Recent reinforcement learning (RL) methods have achieved success in various domains. However, multi-agent RL (MARL) remains a challenge in terms of decentralization, partial observability and scalability to many agents. Meanwhile, collective behavior requires resolution of the aforementioned challenges, and remains of importance to many state-of-the-art applications such as active matter physics, self-organizing systems, opinion dynamics, and biological or robotic swarms. Here, MARL via mean field control (MFC) offers a potential solution to scalability, but fails to consider decentralized and partially observable systems. In this paper, we enable decentralized behavior of agents under partial information by proposing novel models for decentralized partially observable MFC (Dec-POMFC), a broad class of problems with permutation-invariant agents allowing for reduction to tractable single-agent Markov decision processes (MDP) with single-agent RL solution. We provide rigorous theoretical results, including a dynamic programming principle, together with optimality guarantees for Dec-POMFC solutions applied to finite swarms of interest. Algorithmically, we propose Dec-POMFC-based policy gradient methods for MARL via centralized training and decentralized execution, together with policy gradient approximation guarantees. In addition, we improve upon state-of-the-art histogram-based MFC by kernel methods, which is of separate interest also for fully observable MFC. We evaluate numerically on representative collective behavior tasks such as adapted Kuramoto and Vicsek swarming models, being on par with state-of-the-art MARL. Overall, our framework takes a step towards RL-based engineering of artificial collective behavior via MFC.

Whole Slide Image (WSI) analysis is a powerful method to facilitate the diagnosis of cancer in tissue samples. Automating this diagnosis poses various issues, most notably caused by the immense image resolution and limited annotations. WSIs commonly exhibit resolutions of 100Kx100K pixels. Annotating cancerous areas in WSIs on the pixel level is prohibitively labor-intensive and requires a high level of expert knowledge. Multiple instance learning (MIL) alleviates the need for expensive pixel-level annotations. In MIL, learning is performed on slide-level labels, in which a pathologist provides information about whether a slide includes cancerous tissue. Here, we propose Self-ViT-MIL, a novel approach for classifying and localizing cancerous areas based on slide-level annotations, eliminating the need for pixel-wise annotated training data. Self-ViT- MIL is pre-trained in a self-supervised setting to learn rich feature representation without relying on any labels. The recent Vision Transformer (ViT) architecture builds the feature extractor of Self-ViT-MIL. For localizing cancerous regions, a MIL aggregator with global attention is utilized. To the best of our knowledge, Self-ViT- MIL is the first approach to introduce self-supervised ViTs in MIL-based WSI analysis tasks. We showcase the effectiveness of our approach on the common Camelyon16 dataset. Self-ViT-MIL surpasses existing state-of-the-art MIL-based approaches in terms of accuracy and area under the curve (AUC).

Biochemical reaction networks are an amalgamation of reactions where each reaction represents the interaction of different species. Generally, these networks exhibit a multi-scale behavior caused by the high variability in reaction rates and abundances of species. The so-called jump-diffusion approximation is a valuable tool in the modeling of such systems. The approximation is constructed by partitioning the reaction network into a fast and slow subgroup of fast and slow reactions, respectively. This enables the modeling of the dynamics using a Langevin equation for the fast group, while a Markov jump process model is kept for the dynamics of the slow group. Most often biochemical processes are poorly characterized in terms of parameters and population states. As a result of this, methods for estimating hidden quantities are of significant interest. In this paper, we develop a tractable Bayesian inference algorithm based on Markov chain Monte Carlo. The presented blocked Gibbs particle smoothing algorithm utilizes a sequential Monte Carlo method to estimate the latent states and performs distinct Gibbs steps for the parameters of a biochemical reaction network, by exploiting a jump-diffusion approximation model. The presented blocked Gibbs sampler is based on the two distinct steps of state inference and parameter inference. We estimate states via a continuous-time forward-filtering backward-smoothing procedure in the state inference step. By utilizing bootstrap particle filtering within a backward-smoothing procedure, we sample a smoothing trajectory. For estimating the hidden parameters, we utilize a separate Markov chain Monte Carlo sampler within the Gibbs sampler that uses the path-wise continuous-time representation of the reaction counters. Finally, the algorithm is numerically evaluated for a partially observed multi-scale birth-death process example.

Recently, mean field control (MFC) has provided a tractable and theoretically founded approach to otherwise difficult cooperative multi-agent control. However, the strict assumption of many independent, homogeneous agents may be too stringent in practice. In this work, we propose a novel discrete-time generalization of Markov decision processes and MFC to both many minor agents and potentially complex major agents -- major-minor mean field control (M3FC). In contrast to deterministic MFC, M3FC allows for stochastic minor agent distributions with strong correlation between minor agents through the major agent state, which can model arbitrary problem details not bound to any agent. Theoretically, we give rigorous approximation properties with novel proofs for both M3FC and existing MFC models in the finite multi-agent problem, together with a dynamic programming principle for solving such problems. In the infinite-horizon discounted case, existence of an optimal stationary policy follows. Algorithmically, we propose the major-minor mean field proximal policy optimization algorithm (M3FPPO) as a novel multi-agent reinforcement learning algorithm and demonstrate its success in illustrative M3FC-type problems.

