随着全球经济和市场的持续增长,资源不平衡已成为实际逻辑场景中的核心问题之一。在海洋运输中,这种贸易不平衡导致空容器重新定位(ECR)问题。一旦将货物从出口国交付到进口国,Laden将变成空容器,需要重新定位以满足出口国中新商品请求。在这样的问题中,任何合作重新定位政策的绩效都可以严格取决于船舶将遵循的路线(即车队部署)。从历史上看,提出了行动研究(OR)方法,以与船只一起共同优化重新定位政策。但是,容器的未来供应和需求的随机性以及环境中存在的黑框和非线性约束,使这些方法不适合这些情况。在本文中,我们介绍了一个新颖的框架,可配置的半POMDP,以建模这种类型的问题。此外,我们提供了一种两阶段的学习算法“配置和征服”(CC),该算法首先通过找到最佳机队部署策略的近似来配置环境,然后通过在此调整后的这种调整中学习ECR政策来“征服”它环境环境。我们在这个问题的大型和现实世界中验证了我们的方法。我们的实验强调,CC避免了或方法的陷阱,并且成功地优化了ECR政策和船队的船队,从而在世界贸易环境中取得了出色的表现。
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在本文中,我们提出了一种新的贝叶斯在线预测算法,用于局部可观察性(ATPO)下的Ad Hoc团队的问题设置,这使得与未知的队友执行未知任务的运行协作,而无需预先协调协议。与以前的作品不同,假设环境的完全可观察状态,ATPO使用代理商的观察来确定队友正在执行哪项任务的部分可观察性。我们的方法既不假设队友的行为也不是可见的,也不是环境奖励信号。我们在三个域中评估ATPO - 追踪域的两个修改版本,具有部分可观察性和过核域。我们的研究结果表明,ATPO在识别可能的任务中的大型文库中,在近乎最佳的时间内求助,以及在适应越来越大的问题尺寸方面可以进行高效的速度,可以有效和强大。
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In many domains such as transportation and logistics, search and rescue, or cooperative surveillance, tasks are pending to be allocated with the consideration of possible execution uncertainties. Existing task coordination algorithms either ignore the stochastic process or suffer from the computational intensity. Taking advantage of the weakly coupled feature of the problem and the opportunity for coordination in advance, we propose a decentralized auction-based coordination strategy using a newly formulated score function which is generated by forming the problem into task-constrained Markov decision processes (MDPs). The proposed method guarantees convergence and at least 50% optimality in the premise of a submodular reward function. Furthermore, for the implementation on large-scale applications, an approximate variant of the proposed method, namely Deep Auction, is also suggested with the use of neural networks, which is evasive of the troublesome for constructing MDPs. Inspired by the well-known actor-critic architecture, two Transformers are used to map observations to action probabilities and cumulative rewards respectively. Finally, we demonstrate the performance of the two proposed approaches in the context of drone deliveries, where the stochastic planning for the drone league is cast into a stochastic price-collecting Vehicle Routing Problem (VRP) with time windows. Simulation results are compared with state-of-the-art methods in terms of solution quality, planning efficiency and scalability.
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This paper surveys the eld of reinforcement learning from a computer-science perspective. It is written to be accessible to researchers familiar with machine learning. Both the historical basis of the eld and a broad selection of current work are summarized. Reinforcement learning is the problem faced by an agent that learns behavior through trial-and-error interactions with a dynamic environment. The work described here has a resemblance to work in psychology, but di ers considerably in the details and in the use of the word \reinforcement." The paper discusses central issues of reinforcement learning, including trading o exploration and exploitation, establishing the foundations of the eld via Markov decision theory, learning from delayed reinforcement, constructing empirical models to accelerate learning, making use of generalization and hierarchy, and coping with hidden state. It concludes with a survey of some implemented systems and an assessment of the practical utility of current methods for reinforcement learning.
