We derive a learning framework to generate routing/pickup policies for a fleet of autonomous vehicles tasked with servicing stochastically appearing requests on a city map. We focus on policies that 1) give rise to coordination amongst the vehicles, thereby reducing wait times for servicing requests, 2) are non-myopic, and consider a-priori potential future requests, 3) can adapt to changes in the underlying demand distribution. Specifically, we are interested in policies that are adaptive to fluctuations of actual demand conditions in urban environments, such as on-peak vs. off-peak hours. We achieve this through a combination of (i) an online play algorithm that improves the performance of an offline-trained policy, and (ii) an offline approximation scheme that allows for adapting to changes in the underlying demand model. In particular, we achieve adaptivity of our learned policy to different demand distributions by quantifying a region of validity using the q-valid radius of a Wasserstein Ambiguity Set. We propose a mechanism for switching the originally trained offline approximation when the current demand is outside the original validity region. In this case, we propose to use an offline architecture, trained on a historical demand model that is closer to the current demand in terms of Wasserstein distance. We learn routing and pickup policies over real taxicab requests in San Francisco with high variability between on-peak and off-peak hours, demonstrating the ability of our method to adapt to real fluctuation in demand distributions. Our numerical results demonstrate that our method outperforms alternative rollout-based reinforcement learning schemes, as well as other classical methods from operations research.
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Calibrating agent-based models (ABMs) in economics and finance typically involves a derivative-free search in a very large parameter space. In this work, we benchmark a number of search methods in the calibration of a well-known macroeconomic ABM on real data, and further assess the performance of "mixed strategies" made by combining different methods. We find that methods based on random-forest surrogates are particularly efficient, and that combining search methods generally increases performance since the biases of any single method are mitigated. Moving from these observations, we propose a reinforcement learning (RL) scheme to automatically select and combine search methods on-the-fly during a calibration run. The RL agent keeps exploiting a specific method only as long as this keeps performing well, but explores new strategies when the specific method reaches a performance plateau. The resulting RL search scheme outperforms any other method or method combination tested, and does not rely on any prior information or trial and error procedure.
As IoT devices are becoming widely deployed, there exist many threats to IoT-based systems due to their inherent vulnerabilities. One effective approach to improving IoT security is to deploy IoT honeypot systems, which can collect attack information and reveal the methods and strategies used by attackers. However, building high-interaction IoT honeypots is challenging due to the heterogeneity of IoT devices. Vulnerabilities in IoT devices typically depend on specific device types or firmware versions, which encourages attackers to perform pre-attack checks to gather device information before launching attacks. Moreover, conventional honeypots are easily detected because their replying logic differs from that of the IoT devices they try to mimic. To address these problems, we develop an adaptive high-interaction honeypot for IoT devices, called HoneyIoT. We first build a real device based attack trace collection system to learn how attackers interact with IoT devices. We then model the attack behavior through markov decision process and leverage reinforcement learning techniques to learn the best responses to engage attackers based on the attack trace. We also use differential analysis techniques to mutate response values in some fields to generate high-fidelity responses. HoneyIoT has been deployed on the public Internet. Experimental results show that HoneyIoT can effectively bypass the pre-attack checks and mislead the attackers into uploading malware. Furthermore, HoneyIoT is covert against widely used reconnaissance and honeypot detection tools.
We consider the sequential decision-making problem of making proactive request assignment and rejection decisions for a profit-maximizing operator of an autonomous mobility on demand system. We formalize this problem as a Markov decision process and propose a novel combination of multi-agent Soft Actor-Critic and weighted bipartite matching to obtain an anticipative control policy. Thereby, we factorize the operator's otherwise intractable action space, but still obtain a globally coordinated decision. Experiments based on real-world taxi data show that our method outperforms state of the art benchmarks with respect to performance, stability, and computational tractability.
In cooperative multi-agent reinforcement learning (MARL), where an agent coordinates with teammate(s) for a shared goal, it may sustain non-stationary caused by the policy change of teammates. Prior works mainly concentrate on the policy change during the training phase or teammates altering cross episodes, ignoring the fact that teammates may suffer from policy change suddenly within an episode, which might lead to miscoordination and poor performance as a result. We formulate the problem as an open Dec-POMDP, where we control some agents to coordinate with uncontrolled teammates, whose policies could be changed within one episode. Then we develop a new framework, fast teammates adaptation (Fastap), to address the problem. Concretely, we first train versatile teammates' policies and assign them to different clusters via the Chinese Restaurant Process (CRP). Then, we train the controlled agent(s) to coordinate with the sampled uncontrolled teammates by capturing their identifications as context for fast adaptation. Finally, each agent applies its local information to anticipate the teammates' context for decision-making accordingly. This process proceeds alternately, leading to a robust policy that can adapt to any teammates during the decentralized execution phase. We show in multiple multi-agent benchmarks that Fastap can achieve superior performance than multiple baselines in stationary and non-stationary scenarios.
We constructed a modular, biomimetic red panda paw with which to experimentally investigate the evolutionary reason for the existence of the false thumbs of red pandas. These thumbs were once believed to have shared a common origin with the similar false thumbs of giant pandas; however, the discovery of a carnivorous fossil ancestor of the red panda that had false thumbs implies that the red panda did not evolve its thumbs to assist in eating bamboo, as the giant panda did, but rather evolved its thumbs for some other purpose. The leading proposal for this purpose is that the thumbs developed to aid arboreal locomotion. To test this hypothesis, we conducted grasp tests on rods 5-15 mm in diameter using a biomimetic paw with 0-16 mm interchangeable thumb lengths. The results of these tests demonstrated an optimal thumb length of 7 mm, which is just above that of the red panda's true thumb length of 5.5 mm. Given trends in the data that suggest that smaller thumbs are better suited to grasping larger diameter rods, we conclude that the red panda's thumb being sized below the optimum length suggests an adaptation toward grasping branches as opposed to relatively thinner food items, supporting the new proposal that the red panda's thumbs are an adaptation primary to climbing rather than food manipulation.
