Agents
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024
Holzer, Nikolaus, Wang, Keyi, Xiao, Kairong, Yanglet, Xiao-Yang Liu
Reinforcement learning has demonstrated great potential for performing financial tasks. However, it faces two major challenges: policy instability and sampling bottlenecks. In this paper, we revisit ensemble methods with massively parallel simulations on graphics processing units (GPUs), significantly enhancing the computational efficiency and robustness of trained models in volatile financial markets. Our approach leverages the parallel processing capability of GPUs to significantly improve the sampling speed for training ensemble models. The ensemble models combine the strengths of component agents to improve the robustness of financial decision-making strategies. We conduct experiments in both stock and cryptocurrency trading tasks to evaluate the effectiveness of our approach. Massively parallel simulation on a single GPU improves the sampling speed by up to $1,746\times$ using $2,048$ parallel environments compared to a single environment. The ensemble models have high cumulative returns and outperform some individual agents, reducing maximum drawdown by up to $4.17\%$ and improving the Sharpe ratio by up to $0.21$. This paper describes trading tasks at ACM ICAIF FinRL Contests in 2023 and 2024.
How2comm: Communication-Efficient and Collaboration-Pragmatic Multi-Agent Perception
Multi-agent collaborative perception has recently received widespread attention as an emerging application in driving scenarios. Despite the advancements in previous efforts, challenges remain due to various noises in the perception procedure, including communication redundancy, transmission delay, and collaboration heterogeneity. To tackle these issues, we propose \textit{How2comm}, a collaborative perception framework that seeks a trade-off between perception performance and communication bandwidth. Our novelties lie in three aspects. First, we devise a mutual information-aware communication mechanism to maximally sustain the informative features shared by collaborators.
Efficient Adversarial Attacks on Online Multi-agent Reinforcement Learning
Due to the broad range of applications of multi-agent reinforcement learning (MARL), understanding the effects of adversarial attacks against MARL model is essential for the safe applications of this model. Motivated by this, we investigate the impact of adversarial attacks on MARL. In the considered setup, there is an exogenous attacker who is able to modify the rewards before the agents receive them or manipulate the actions before the environment receives them. The attacker aims to guide each agent into a target policy or maximize the cumulative rewards under some specific reward function chosen by the attacker, while minimizing the amount of the manipulation on feedback and action. We first show the limitations of the action poisoning only attacks and the reward poisoning only attacks.
A Law of Iterated Logarithm for Multi-Agent Reinforcement Learning
In Multi-Agent Reinforcement Learning (MARL), multiple agents interact with a common environment, as also with each other, for solving a shared problem in sequential decision-making. It has wide-ranging applications in gaming, robotics, finance, communication, etc. In this work, we derive a novel law of iterated logarithm for a family of distributed nonlinear stochastic approximation schemes that is useful in MARL. In particular, our result describes the convergence rate on almost every sample path where the algorithm converges. This result is the first of its kind in the distributed setup and provides deeper insights than the existing ones, which only discuss convergence rates in the expected or the CLT sense.
Pessimism Meets Invariance: Provably Efficient Offline Mean-Field Multi-Agent RL
Mean-Field Multi-Agent Reinforcement Learning (MF-MARL) is attractive in the applications involving a large population of homogeneous agents, as it exploits the permutation invariance of agents and avoids the curse of many agents. Most existing results only focus on online settings, in which agents can interact with the environment during training. In some applications such as social welfare optimization, however, the interaction during training can be prohibitive or even unethical in the societal systems. To bridge such a gap, we propose a SAFARI (peSsimistic meAn-Field vAlue iteRatIon) algorithm for off-line MF-MARL, which only requires a handful of pre-collected experience data. Theoretically, under a weak coverage assumption that the experience dataset contains enough information about the optimal policy, we prove that for an episodic mean-field MDP with a horizon H and N training trajectories, SAFARI attains a sub-optimality gap of \mathcal{O}(H 2d_{\rm eff} /\sqrt{N}), where d_{\rm eff} is the effective dimension of the function class for parameterizing the value function, but independent on the number of agents.
Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update
In this paper we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU), for convergence to \textit{Coarse Correlated Equilibria} (CCE) in general games. CMWU effectively corresponds to the standard MWU algorithm but where all agents, when updating their mixed strategies, use the payoff profiles based on tomorrow's behavior, i.e. the agents are clairvoyant. CMWU achieves constant regret of \ln(m)/\eta in all normal-form games with m actions and fixed step-sizes \eta . Although CMWU encodes in its definition a fixed point computation, which in principle could result in dynamics that are neither computationally efficient nor uncoupled, we show that both of these issues can be largely circumvented. Specifically, as long as the step-size \eta is upper bounded by \frac{1}{(n-1)V}, where n is the number of agents and [0,V] is the payoff range, then the CMWU updates can be computed linearly fast via a contraction map.