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在本文中,我们介绍了有关典型乘车共享系统中决策优化问题的强化学习方法的全面,深入的调查。涵盖了有关乘车匹配,车辆重新定位,乘车,路由和动态定价主题的论文。在过去的几年中,大多数文献都出现了,并且要继续解决一些核心挑战:模型复杂性,代理协调和多个杠杆的联合优化。因此,我们还引入了流行的数据集和开放式仿真环境,以促进进一步的研发。随后,我们讨论了有关该重要领域的强化学习研究的许多挑战和机会。
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具有很多玩家的非合作和合作游戏具有许多应用程序,但是当玩家数量增加时,通常仍然很棘手。由Lasry和Lions以及Huang,Caines和Malham \'E引入的,平均野外运动会(MFGS)依靠平均场外近似值,以使玩家数量可以成长为无穷大。解决这些游戏的传统方法通常依赖于以完全了解模型的了解来求解部分或随机微分方程。最近,增强学习(RL)似乎有望解决复杂问题。通过组合MFGS和RL,我们希望在人口规模和环境复杂性方面能够大规模解决游戏。在这项调查中,我们回顾了有关学习MFG中NASH均衡的最新文献。我们首先确定最常见的设置(静态,固定和进化)。然后,我们为经典迭代方法(基于最佳响应计算或策略评估)提供了一个通用框架,以确切的方式解决MFG。在这些算法和与马尔可夫决策过程的联系的基础上,我们解释了如何使用RL以无模型的方式学习MFG解决方案。最后,我们在基准问题上介绍了数值插图,并以某些视角得出结论。
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强化学习和最近的深度增强学习是解决如Markov决策过程建模的顺序决策问题的流行方法。问题和选择算法和超参数的RL建模需要仔细考虑,因为不同的配置可能需要完全不同的性能。这些考虑因素主要是RL专家的任务;然而,RL在研究人员和系统设计师不是RL专家的其他领域中逐渐变得流行。此外,许多建模决策,例如定义状态和动作空间,批次的大小和批量更新的频率以及时间戳的数量通常是手动进行的。由于这些原因,RL框架的自动化不同组成部分具有重要意义,近年来它引起了很多关注。自动RL提供了一个框架,其中RL的不同组件包括MDP建模,算法选择和超参数优化是自动建模和定义的。在本文中,我们探讨了可以在自动化RL中使用的文献和目前的工作。此外,我们讨论了Autorl中的挑战,打开问题和研究方向。
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强化学习(RL)是人工智能中的核心问题。这个问题包括定义可以通过与环境交互学习最佳行为的人工代理 - 其中,在代理试图最大化的奖励信号的奖励信号中定义最佳行为。奖励机(RMS)提供了一种基于Automate的基于自动机的表示,该奖励功能使RL代理能够将RL问题分解为可以通过禁止策略学习有效地学习的结构化子问题。在这里,我们表明可以从经验中学习RMS,而不是由用户指定,并且可以使用所产生的问题分解来有效地解决部分可观察的RL问题。我们将学习RMS的任务作为离散优化问题构成,其中目标是找到将问题分解为一组子问题的RM,使得其最佳记忆策略的组合是原始问题的最佳策略。我们展示了这种方法在三个部分可观察的域中的有效性,在那里它显着优于A3C,PPO和宏碁,并讨论其优点,限制和更广泛的潜力。
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This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems, state-of-the-art algorithms rely on handcrafted heuristics for making decisions that are otherwise too expensive to compute or mathematically not well defined. Thus, machine learning looks like a natural candidate to make such decisions in a more principled and optimized way. We advocate for pushing further the integration of machine learning and combinatorial optimization and detail a methodology to do so. A main point of the paper is seeing generic optimization problems as data points and inquiring what is the relevant distribution of problems to use for learning on a given task.
