Adaptive mesh refinement (AMR) is necessary for efficient finite element simulations of complex physical phenomenon, as it allocates limited computational budget based on the need for higher or lower resolution, which varies over space and time. We present a novel formulation of AMR as a fully-cooperative Markov game, in which each element is an independent agent who makes refinement and de-refinement choices based on local information. We design a novel deep multi-agent reinforcement learning (MARL) algorithm called Value Decomposition Graph Network (VDGN), which solves the two core challenges that AMR poses for MARL: posthumous credit assignment due to agent creation and deletion, and unstructured observations due to the diversity of mesh geometries. For the first time, we show that MARL enables anticipatory refinement of regions that will encounter complex features at future times, thereby unlocking entirely new regions of the error-cost objective landscape that are inaccessible by traditional methods based on local error estimators. Comprehensive experiments show that VDGN policies significantly outperform error threshold-based policies in global error and cost metrics. We show that learned policies generalize to test problems with physical features, mesh geometries, and longer simulation times that were not seen in training. We also extend VDGN with multi-objective optimization capabilities to find the Pareto front of the tradeoff between cost and error.
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.
Graph mining tasks arise from many different application domains, ranging from social networks, transportation, E-commerce, etc., which have been receiving great attention from the theoretical and algorithm design communities in recent years, and there has been some pioneering work using the hotly researched reinforcement learning (RL) techniques to address graph data mining tasks. However, these graph mining algorithms and RL models are dispersed in different research areas, which makes it hard to compare different algorithms with each other. In this survey, we provide a comprehensive overview of RL models and graph mining and generalize these algorithms to Graph Reinforcement Learning (GRL) as a unified formulation. We further discuss the applications of GRL methods across various domains and summarize the method description, open-source codes, and benchmark datasets of GRL methods. Finally, we propose possible important directions and challenges to be solved in the future. This is the latest work on a comprehensive survey of GRL literature, and this work provides a global view for researchers as well as a learning resource for researchers outside the domain. In addition, we create an online open-source for both interested researchers who want to enter this rapidly developing domain and experts who would like to compare GRL methods.
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.
This paper aims to mitigate straggler effects in synchronous distributed learning for multi-agent reinforcement learning (MARL) problems. Stragglers arise frequently in a distributed learning system, due to the existence of various system disturbances such as slow-downs or failures of compute nodes and communication bottlenecks. To resolve this issue, we propose a coded distributed learning framework, which speeds up the training of MARL algorithms in the presence of stragglers, while maintaining the same accuracy as the centralized approach. As an illustration, a coded distributed version of the multi-agent deep deterministic policy gradient(MADDPG) algorithm is developed and evaluated. Different coding schemes, including maximum distance separable (MDS)code, random sparse code, replication-based code, and regular low density parity check (LDPC) code are also investigated. Simulations in several multi-robot problems demonstrate the promising performance of the proposed framework.
Seamlessly interacting with humans or robots is hard because these agents are non-stationary. They update their policy in response to the ego agent's behavior, and the ego agent must anticipate these changes to co-adapt. Inspired by humans, we recognize that robots do not need to explicitly model every low-level action another agent will make; instead, we can capture the latent strategy of other agents through high-level representations. We propose a reinforcement learning-based framework for learning latent representations of an agent's policy, where the ego agent identifies the relationship between its behavior and the other agent's future strategy. The ego agent then leverages these latent dynamics to influence the other agent, purposely guiding them towards policies suitable for co-adaptation. Across several simulated domains and a real-world air hockey game, our approach outperforms the alternatives and learns to influence the other agent.
We present CURL: Contrastive Unsupervised Representations for Reinforcement Learning. CURL extracts high-level features from raw pixels using contrastive learning and performs off-policy control on top of the extracted features. CURL outperforms prior pixel-based methods, both model-based and model-free, on complex tasks in the DeepMind Control Suite and Atari Games showing 1.9x and 1.6x performance gains at the 100K environment and interaction steps benchmarks respectively. On the DeepMind Control Suite, CURL is the first image-based algorithm to nearly match the sample-efficiency and performance of methods that use state-based features.
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.
Video captioning is the task of automatically generating a textual description of the actions in a video. Although previous work (e.g. sequence-to-sequence model) has shown promising results in abstracting a coarse description of a short video, it is still very challenging to caption a video containing multiple fine-grained actions with a detailed description. This paper aims to address the challenge by proposing a novel hierarchical reinforcement learning framework for video captioning, where a high-level Manager module learns to design sub-goals and a low-level Worker module recognizes the primitive actions to fulfill the sub-goal. With this compositional framework to reinforce video captioning at different levels, our approach significantly outperforms all the baseline methods on a newly introduced large-scale dataset for fine-grained video captioning. Furthermore, our non-ensemble model has already achieved the state-of-the-art results on the widely-used MSR-VTT dataset.