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Constrained Decision Transformer for Offline Safe Reinforcement Learning

arXiv.org Artificial Intelligence

Safe reinforcement learning (RL) trains a constraint satisfaction policy by interacting with the environment. We aim to tackle a more challenging problem: learning a safe policy from an offline dataset. We study the offline safe RL problem from a novel multi-objective optimization perspective and propose the $\epsilon$-reducible concept to characterize problem difficulties. The inherent trade-offs between safety and task performance inspire us to propose the constrained decision transformer (CDT) approach, which can dynamically adjust the trade-offs during deployment. Extensive experiments show the advantages of the proposed method in learning an adaptive, safe, robust, and high-reward policy. CDT outperforms its variants and strong offline safe RL baselines by a large margin with the same hyperparameters across all tasks, while keeping the zero-shot adaptation capability to different constraint thresholds, making our approach more suitable for real-world RL under constraints. The code is available at https://github.com/liuzuxin/OSRL.


Distributed Sparse Regression via Penalization

arXiv.org Artificial Intelligence

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic penalty of the consensus constraint -- the latter being instrumental to obtain distributed solution methods. While penalty-based consensus methods have been extensively studied in the optimization literature, their statistical and computational guarantees in the high dimensional setting remain unclear. This work provides an answer to this open problem. Our contribution is two-fold. First, we establish statistical consistency of the estimator: under a suitable choice of the penalty parameter, the optimal solution of the penalized problem achieves near optimal minimax rate $\mathcal{O}(s \log d/N)$ in $\ell_2$-loss, where $s$ is the sparsity value, $d$ is the ambient dimension, and $N$ is the total sample size in the network -- this matches centralized sample rates. Second, we show that the proximal-gradient algorithm applied to the penalized problem, which naturally leads to distributed implementations, converges linearly up to a tolerance of the order of the centralized statistical error -- the rate scales as $\mathcal{O}(d)$, revealing an unavoidable speed-accuracy dilemma.Numerical results demonstrate the tightness of the derived sample rate and convergence rate scalings.


LEAD: Min-Max Optimization from a Physical Perspective

arXiv.org Artificial Intelligence

Adversarial formulations such as generative adversarial networks (GANs) have rekindled interest in two-player min-max games. A central obstacle in the optimization of such games is the rotational dynamics that hinder their convergence. In this paper, we show that game optimization shares dynamic properties with particle systems subject to multiple forces, and one can leverage tools from physics to improve optimization dynamics. Inspired by the physical framework, we propose LEAD, an optimizer for min-max games. Next, using Lyapunov stability theory and spectral analysis, we study LEAD's convergence properties in continuous and discrete time settings for a class of quadratic min-max games to demonstrate linear convergence to the Nash equilibrium. Finally, we empirically evaluate our method on synthetic setups and CIFAR-10 image generation to demonstrate improvements in GAN training.


On the Partial Convexification for Low-Rank Spectral Optimization: Rank Bounds and Algorithms

arXiv.org Machine Learning

A Low-rank Spectral Optimization Problem (LSOP) minimizes a linear objective subject to multiple two-sided linear matrix inequalities intersected with a low-rank and spectral constrained domain set. Although solving LSOP is, in general, NP-hard, its partial convexification (i.e., replacing the domain set by its convex hull) termed "LSOP-R," is often tractable and yields a high-quality solution. This motivates us to study the strength of LSOP-R. Specifically, we derive rank bounds for any extreme point of the feasible set of LSOP-R and prove their tightness for the domain sets with different matrix spaces. The proposed rank bounds recover two well-known results in the literature from a fresh angle and also allow us to derive sufficient conditions under which the relaxation LSOP-R is equivalent to the original LSOP. To effectively solve LSOP-R, we develop a column generation algorithm with a vector-based convex pricing oracle, coupled with a rank-reduction algorithm, which ensures the output solution satisfies the theoretical rank bound. Finally, we numerically verify the strength of the LSOP-R and the efficacy of the proposed algorithms.


Learning and evolution: factors influencing an effective combination

arXiv.org Artificial Intelligence

The interplay between learning and evolution has been studied for decades, but it is still a very controversial topic. Despite the huge amount of work, to what extent the interaction between learning and evolution actually fosters the development of successful behaviors is still a matter of debate in the scientific community. Indeed, as it is well described in [1-2], there exist some controversial arguments about the effect of learning on evolution. Some studies revealed how learning accelerates evolution [3-15], while other works demonstrated that learning does not provide any advantage on the course of evolution [16-24]. As explained in [25], Evolution and learning (or phylogenetic and ontogenetic adaptation) are two forms of biological adaptation that differ in space and time. Evolution is a process of selective reproduction and substitution based on the existence of a population of individuals displaying variability at the genetic level.


Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs

arXiv.org Artificial Intelligence

We study the problem of computing an optimal policy of an infinite-horizon discounted constrained Markov decision process (constrained MDP). Despite the popularity of Lagrangian-based policy search methods used in practice, the oscillation of policy iterates in these methods has not been fully understood, bringing out issues such as violation of constraints and sensitivity to hyper-parameters. To fill this gap, we employ the Lagrangian method to cast a constrained MDP into a constrained saddle-point problem in which max/min players correspond to primal/dual variables, respectively, and develop two single-time-scale policy-based primal-dual algorithms with non-asymptotic convergence of their policy iterates to an optimal constrained policy. Specifically, we first propose a regularized policy gradient primal-dual (RPG-PD) method that updates the policy using an entropy-regularized policy gradient, and the dual via a quadratic-regularized gradient ascent, simultaneously. We prove that the policy primal-dual iterates of RPG-PD converge to a regularized saddle point with a sublinear rate, while the policy iterates converge sublinearly to an optimal constrained policy. We further instantiate RPG-PD in large state or action spaces by including function approximation in policy parametrization, and establish similar sublinear last-iterate policy convergence. Second, we propose an optimistic policy gradient primal-dual (OPG-PD) method that employs the optimistic gradient method to update primal/dual variables, simultaneously. We prove that the policy primal-dual iterates of OPG-PD converge to a saddle point that contains an optimal constrained policy, with a linear rate. To the best of our knowledge, this work appears to be the first non-asymptotic policy last-iterate convergence result for single-time-scale algorithms in constrained MDPs.