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强化学习(RL)在很大程度上依赖于探索以从环境中学习并最大程度地获得观察到的奖励。因此,必须设计一个奖励功能,以确保从收到的经验中获得最佳学习。以前的工作将自动机和基于逻辑的奖励成型与环境假设相结合,以提供自动机制,以根据任务综合奖励功能。但是,关于如何将基于逻辑的奖励塑造扩大到多代理增强学习(MARL)的工作有限。如果任务需要合作,则环境将需要考虑联合状态,以跟踪其他代理,从而遭受对代理数量的维度的诅咒。该项目探讨了如何针对不同场景和任务设计基于逻辑的奖励成型。我们提出了一种针对半偏心逻辑基于逻辑的MARL奖励成型的新方法,该方法在代理数量中是可扩展的,并在多种情况下对其进行了评估。
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The electrification of shared mobility has become popular across the globe. Many cities have their new shared e-mobility systems deployed, with continuously expanding coverage from central areas to the city edges. A key challenge in the operation of these systems is fleet rebalancing, i.e., how EVs should be repositioned to better satisfy future demand. This is particularly challenging in the context of expanding systems, because i) the range of the EVs is limited while charging time is typically long, which constrain the viable rebalancing operations; and ii) the EV stations in the system are dynamically changing, i.e., the legitimate targets for rebalancing operations can vary over time. We tackle these challenges by first investigating rich sets of data collected from a real-world shared e-mobility system for one year, analyzing the operation model, usage patterns and expansion dynamics of this new mobility mode. With the learned knowledge we design a high-fidelity simulator, which is able to abstract key operation details of EV sharing at fine granularity. Then we model the rebalancing task for shared e-mobility systems under continuous expansion as a Multi-Agent Reinforcement Learning (MARL) problem, which directly takes the range and charging properties of the EVs into account. We further propose a novel policy optimization approach with action cascading, which is able to cope with the expansion dynamics and solve the formulated MARL. We evaluate the proposed approach extensively, and experimental results show that our approach outperforms the state-of-the-art, offering significant performance gain in both satisfied demand and net revenue.
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未来的互联网涉及几种新兴技术,例如5G和5G网络,车辆网络,无人机(UAV)网络和物联网(IOT)。此外,未来的互联网变得异质并分散了许多相关网络实体。每个实体可能需要做出本地决定,以在动态和不确定的网络环境下改善网络性能。最近使用标准学习算法,例如单药强化学习(RL)或深入强化学习(DRL),以使每个网络实体作为代理人通过与未知环境进行互动来自适应地学习最佳决策策略。但是,这种算法未能对网络实体之间的合作或竞争进行建模,而只是将其他实体视为可能导致非平稳性问题的环境的一部分。多机构增强学习(MARL)允许每个网络实体不仅观察环境,还可以观察其他实体的政策来学习其最佳政策。结果,MAL可以显着提高网络实体的学习效率,并且最近已用于解决新兴网络中的各种问题。在本文中,我们因此回顾了MAL在新兴网络中的应用。特别是,我们提供了MARL的教程,以及对MARL在下一代互联网中的应用进行全面调查。特别是,我们首先介绍单代机Agent RL和MARL。然后,我们回顾了MAL在未来互联网中解决新兴问题的许多应用程序。这些问题包括网络访问,传输电源控制,计算卸载,内容缓存,数据包路由,无人机网络的轨迹设计以及网络安全问题。
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Reinforcement learning (RL) gained considerable attention by creating decision-making agents that maximize rewards received from fully observable environments. However, many real-world problems are partially or noisily observable by nature, where agents do not receive the true and complete state of the environment. Such problems are formulated as partially observable Markov decision processes (POMDPs). Some studies applied RL to POMDPs by recalling previous decisions and observations or inferring the true state of the environment from received observations. Nevertheless, aggregating observations and decisions over time is impractical for environments with high-dimensional continuous state and action spaces. Moreover, so-called inference-based RL approaches require large number of samples to perform well since agents eschew uncertainty in the inferred state for the decision-making. Active inference is a framework that is naturally formulated in POMDPs and directs agents to select decisions by minimising expected free energy (EFE). This supplies reward-maximising (exploitative) behaviour in RL, with an information-seeking (exploratory) behaviour. Despite this exploratory behaviour of active inference, its usage is limited to discrete state and action spaces due to the computational difficulty of the EFE. We propose a unified principle for joint information-seeking and reward maximization that clarifies a theoretical connection between active inference and RL, unifies active inference and RL, and overcomes their aforementioned limitations. Our findings are supported by strong theoretical analysis. The proposed framework's superior exploration property is also validated by experimental results on partial observable tasks with high-dimensional continuous state and action spaces. Moreover, the results show that our model solves reward-free problems, making task reward design optional.
