in such applications. This is because, in such methods predictions of some of the peers are disregarded, so a majority of peers can win without even considering other peers' decisions. Additionally, the confidence score of the result of each peer is not normally taken into account, although it is an important feature to consider for ensemble learning. Moreover, the problem of a tie event is often left un-addressed by methods such as BFT. To fill these research gaps, we propose PoSw (Proof of Swarm), a novel distributed consensus algorithm for ensemble learning in a federated setting, which was inspired by particle swarm based algorithms for solving optimisation problems. The proposed algorithm is theoretically proved to always converge in a relatively small number of steps and has mechanisms to resolve tie events while trying to achieve sub-optimum solutions. We experimentally validated the performance of the proposed algorithm using ECG classification as an example application in healthcare, showing that the ensemble learning model outperformed all local models and even the FL-based global model. To the best of our knowledge, the proposed algorithm is the first attempt to make consensus over the output results of distributed models trained using federated learning.