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Deep Reinforcement Learning for Dynamic Algorithm Configuration: A Case Study on Optimizing OneMax with the (1+($ฮป$,$ฮป$))-GA

arXiv.org Artificial Intelligence

Dynamic Algorithm Configuration (DAC) studies the efficient identification of control policies for parameterized optimization algorithms. Numerous studies have leveraged the robustness of decision-making in Reinforcement Learning (RL) to address the optimization challenges in algorithm configuration. However, applying RL to DAC is challenging and often requires extensive domain expertise. We conduct a comprehensive study of deep-RL algorithms in DAC through a systematic analysis of controlling the population size parameter of the (1+($ฮป$,$ฮป$))-GA on OneMax instances. Our investigation of DDQN and PPO reveals two fundamental challenges that limit their effectiveness in DAC: scalability degradation and learning instability. We trace these issues to two primary causes: under-exploration and planning horizon coverage, each of which can be effectively addressed through targeted solutions. To address under-exploration, we introduce an adaptive reward shifting mechanism that leverages reward distribution statistics to enhance DDQN agent exploration, eliminating the need for instance-specific hyperparameter tuning and ensuring consistent effectiveness across different problem scales. In dealing with the planning horizon coverage problem, we demonstrate that undiscounted learning effectively resolves it in DDQN, while PPO faces fundamental variance issues that necessitate alternative algorithmic designs. We further analyze the hyperparameter dependencies of PPO, showing that while hyperparameter optimization enhances learning stability, it consistently falls short in identifying effective policies across various configurations. Finally, we demonstrate that DDQN equipped with our adaptive reward shifting strategy achieves performance comparable to theoretically derived policies with vastly improved sample efficiency, outperforming prior DAC approaches by several orders of magnitude.




Multi-parameter Control for the $(1+(ฮป,ฮป))$-GA on OneMax via Deep Reinforcement Learning

arXiv.org Artificial Intelligence

It is well known that evolutionary algorithms can benefit from dynamic choices of the key parameters that control their behavior, to adjust their search strategy to the different stages of the optimization process. A prominent example where dynamic parameter choices have shown a provable super-constant speed-up is the $(1+(ฮป,ฮป))$ Genetic Algorithm optimizing the OneMax function. While optimal parameter control policies result in linear expected running times, this is not possible with static parameter choices. This result has spurred a lot of interest in parameter control policies. However, many works, in particular theoretical running time analyses, focus on controlling one single parameter. Deriving policies for controlling multiple parameters remains very challenging. In this work we reconsider the problem of the $(1+(ฮป,ฮป))$ Genetic Algorithm optimizing OneMax. We decouple its four main parameters and investigate how well state-of-the-art deep reinforcement learning techniques can approximate good control policies. We show that although making deep reinforcement learning learn effectively is a challenging task, once it works, it is very powerful and is able to find policies that outperform all previously known control policies on the same benchmark. Based on the results found through reinforcement learning, we derive a simple control policy that consistently outperforms the default theory-recommended setting by $27\%$ and the irace-tuned policy, the strongest existing control policy on this benchmark, by $13\%$, for all tested problem sizes up to $40{,}000$.


Can Artificial Intelligence Trade the Stock Market?

arXiv.org Artificial Intelligence

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It evaluates these algorithms across three currency pairs, the S&P 500 index and Bitcoin, on the daily data in the period of 2019-2023. The results demonstrate DRL's effectiveness in trading and its ability to manage risk by strategically avoiding trades in unfavorable conditions, providing a substantial edge over classical approaches, based on supervised learning in terms of risk-adjusted returns.