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由于数据量增加,金融业的快速变化已经彻底改变了数据处理和数据分析的技术,并带来了新的理论和计算挑战。与古典随机控制理论和解决财务决策问题的其他分析方法相比,解决模型假设的财务决策问题,强化学习(RL)的新发展能够充分利用具有更少模型假设的大量财务数据并改善复杂的金融环境中的决策。该调查纸目的旨在审查最近的资金途径的发展和使用RL方法。我们介绍了马尔可夫决策过程,这是许多常用的RL方法的设置。然后引入各种算法,重点介绍不需要任何模型假设的基于价值和基于策略的方法。连接是用神经网络进行的,以扩展框架以包含深的RL算法。我们的调查通过讨论了这些RL算法在金融中各种决策问题中的应用,包括最佳执行,投资组合优化,期权定价和对冲,市场制作,智能订单路由和Robo-Awaring。
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在线强化学习(RL)中的挑战之一是代理人需要促进对环境的探索和对样品的利用来优化其行为。无论我们是否优化遗憾,采样复杂性,状态空间覆盖范围或模型估计,我们都需要攻击不同的勘探开发权衡。在本文中,我们建议在分离方法组成的探索 - 剥削问题:1)“客观特定”算法(自适应)规定哪些样本以收集到哪些状态,似乎它可以访问a生成模型(即环境的模拟器); 2)负责尽可能快地生成规定样品的“客观无关的”样品收集勘探策略。建立最近在随机最短路径问题中进行探索的方法,我们首先提供一种算法,它给出了每个状态动作对所需的样本$ B(S,a)$的样本数量,需要$ \ tilde {o} (bd + d ^ {3/2} s ^ 2 a)收集$ b = \ sum_ {s,a} b(s,a)$所需样本的$时间步骤,以$ s $各国,$ a $行动和直径$ d $。然后我们展示了这种通用探索算法如何与“客观特定的”策略配对,这些策略规定了解决各种设置的样本要求 - 例如,模型估计,稀疏奖励发现,无需无成本勘探沟通MDP - 我们获得改进或新颖的样本复杂性保证。
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大型人口系统的分析和控制对研究和工程的各个领域引起了极大的兴趣,从机器人群的流行病学到经济学和金融。一种越来越流行和有效的方法来实现多代理系统中的顺序决策,这是通过多机构增强学习,因为它允许对高度复杂的系统进行自动和无模型的分析。但是,可伸缩性的关键问题使控制和增强学习算法的设计变得复杂,尤其是在具有大量代理的系统中。尽管强化学习在许多情况下都发现了经验成功,但许多代理商的问题很快就变得棘手了,需要特别考虑。在这项调查中,我们将阐明当前的方法,以通过多代理强化学习以及通过诸如平均场游戏,集体智能或复杂的网络理论等研究领域进行仔细理解和分析大型人口系统。这些经典独立的主题领域提供了多种理解或建模大型人口系统的方法,这可能非常适合将来的可拖动MARL算法制定。最后,我们调查了大规模控制的潜在应用领域,并确定了实用系统中学习算法的富有成果的未来应用。我们希望我们的调查可以为理论和应用科学的初级和高级研究人员提供洞察力和未来的方向。
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交通优化挑战,如负载平衡,流量调度和提高数据包交付时间,是广域网(WAN)中困难的在线决策问题。例如,需要复杂的启发式方法,以找到改善分组输送时间并最小化可能由链接故障或拥塞引起的中断的最佳路径。最近的加强学习(RL)算法的成功可以提供有用的解决方案,以建立更好的鲁棒系统,这些系统从无模式设置中学习。在这项工作中,我们考虑了一条路径优化问题,专门针对数据包路由,在大型复杂网络中。我们开发和评估一种无模型方法,应用多代理元增强学习(MAMRL),可以确定每个数据包的下一跳,以便将其传递到其目的地,最短的时间整体。具体地,我们建议利用和比较深度策略优化RL算法,以便在通信网络中启用分布式无模型控制,并呈现基于新的Meta学习的框架Mamrl,以便快速适应拓扑变化。为了评估所提出的框架,我们用各种WAN拓扑模拟。我们广泛的数据包级仿真结果表明,与古典最短路径和传统的加强学习方法相比,Mamrl即使网络需求增加也显着降低了平均分组交付时间;与非元深策略优化算法相比,我们的结果显示在连杆故障发生的同时出现相当的平均数据包交付时间时减少较少的剧集中的数据包丢失。
