Neural Information Processing Systems http://nips.cc/

Such a model is "restless" because arms can change state

Restless multi-armed bandits (RMAB) extend multi-armed bandits so arm pulls impact future arm states. Despite the success of RMABs, a key limiting assumption is the separability of rewards into a sum across arms. We address this deficiency by proposing restless-multi-armed bandit with global rewards (RMAB-G), a generalization of RMABs to global non-separable rewards. To solve RMAB-G, we develop the Linear-Whittle and Shapley-Whittle indices, which extend Whittle indices from RMABs to RMAB-Gs. We prove approximation bounds which demonstrate how Linear and Shapley-Whittle indices fail for non-linear rewards. To overcome this limitation, we propose two sets of adaptive policies: the first computes indices iteratively and the second combines indices with Monte-Carlo Tree Search (MCTS). Empirically, we demonstrate that adaptive policies outperform both pre-computed index policies and baselines in synthetic and real-world food rescue datasets.

Scaling decision theoretic planning to large multiagent systems is challenging due to uncertainty and partial observability in the environment. We focus on a multiagent planning model subclass, relevant to urban settings, where agent interactions are dependent on their ``collective influence'' on each other, rather than their identities. Unlike previous work, we address a general setting where system reward is not decomposable among agents. We develop collective actor-critic RL approaches for this setting, and address the problem of multiagent credit assignment, and computing low variance policy gradient estimates that result in faster convergence to high quality solutions. We also develop difference rewards based credit assignment methods for the collective setting. Empirically our new approaches provide significantly better solutions than previous methods in the presence of global rewards on two real world problems modeling taxi fleet optimization and multiagent patrolling, and a synthetic grid navigation domain.

Neural Information Processing Systems http://nips.cc/

Multi-agent reinforcement learning (MARL) has demonstrated remarkable performance in multi-agent collaboration problems and has become a prominent topic in artificial intelligence research in recent years. However, traditional credit assignment schemes in MARL cannot reliably capture individual contributions in strongly coupled tasks while maintaining training stability, which leads to limited generalization capabilities and hinders algorithm performance. To address these challenges, we propose a Historical Interaction-Enhanced Shapley Policy Gradient Algorithm (HIS) for Multi-Agent Credit Assignment, which employs a hybrid credit assignment mechanism to balance base rewards with individual contribution incentives. By utilizing historical interaction data to calculate the Shapley value in a sample-efficient manner, HIS enhances the agent's ability to perceive its own contribution, while retaining the global reward to maintain training stability. Additionally, we provide theoretical guarantees for the hybrid credit assignment mechanism, ensuring that the assignment results it generates are both efficient and stable. We evaluate the proposed algorithm in three widely used continuous-action benchmark environments: Multi-Agent Particle Environment, Multi-Agent Mu-JoCo, and Bi-DexHands. Experimental results demonstrate that HIS outperforms state-of-the-art methods, particularly excelling in strongly coupled, complex collaborative tasks.

Compound AI systems integrating multiple components, such as Large Language Models, specialized tools, and traditional machine learning models, are increasingly deployed to solve complex real-world tasks. However, optimizing compound systems remains challenging due to their non-differentiable structures and diverse configuration types across components, including prompts, hyperparameters, and model parameters. To address this challenge, we propose Optimas, a unified framework for effective optimization of compound systems. The core idea of Optimas is to maintain one Local Reward Function (LRF) per component, each satisfying a local-global alignment property, i.e., each component's local reward correlates with the global system performance. In each iteration, Optimas efficiently adapts the LRFs to maintain this property while simultaneously maximizing each component's local reward. This approach enables independent updates of heterogeneous configurations using the designated optimization method, while ensuring that local improvements consistently lead to performance gains. We present extensive evaluations across five real-world compound systems to demonstrate that Optimas outperforms strong baselines by an average improvement of 11.92%, offering a general and effective approach for improving compound systems. Our website is at https://optimas.stanford.edu.