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Minimax Strikes Back
Cohen-Solal, Quentin, Cazenave, Tristan
Deep Reinforcement Learning (DRL) reaches a superhuman level of play in many complete information games. The state of the art search algorithm used in combination with DRL is Monte Carlo Tree Search (MCTS). We take another approach to DRL using a Minimax algorithm instead of MCTS and learning only the evaluation of states, not the policy. We show that for multiple games it is competitive with the state of the art DRL for the learning performances and for the confrontations.
Multi-Decoder Attention Model with Embedding Glimpse for Solving Vehicle Routing Problems
Xin, Liang, Song, Wen, Cao, Zhiguang, Zhang, Jie
We present a novel deep reinforcement learning method to learn construction heuristics for vehicle routing problems. In specific, we propose a Multi-Decoder Attention Model (MDAM) to train multiple diverse policies, which effectively increases the chance of finding good solutions compared with existing methods that train only one policy. A customized beam search strategy is designed to fully exploit the diversity of MDAM. In addition, we propose an Embedding Glimpse layer in MDAM based on the recursive nature of construction, which can improve the quality of each policy by providing more informative embeddings. Extensive experiments on six different routing problems show that our method significantly outperforms the state-of-the-art deep learning based models.
Voronoi Progressive Widening: Efficient Online Solvers for Continuous Space MDPs and POMDPs with Provably Optimal Components
Lim, Michael H., Tomlin, Claire J., Sunberg, Zachary N.
Markov decision processes (MDPs) and partially observable MDPs (POMDPs) can effectively represent complex real-world decision and control problems. However, continuous space MDPs and POMDPs, i.e. those having continuous state, action and observation spaces, are extremely difficult to solve, and there are few online algorithms with convergence guarantees. This paper introduces Voronoi Progressive Widening (VPW), a general technique to modify tree search algorithms to effectively handle continuous or hybrid action spaces, and proposes and evaluates three continuous space solvers: VOSS, VOWSS, and VOMCPOW. VOSS and VOWSS are theoretical tools based on sparse sampling and Voronoi optimistic optimization designed to justify VPW-based online solvers. While previous algorithms have enjoyed convergence guarantees for problems with continuous state and observation spaces, VOWSS is the first with global convergence guarantees for problems that additionally have continuous action spaces. VOMCPOW is a versatile and efficient VPW-based algorithm that consistently outperforms POMCPOW and BOMCP in several simulation experiments.
Territory Design for Dynamic Multi-Period Vehicle Routing Problem with Time Windows
This study introduces the Territory Design for Dynamic Multi-Period Vehicle Routing Problem with Time Windows (TD-DMPVRPTW), motivated by a real-world application at a food company's distribution center. This problem deals with the design of contiguous and compact territories for delivery of orders from a depot to a set of customers, with time windows, over a multi-period planning horizon. Customers and their demands vary dynamically over time. The problem is modeled as a mixed-integer linear program (MILP) and solved by a proposed heuristic. The heuristic solutions are compared with the proposed MILP solutions on a set of small artificial instances and the food company's solutions on a set of real-world instances. Computational results show that the proposed algorithm can yield high-quality solutions within moderate running times.
Minimax Active Learning
Ebrahimi, Sayna, Gan, William, Salahi, Kamyar, Darrell, Trevor
Active learning aims to develop label-efficient algorithms by querying the most representative samples to be labeled by a human annotator. Current active learning techniques either rely on model uncertainty to select the most uncertain samples or use clustering or reconstruction to choose the most diverse set of unlabeled examples. While uncertainty-based strategies are susceptible to outliers, solely relying on sample diversity does not capture the information available on the main task. In this work, we develop a semi-supervised minimax entropy-based active learning algorithm that leverages both uncertainty and diversity in an adversarial manner. Our model consists of an entropy minimizing feature encoding network followed by an entropy maximizing classification layer. This minimax formulation reduces the distribution gap between the labeled/unlabeled data, while a discriminator is simultaneously trained to distinguish the labeled/unlabeled data. The highest entropy samples from the classifier that the discriminator predicts as unlabeled are selected for labeling. We extensively evaluate our method on various image classification and semantic segmentation benchmark datasets and show superior performance over the state-of-the-art methods.
Instance Space Analysis for the Car Sequencing Problem
Sun, Yuan, Esler, Samuel, Thiruvady, Dhananjay, Ernst, Andreas T., Li, Xiaodong, Morgan, Kerri
In this paper, we investigate an important research question in the car sequencing problem, that is, what characteristics make an instance hard to solve? To do so, we carry out an Instance Space Analysis for the car sequencing problem, by extracting a vector of problem features to characterize an instance and projecting feature vectors onto a two-dimensional space using principal component analysis. The resulting two dimensional visualizations provide insights into both the characteristics of the instances used for testing and to compare how these affect different optimisation algorithms. This guides us in constructing a new set of benchmark instances with a range of instance properties. These are shown to be both more diverse than the previous benchmarks and include many hard to solve instances. We systematically compare the performance of six algorithms for solving the car sequencing problem. The methods tested include three existing algorithms from the literature and three new ones. Importantly, we build machine learning models to identify the niche in the instance space that an algorithm is expected to perform well on. Our results show that the new algorithms are state-of-the-art. This analysis helps to understand problem hardness and select an appropriate algorithm for solving a given car sequencing problem instance.