Inter-Cell Network Slicing With Transfer Learning Empowered Multi-Agent Deep Reinforcement Learning

arXiv.org Artificial Intelligence

Network slicing enables operators to efficiently support diverse applications on a common physical infrastructure. The ever-increasing densification of network deployment leads to complex and non-trivial inter-cell interference, which requires more than inaccurate analytic models to dynamically optimize resource management for network slices. In this paper, we develop a DIRP algorithm with multiple deep reinforcement learning (DRL) agents to cooperatively optimize resource partition in individual cells to fulfill the requirements of each slice, based on two alternative reward functions. Nevertheless, existing DRL approaches usually tie the pretrained model parameters to specific network environments with poor transferability, which raises practical deployment concerns in large-scale mobile networks. Hence, we design a novel transfer learning-aided DIRP (TL-DIRP) algorithm to ease the transfer of DIRP agents across different network environments in terms of sample efficiency, model reproducibility, and algorithm scalability. The TL-DIRP algorithm first centrally trains a generalized model and then transfers the "generalist" to each local agent as "specialist" with distributed finetuning and execution. TL-DIRP consists of two steps: 1) centralized training of a generalized distributed model, 2) transferring the "generalist" to each "specialist" with distributed finetuning and execution. The numerical results show that not only DIRP outperforms existing baseline approaches in terms of faster convergence and higher reward, but more importantly, TL-DIRP significantly improves the service performance, with reduced exploration cost, accelerated convergence rate, and enhanced model reproducibility. As compared to a traffic-aware baseline, TL-DIRP provides about 15% less violation ratio of the quality of service (QoS) for the worst slice service and 8.8% less violation on the average service QoS.


Learning Variable Impedance Skills from Demonstrations with Passivity Guarantee

arXiv.org Artificial Intelligence

Robots are increasingly being deployed not only in workplaces but also in households. Effectively execute of manipulation tasks by robots relies on variable impedance control with contact forces. Furthermore, robots should possess adaptive capabilities to handle the considerable variations exhibited by different robotic tasks in dynamic environments, which can be obtained through human demonstrations. This paper presents a learning-from-demonstration framework that integrates force sensing and motion information to facilitate variable impedance control. The proposed approach involves the estimation of full stiffness matrices from human demonstrations, which are then combined with sensed forces and motion information to create a model using the non-parametric method. This model allows the robot to replicate the demonstrated task while also responding appropriately to new task conditions through the use of the state-dependent stiffness profile. Additionally, a novel tank based variable impedance control approach is proposed to ensure passivity by using the learned stiffness. The proposed approach was evaluated using two virtual variable stiffness systems. The first evaluation demonstrates that the stiffness estimated approach exhibits superior robustness compared to traditional methods when tested on manual datasets, and the second evaluation illustrates that the novel tank based approach is more easily implementable compared to traditional variable impedance control approaches.


Towards Omni-generalizable Neural Methods for Vehicle Routing Problems

arXiv.org Artificial Intelligence

Learning heuristics for vehicle routing problems (VRPs) has gained much attention due to the less reliance on hand-crafted rules. However, existing methods are typically trained and tested on the same task with a fixed size and distribution (of nodes), and hence suffer from limited generalization performance. This paper studies a challenging yet realistic setting, which considers generalization across both size and distribution in VRPs. We propose a generic meta-learning framework, which enables effective training of an initialized model with the capability of fast adaptation to new tasks during inference. We further develop a simple yet efficient approximation method to reduce the training overhead. Extensive experiments on both synthetic and benchmark instances of the traveling salesman problem (TSP) and capacitated vehicle routing problem (CVRP) demonstrate the effectiveness of our method. The code is available at: https://github.com/RoyalSkye/Omni-VRP.


New Characterizations and Efficient Local Search for General Integer Linear Programming

arXiv.org Artificial Intelligence

Integer linear programming (ILP) models a wide range of practical combinatorial optimization problems and has significant impacts in industry and management sectors. This work proposes new characterizations of ILP with the concept of boundary solutions. Motivated by the new characterizations, we develop an efficient local search solver, which is the first local search solver for general ILP validated on a large heterogeneous problem dataset. We propose a new local search framework that switches between three modes, namely Search, Improve, and Restore modes. We design tailored operators adapted to different modes, thus improving the quality of the current solution according to different situations. For the Search and Restore modes, we propose an operator named tight move, which adaptively modifies variables' values, trying to make some constraint tight. For the Improve mode, an efficient operator lift move is proposed to improve the quality of the objective function while maintaining feasibility. Putting these together, we develop a local search solver for integer linear programming called Local-ILP. Experiments conducted on the MIPLIB dataset show the effectiveness of our solver in solving large-scale hard integer linear programming problems within a reasonably short time. Local-ILP is competitive and complementary to the state-of-the-art commercial solver Gurobi and significantly outperforms the state-of-the-art non-commercial solver SCIP. Moreover, our solver establishes new records for 6 MIPLIB open instances. The theoretical analysis of our algorithm is also presented, which shows our algorithm could avoid visiting unnecessary regions and also maintain good connectivity of targeted solutions.