Although the field of multi-agent reinforcement learning (MARL) has made considerable progress in the last years, solving systems with a large number of agents remains a hard challenge. Graphon mean field games (GMFGs) enable the scalable analysis of MARL problems that are otherwise intractable. By the mathematical structure of graphons, this approach is limited to dense graphs which are insufficient to describe many real-world networks such as power law graphs. Our paper introduces a novel formulation of GMFGs, called LPGMFGs, which leverages the graph theoretical concept of $L^p$ graphons and provides a machine learning tool to efficiently and accurately approximate solutions for sparse network problems. This especially includes power law networks which are empirically observed in various application areas and cannot be captured by standard graphons. We derive theoretical existence and convergence guarantees and give empirical examples that demonstrate the accuracy of our learning approach for systems with many agents. Furthermore, we extend the Online Mirror Descent (OMD) learning algorithm to our setup to accelerate learning speed, empirically show its capabilities, and conduct a theoretical analysis using the novel concept of smoothed step graphons. In general, we provide a scalable, mathematically well-founded machine learning approach to a large class of otherwise intractable problems of great relevance in numerous research fields.

In recent years, reinforcement learning and its multi-agent analogue have achieved great success in solving various complex control problems. However, multi-agent reinforcement learning remains challenging both in its theoretical analysis and empirical design of algorithms, especially for large swarms of embodied robotic agents where a definitive toolchain remains part of active research. We use emerging state-of-the-art mean-field control techniques in order to convert many-agent swarm control into more classical single-agent control of distributions. This allows profiting from advances in single-agent reinforcement learning at the cost of assuming weak interaction between agents. However, the mean-field model is violated by the nature of real systems with embodied, physically colliding agents. Thus, we combine collision avoidance and learning of mean-field control into a unified framework for tractably designing intelligent robotic swarm behavior. On the theoretical side, we provide novel approximation guarantees for general mean-field control both in continuous spaces and with collision avoidance. On the practical side, we show that our approach outperforms multi-agent reinforcement learning and allows for decentralized open-loop application while avoiding collisions, both in simulation and real UAV swarms. Overall, we propose a framework for the design of swarm behavior that is both mathematically well-founded and practically useful, enabling the solution of otherwise intractable swarm problems.

Commonly in reinforcement learning (RL), rewards are discounted over time using an exponential function to model time preference, thereby bounding the expected long-term reward. In contrast, in economics and psychology, it has been shown that humans often adopt a hyperbolic discounting scheme, which is optimal when a specific task termination time distribution is assumed. In this work, we propose a theory for continuous-time model-based reinforcement learning generalized to arbitrary discount functions. This formulation covers the case in which there is a non-exponential random termination time. We derive a Hamilton-Jacobi-Bellman (HJB) equation characterizing the optimal policy and describe how it can be solved using a collocation method, which uses deep learning for function approximation. Further, we show how the inverse RL problem can be approached, in which one tries to recover properties of the discount function given decision data. We validate the applicability of our proposed approach on two simulated problems. Our approach opens the way for the analysis of human discounting in sequential decision-making tasks.

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are naturally described in continuous time, we present a model based on an Markov jump process modulating a subordinated diffusion process. We provide the exact evolution equations for the prior and posterior marginal densities, the direct solutions of which are however computationally intractable. Therefore, we develop a new continuous-time variational inference algorithm, combining a Gaussian process approximation on the diffusion level with posterior inference for Markov jump processes. By minimizing the path-wise Kullback-Leibler divergence we obtain (i) Bayesian latent state estimates for arbitrary points on the real axis and (ii) point estimates of unknown system parameters, utilizing variational expectation maximization. We extensively evaluate our algorithm under the model assumption and for real-world examples.

Scheduling decisions in parallel queuing systems arise as a fundamental problem, underlying the dimensioning and operation of many computing and communication systems, such as job routing in data center clusters, multipath communication, and Big Data systems. In essence, the scheduler maps each arriving job to one of the possibly heterogeneous servers while aiming at an optimization goal such as load balancing, low average delay or low loss rate. One main difficulty in finding optimal scheduling decisions here is that the scheduler only partially observes the impact of its decisions, e.g., through the delayed acknowledgements of the served jobs. In this paper, we provide a partially observable (PO) model that captures the scheduling decisions in parallel queuing systems under limited information of delayed acknowledgements. We present a simulation model for this PO system to find a near-optimal scheduling policy in real-time using a scalable Monte Carlo tree search algorithm. We numerically show that the resulting policy outperforms other limited information scheduling strategies such as variants of Join-the-Most-Observations and has comparable performance to full information strategies like: Join-the-Shortest-Queue, Join-the- Shortest-Queue(d) and Shortest-Expected-Delay. Finally, we show how our approach can optimise the real-time parallel processing by using network data provided by Kaggle.

Time-lapse fluorescent microscopy (TLFM) combined with predictive mathematical modelling is a powerful tool to study the inherently dynamic processes of life on the single-cell level. Such experiments are costly, complex and labour intensive. A complimentary approach and a step towards completely in silico experiments, is to synthesise the imagery itself. Here, we propose Multi-StyleGAN as a descriptive approach to simulate time-lapse fluorescence microscopy imagery of living cells, based on a past experiment. This novel generative adversarial network synthesises a multi-domain sequence of consecutive timesteps. We showcase Multi-StyleGAN on imagery of multiple live yeast cells in microstructured environments and train on a dataset recorded in our laboratory. The simulation captures underlying biophysical factors and time dependencies, such as cell morphology, growth, physical interactions, as well as the intensity of a fluorescent reporter protein. An immediate application is to generate additional training and validation data for feature extraction algorithms or to aid and expedite development of advanced experimental techniques such as online monitoring or control of cells. Code and dataset is available at https://git.rwth-aachen.de/bcs/projects/tp/multi-stylegan.