Enhancing Balanced Graph Edge Partition with Effective Local Search
Guo, Zhenyu, Xiao, Mingyu, Zhou, Yi, Zhang, Dongxiang, Tan, Kian-Lee
Graph partition is a key component to achieve workload balance and reduce job completion time in parallel graph processing systems. Among the various partition strategies, edge partition has demonstrated more promising performance in power-law graphs than vertex partition and thereby has been more widely adopted as the default partition strategy by existing graph systems. The graph edge partition problem, which is to split the edge set into multiple balanced parts to minimize the total number of copied vertices, has been widely studied from the view of optimization and algorithms. In this paper, we study local search algorithms for this problem to further improve the partition results from existing methods. More specifically, we propose two novel concepts, namely adjustable edges and blocks. Based on these, we develop a greedy heuristic as well as an improved search algorithm utilizing the property of the max-flow model. To evaluate the performance of our algorithms, we first provide adequate theoretical analysis in terms of the approximation quality. We significantly improve the previously known approximation ratio for this problem. Then we conduct extensive experiments on a large number of benchmark datasets and state-of-the-art edge partition strategies. The results show that our proposed local search framework can further improve the quality of graph partition by a wide margin.
Planning From Pixels in Atari With Learned Symbolic Representations
Dittadi, Andrea, Drachmann, Frederik K., Bolander, Thomas
Width-based planning methods have been shown to yield state-of-the-art performance in the Atari 2600 domain using pixel input. One successful approach, RolloutIW, represents states with the B-PROST boolean feature set. An augmented version of RolloutIW, $\pi$-IW, shows that learned features can be competitive with handcrafted ones for width-based search. In this paper, we leverage variational autoencoders (VAEs) to learn features directly from pixels in a principled manner, and without supervision. The inference model of the trained VAEs extracts boolean features from pixels, and RolloutIW plans with these features. The resulting combination outperforms the original RolloutIW and human professional play on Atari 2600 and drastically reduces the size of the feature set.
Solving the Travelling Thief Problem based on Item Selection Weight and Reverse Order Allocation
Yang, Lei, Zhang, Zitong, Jia, Xiaotian, Kang, Peipei, Zhang, Wensheng, Wang, Dongya
The Travelling Thief Problem (TTP) is a challenging combinatorial optimization problem that attracts many scholars. The TTP interconnects two well-known NP-hard problems: the Travelling Salesman Problem (TSP) and the 0-1 Knapsack Problem (KP). Increasingly algorithms have been proposed for solving this novel problem that combines two interdependent sub-problems. In this paper, TTP is investigated theoretically and empirically. An algorithm based on the score value calculated by our proposed formulation in picking items and sorting items in the reverse order in the light of the scoring value is proposed to solve the problem. Different approaches for solving the TTP are compared and analyzed; the experimental investigations suggest that our proposed approach is very efficient in meeting or beating current state-of-the-art heuristic solutions on a comprehensive set of benchmark TTP instances.
Nearly Minimax Optimal Reinforcement Learning for Linear Mixture Markov Decision Processes
Zhou, Dongruo, Gu, Quanquan, Szepesvari, Csaba
We study reinforcement learning (RL) with linear function approximation where the underlying transition probability kernel of the Markov decision process (MDP) is a linear mixture model (Jia et al., 2020; Ayoub et al., 2020; Zhou et al., 2020) and the learning agent has access to either an integration or a sampling oracle of the individual basis kernels. We propose a new Bernstein-type concentration inequality for self-normalized martingales for linear bandit problems with bounded noise. Based on the new inequality, we propose a new, computationally efficient algorithm with linear function approximation named $\text{UCRL-VTR}^{+}$ for the aforementioned linear mixture MDPs in the episodic undiscounted setting. We show that $\text{UCRL-VTR}^{+}$ attains an $\tilde O(dH\sqrt{T})$ regret where $d$ is the dimension of feature mapping, $H$ is the length of the episode and $T$ is the number of interactions with the MDP. We also prove a matching lower bound $\Omega(dH\sqrt{T})$ for this setting, which shows that $\text{UCRL-VTR}^{+}$ is minimax optimal up to logarithmic factors. In addition, we propose the $\text{UCLK}^{+}$ algorithm for the same family of MDPs under discounting and show that it attains an $\tilde O(d\sqrt{T}/(1-\gamma)^{1.5})$ regret, where $\gamma\in [0,1)$ is the discount factor. Our upper bound matches the lower bound $\Omega(d\sqrt{T}/(1-\gamma)^{1.5})$ proved in Zhou et al. (2020) up to logarithmic factors, suggesting that $\text{UCLK}^{+}$ is nearly minimax optimal. To the best of our knowledge, these are the first computationally efficient, nearly minimax optimal algorithms for RL with linear function approximation.