On the Importance of Reward Design in Reinforcement Learning-based Dynamic Algorithm Configuration: A Case Study on OneMax with (1+($\lambda$,$\lambda$))-GA

arXiv.org Artificial Intelligence

Dynamic Algorithm Configuration (DAC) has garnered significant attention in recent years, particularly in the prevalence of machine learning and deep learning algorithms. Numerous studies have leveraged the robustness of decision-making in Reinforcement Learning (RL) to address the optimization challenges associated with algorithm configuration. However, making an RL agent work properly is a non-trivial task, especially in reward design, which necessitates a substantial amount of handcrafted knowledge based on domain expertise. In this work, we study the importance of reward design in the context of DAC via a case study on controlling the population size of the $(1+(\lambda,\lambda))$-GA optimizing OneMax. We observed that a poorly designed reward can hinder the RL agent's ability to learn an optimal policy because of a lack of exploration, leading to both scalability and learning divergence issues. To address those challenges, we propose the application of a reward shaping mechanism to facilitate enhanced exploration of the environment by the RL agent. Our work not only demonstrates the ability of RL in dynamically configuring the $(1+(\lambda,\lambda))$-GA, but also confirms the advantages of reward shaping in the scalability of RL agents across various sizes of OneMax problems.


Reviews: Learning Reward Machines for Partially Observable Reinforcement Learning

Neural Information Processing Systems

The authors propose a novel approach for solving POMDPs by simultaneously learning and solving reward machines. The method relies on building a finite state machine which properly predicts possible observations and rewards. The authors demonstrate that their method outperforms baselines in three different partially observable gridworlds. Overall, I found the paper clear and well motivated. Learning to solve POMDPs is a very challenging problem and any progress or insight has the potential to have a big impact.


Hybrid LLM-DDQN based Joint Optimization of V2I Communication and Autonomous Driving

arXiv.org Artificial Intelligence

Large language models (LLMs) have received considerable interest recently due to their outstanding reasoning and comprehension capabilities. This work explores applying LLMs to vehicular networks, aiming to jointly optimize vehicle-to-infrastructure (V2I) communications and autonomous driving (AD) policies. We deploy LLMs for AD decision-making to maximize traffic flow and avoid collisions for road safety, and a double deep Q-learning algorithm (DDQN) is used for V2I optimization to maximize the received data rate and reduce frequent handovers. In particular, for LLM-enabled AD, we employ the Euclidean distance to identify previously explored AD experiences, and then LLMs can learn from past good and bad decisions for further improvement. Then, LLM-based AD decisions will become part of states in V2I problems, and DDQN will optimize the V2I decisions accordingly. After that, the AD and V2I decisions are iteratively optimized until convergence. Such an iterative optimization approach can better explore the interactions between LLMs and conventional reinforcement learning techniques, revealing the potential of using LLMs for network optimization and management. Finally, the simulations demonstrate that our proposed hybrid LLM-DDQN approach outperforms the conventional DDQN algorithm, showing faster convergence and higher average rewards.


Reinforcing Competitive Multi-Agents for Playing So Long Sucker

arXiv.org Artificial Intelligence

This paper examines the use of classical deep reinforcement learning (DRL) algorithms, DQN, DDQN, and Dueling DQN, in the strategy game So Long Sucker (SLS), a diplomacy-driven game defined by coalition-building and strategic betrayal. SLS poses unique challenges due to its blend of cooperative and adversarial dynamics, making it an ideal platform for studying multi-agent learning and game theory. The study's primary goal is to teach autonomous agents the game's rules and strategies using classical DRL methods. To support this effort, the authors developed a novel, publicly available implementation of SLS, featuring a graphical user interface (GUI) and benchmarking tools for DRL algorithms. Experimental results reveal that while considered basic by modern DRL standards, DQN, DDQN, and Dueling DQN agents achieved roughly 50% of the maximum possible game reward. This suggests a baseline understanding of the game's mechanics, with agents favoring legal moves over illegal ones. However, a significant limitation was the extensive training required, around 2000 games, for agents to reach peak performance, compared to human players who grasp the game within a few rounds. Even after prolonged training, agents occasionally made illegal moves, highlighting both the potential and limitations of these classical DRL methods in semi-complex, socially driven games. The findings establish a foundational benchmark for training agents in SLS and similar negotiation-based environments while underscoring the need for advanced or hybrid DRL approaches to improve learning efficiency and adaptability. Future research could incorporate game-theoretic strategies to enhance agent decision-making in dynamic multi-agent contexts.