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Adequately assigning credit to actions for future outcomes based on their contributions is a long-standing open challenge in Reinforcement Learning. The assumptions of the most commonly used credit assignment method are disadvantageous in tasks where the effects of decisions are not immediately evident. Furthermore, this method can only evaluate actions that have been selected by the agent, making it highly inefficient. Still, no alternative methods have been widely adopted in the field. Hindsight Credit Assignment is a promising, but still unexplored candidate, which aims to solve the problems of both long-term and counterfactual credit assignment. In this thesis, we empirically investigate Hindsight Credit Assignment to identify its main benefits, and key points to improve. Then, we apply it to factored state representations, and in particular to state representations based on the causal structure of the environment. In this setting, we propose a variant of Hindsight Credit Assignment that effectively exploits a given causal structure. We show that our modification greatly decreases the workload of Hindsight Credit Assignment, making it more efficient and enabling it to outperform the baseline credit assignment method on various tasks. This opens the way to other methods based on given or learned causal structures.
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加固学习在机器学习中推动了令人印象深刻的进步。同时,量子增强机学习算法使用量子退火的底层划伤。最近,已经提出了一种组合两个范例的多代理强化学习(MARL)架构。这种新的算法利用Q值近似的量子Boltzmann机器(QBMS)在收敛所需的时间步长方面具有优于常规的深度增强学习。但是,该算法仅限于单代理和小型2x2多代理网格域。在这项工作中,我们提出了对原始概念的延伸,以解决更具挑战性问题。类似于Classic DQN,我们添加了重播缓冲区的体验,并使用不同的网络来估计目标和策略值。实验结果表明,学习变得更加稳定,使代理能够在具有更高复杂性的网格域中找到最佳策略。此外,我们还评估参数共享如何影响多代理域中的代理行为。量子采样证明是一种有希望的加强学习任务的方法,但目前受到QPU尺寸的限制,因此通过输入和Boltzmann机器的大小。
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嘈杂的传感,不完美的控制和环境变化是许多现实世界机器人任务的定义特征。部分可观察到的马尔可夫决策过程(POMDP)提供了一个原则上的数学框架,用于建模和解决不确定性下的机器人决策和控制任务。在过去的十年中,它看到了许多成功的应用程序,涵盖了本地化和导航,搜索和跟踪,自动驾驶,多机器人系统,操纵和人类机器人交互。这项调查旨在弥合POMDP模型的开发与算法之间的差距,以及针对另一端的不同机器人决策任务的应用。它分析了这些任务的特征,并将它们与POMDP框架的数学和算法属性联系起来,以进行有效的建模和解决方案。对于从业者来说,调查提供了一些关键任务特征,以决定何时以及如何成功地将POMDP应用于机器人任务。对于POMDP算法设计师,该调查为将POMDP应用于机器人系统的独特挑战提供了新的见解,并指出了有希望的新方向进行进一步研究。
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