Over the past decade, domain adaptation has become a widely studied branch of transfer learning that aims to improve performance on target domains by leveraging knowledge from the source domain. Conventional domain adaptation methods often assume access to both source and target domain data simultaneously, which may not be feasible in real-world scenarios due to privacy and confidentiality concerns. As a result, the research of Source-Free Domain Adaptation (SFDA) has drawn growing attention in recent years, which only utilizes the source-trained model and unlabeled target data to adapt to the target domain. Despite the rapid explosion of SFDA work, yet there has no timely and comprehensive survey in the field. To fill this gap, we provide a comprehensive survey of recent advances in SFDA and organize them into a unified categorization scheme based on the framework of transfer learning. Instead of presenting each approach independently, we modularize several components of each method to more clearly illustrate their relationships and mechanics in light of the composite properties of each method. Furthermore, we compare the results of more than 30 representative SFDA methods on three popular classification benchmarks, namely Office-31, Office-home, and VisDA, to explore the effectiveness of various technical routes and the combination effects among them. Additionally, we briefly introduce the applications of SFDA and related fields. Drawing from our analysis of the challenges facing SFDA, we offer some insights into future research directions and potential settings.
The development of autonomous agents which can interact with other agents to accomplish a given task is a core area of research in artificial intelligence and machine learning. Towards this goal, the Autonomous Agents Research Group develops novel machine learning algorithms for autonomous systems control, with a specific focus on deep reinforcement learning and multi-agent reinforcement learning. Research problems include scalable learning of coordinated agent policies and inter-agent communication; reasoning about the behaviours, goals, and composition of other agents from limited observations; and sample-efficient learning based on intrinsic motivation, curriculum learning, causal inference, and representation learning. This article provides a broad overview of the ongoing research portfolio of the group and discusses open problems for future directions.
We introduce DeepNash, an autonomous agent capable of learning to play the imperfect information game Stratego from scratch, up to a human expert level. Stratego is one of the few iconic board games that Artificial Intelligence (AI) has not yet mastered. This popular game has an enormous game tree on the order of $10^{535}$ nodes, i.e., $10^{175}$ times larger than that of Go. It has the additional complexity of requiring decision-making under imperfect information, similar to Texas hold'em poker, which has a significantly smaller game tree (on the order of $10^{164}$ nodes). Decisions in Stratego are made over a large number of discrete actions with no obvious link between action and outcome. Episodes are long, with often hundreds of moves before a player wins, and situations in Stratego can not easily be broken down into manageably-sized sub-problems as in poker. For these reasons, Stratego has been a grand challenge for the field of AI for decades, and existing AI methods barely reach an amateur level of play. DeepNash uses a game-theoretic, model-free deep reinforcement learning method, without search, that learns to master Stratego via self-play. The Regularised Nash Dynamics (R-NaD) algorithm, a key component of DeepNash, converges to an approximate Nash equilibrium, instead of 'cycling' around it, by directly modifying the underlying multi-agent learning dynamics. DeepNash beats existing state-of-the-art AI methods in Stratego and achieved a yearly (2022) and all-time top-3 rank on the Gravon games platform, competing with human expert players.
The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical stochastic control theory and other analytical approaches for solving financial decision-making problems that heavily reply on model assumptions, new developments from reinforcement learning (RL) are able to make full use of the large amount of financial data with fewer model assumptions and to improve decisions in complex financial environments. This survey paper aims to review the recent developments and use of RL approaches in finance. We give an introduction to Markov decision processes, which is the setting for many of the commonly used RL approaches. Various algorithms are then introduced with a focus on value and policy based methods that do not require any model assumptions. Connections are made with neural networks to extend the framework to encompass deep RL algorithms. Our survey concludes by discussing the application of these RL algorithms in a variety of decision-making problems in finance, including optimal execution, portfolio optimization, option pricing and hedging, market making, smart order routing, and robo-advising.
Recently, deep multiagent reinforcement learning (MARL) has become a highly active research area as many real-world problems can be inherently viewed as multiagent systems. A particularly interesting and widely applicable class of problems is the partially observable cooperative multiagent setting, in which a team of agents learns to coordinate their behaviors conditioning on their private observations and commonly shared global reward signals. One natural solution is to resort to the centralized training and decentralized execution paradigm. During centralized training, one key challenge is the multiagent credit assignment: how to allocate the global rewards for individual agent policies for better coordination towards maximizing system-level's benefits. In this paper, we propose a new method called Q-value Path Decomposition (QPD) to decompose the system's global Q-values into individual agents' Q-values. Unlike previous works which restrict the representation relation of the individual Q-values and the global one, we leverage the integrated gradient attribution technique into deep MARL to directly decompose global Q-values along trajectory paths to assign credits for agents. We evaluate QPD on the challenging StarCraft II micromanagement tasks and show that QPD achieves the state-of-the-art performance in both homogeneous and heterogeneous multiagent scenarios compared with existing cooperative MARL algorithms.
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