Trading off Utility, Informativeness, and Complexity in Emergent Communication
Emergent communication (EC) research often focuses on optimizing task-specific utility as a driver for communication. However, there is increasing evidence that human languages are shaped by task-general communicative constraints and evolve under pressure to optimize the Information Bottleneck (IB) tradeoff between the informativeness and complexity of the lexicon. Here, we integrate these two approaches by trading off utility, informativeness, and complexity in EC. To this end, we propose Vector-Quantized Variational Information Bottleneck (VQ-VIB), a method for training neural agents to encode inputs into discrete signals embedded in a continuous space. We evaluate our approach in multi-agent reinforcement learning settings and in color reference games and show that: (1) VQ-VIB agents can continuously adapt to changing communicative needs and, in the color domain, align with human languages; (2) the emergent VQ-VIB embedding spaces are semantically meaningful and perceptually grounded; and (3) encouraging informativeness leads to faster convergence rates and improved utility, both in VQ-VIB and in prior neural architectures for symbolic EC, with VQ-VIB achieving higher utility for any given complexity. This work offers a new framework for EC that is grounded in information-theoretic principles that are believed to characterize human language evolution and that may facilitate human-agent interaction.
Multi-agent Trajectory Prediction with Fuzzy Query Attention
Trajectory prediction for scenes with multiple agents and entities is a challenging problem in numerous domains such as traffic prediction, pedestrian tracking and path planning. We present a general architecture to address this challenge which models the crucial inductive biases of motion, namely, inertia, relative motion, intents and interactions. Specifically, we propose a relational model to flexibly model interactions between agents in diverse environments. Since it is well-known that human decision making is fuzzy by nature, at the core of our model lies a novel attention mechanism which models interactions by making continuous-valued (fuzzy) decisions and learning the corresponding responses. Our architecture demonstrates significant performance gains over existing state-of-the-art predictive models in diverse domains such as human crowd trajectories, US freeway traffic, NBA sports data and physics datasets.
A Contradiction-Centered Model for the Emergence of Swarm Intelligence
The phenomenon of emergence of swarm intelligence exists widely in nature and human society. People have been exploring the root cause of emergence of swarm intelligence and trying to establish general theories and models for emergence of swarm intelligence. However, the existing theories or models do not grasp the essence of swarm intelligence, so they lack generality and are difficult to explain various phenomena of emergence of swarm intelligence. In this paper, a contradiction-centered model for the emergence of swarm intelligence is proposed, in which the internal contradictions of individuals determine their behavior and properties, individuals are related and interact within the swarm because of competing and occupying environmental resources, interactions and swarm potential affect the internal contradictions of individuals and their distribution in the swarm, and the swarm intelligence is manifested as the specific distribution of individual contradictions. This model completely explains the conditions, dynamics, pathways, formations and processes of the emergence of swarm intelligence. In order to verify the validity of this model, several swarm intelligence systems are implemented and analyzed in this paper. The experimental results show that the model has good generality and can be used to describe the emergence of various swarm intelligence.
Agent4Edu: Generating Learner Response Data by Generative Agents for Intelligent Education Systems
Gao, Weibo, Liu, Qi, Yue, Linan, Yao, Fangzhou, Lv, Rui, Zhang, Zheng, Wang, Hao, Huang, Zhenya
Personalized learning represents a promising educational strategy within intelligent educational systems, aiming to enhance learners' practice efficiency. However, the discrepancy between offline metrics and online performance significantly impedes their progress. To address this challenge, we introduce Agent4Edu, a novel personalized learning simulator leveraging recent advancements in human intelligence through large language models (LLMs). Agent4Edu features LLM-powered generative agents equipped with learner profile, memory, and action modules tailored to personalized learning algorithms. The learner profiles are initialized using real-world response data, capturing practice styles and cognitive factors. Inspired by human psychology theory, the memory module records practice facts and high-level summaries, integrating reflection mechanisms. The action module supports various behaviors, including exercise understanding, analysis, and response generation. Each agent can interact with personalized learning algorithms, such as computerized adaptive testing, enabling a multifaceted evaluation and enhancement of customized services. Through a comprehensive assessment, we explore the strengths and weaknesses of Agent4Edu, emphasizing the consistency and discrepancies in responses between agents and human learners. The code, data, and appendix are publicly available at https://github.com/bigdata-ustc/Agent4Edu.