arXiv subjects

Guoliang Fan

Publications and source records attributed to Guoliang Fan.

29 records · Page 2Linked to original sources

arXiv2023

Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning

In high-dimensional time-series analysis, it is essential to have a set of key factors (namely, the style factors) that explain the change of the observed variable. For example, volatility modeling in finance relies on a set of risk factors, and climate change studies in climatology rely on a set of causal factors. The ideal low-dimensional style factors should balance significance (with high explanatory power) and stability (consistent, no significant fluctuations). However, previous supervised and unsupervised feature extraction methods can hardly address the tradeoff. In this paper, we propose Style Miner, a reinforcement learning method to generate style factors. We first formulate the problem as a Constrained Markov Decision Process with explanatory power as the return and stability as the constraint. Then, we design fine-grained immediate rewards and costs and use a Lagrangian heuristic to balance them adaptively. Experiments on real-world financial data sets show that Style Miner outperforms existing learning-based methods by a large margin and achieves a relatively 10% gain in R-squared explanatory power compared to the industry-renowned factors proposed by human experts.

cs.LG↗

arXiv2022

HAVEN: Hierarchical Cooperative Multi-Agent Reinforcement Learning with Dual Coordination Mechanism

Recently, some challenging tasks in multi-agent systems have been solved by some hierarchical reinforcement learning methods. Inspired by the intra-level and inter-level coordination in the human nervous system, we propose a novel value decomposition framework HAVEN based on hierarchical reinforcement learning for fully cooperative multi-agent problems. To address the instability arising from the concurrent optimization of policies between various levels and agents, we introduce the dual coordination mechanism of inter-level and inter-agent strategies by designing reward functions in a two-level hierarchy. HAVEN does not require domain knowledge and pre-training, and can be applied to any value decomposition variant. Our method achieves desirable results on different decentralized partially observable Markov decision process domains and outperforms other popular multi-agent hierarchical reinforcement learning algorithms.

cs.MA↗

arXiv2022

Mingling Foresight with Imagination: Model-Based Cooperative Multi-Agent Reinforcement Learning

Recently, model-based agents have achieved better performance than model-free ones using the same computational budget and training time in single-agent environments. However, due to the complexity of multi-agent systems, it is tough to learn the model of the environment. The significant compounding error may hinder the learning process when model-based methods are applied to multi-agent tasks. This paper proposes an implicit model-based multi-agent reinforcement learning method based on value decomposition methods. Under this method, agents can interact with the learned virtual environment and evaluate the current state value according to imagined future states in the latent space, making agents have the foresight. Our approach can be applied to any multi-agent value decomposition method. The experimental results show that our method improves the sample efficiency in different partially observable Markov decision process domains.

cs.MA↗

arXiv2022

Consensus Learning for Cooperative Multi-Agent Reinforcement Learning

Almost all multi-agent reinforcement learning algorithms without communication follow the principle of centralized training with decentralized execution. During centralized training, agents can be guided by the same signals, such as the global state. During decentralized execution, however, agents lack the shared signal. Inspired by viewpoint invariance and contrastive learning, we propose consensus learning for cooperative multi-agent reinforcement learning in this paper. Although based on local observations, different agents can infer the same consensus in discrete space. During decentralized execution, we feed the inferred consensus as an explicit input to the network of agents, thereby developing their spirit of cooperation. Our proposed method can be extended to various multi-agent reinforcement learning algorithms with small model changes. Moreover, we carry out them on some fully cooperative tasks and get convincing results.

cs.MA↗

arXiv2022

Efficient Policy Generation in Multi-Agent Systems via Hypergraph Neural Network

The application of deep reinforcement learning in multi-agent systems introduces extra challenges. In a scenario with numerous agents, one of the most important concerns currently being addressed is how to develop sufficient collaboration between diverse agents. To address this problem, we consider the form of agent interaction based on neighborhood and propose a multi-agent reinforcement learning (MARL) algorithm based on the actor-critic method, which can adaptively construct the hypergraph structure representing the agent interaction and further implement effective information extraction and representation learning through hypergraph convolution networks, leading to effective cooperation. Based on different hypergraph generation methods, we present two variants: Actor Hypergraph Convolutional Critic Network (HGAC) and Actor Attention Hypergraph Critic Network (ATT-HGAC). Experiments with different settings demonstrate the advantages of our approach over other existing methods.

cs.AI↗

arXiv2022

Cooperative Multi-Agent Reinforcement Learning with Hypergraph Convolution

Recent years have witnessed the great success of multi-agent systems (MAS). Value decomposition, which decomposes joint action values into individual action values, has been an important work in MAS. However, many value decomposition methods ignore the coordination among different agents, leading to the notorious "lazy agents" problem. To enhance the coordination in MAS, this paper proposes HyperGraph CoNvolution MIX (HGCN-MIX), a method that incorporates hypergraph convolution with value decomposition. HGCN-MIX models agents as well as their relationships as a hypergraph, where agents are nodes and hyperedges among nodes indicate that the corresponding agents can coordinate to achieve larger rewards. Then, it trains a hypergraph that can capture the collaborative relationships among agents. Leveraging the learned hypergraph to consider how other agents' observations and actions affect their decisions, the agents in a MAS can better coordinate. We evaluate HGCN-MIX in the StarCraft II multi-agent challenge benchmark. The experimental results demonstrate that HGCN-MIX can train joint policies that outperform or achieve a similar level of performance as the current state-of-the-art techniques. We also observe that HGCN-MIX has an even more significant improvement of performance in the scenarios with a large amount of agents. Besides, we conduct additional analysis to emphasize that when the hypergraph learns more relationships, HGCN-MIX can train stronger joint policies.

cs.AI↗

arXiv2021

SIDE: State Inference for Partially Observable Cooperative Multi-Agent Reinforcement Learning

As one of the solutions to the decentralized partially observable Markov decision process (Dec-POMDP) problems, the value decomposition method has achieved significant results recently. However, most value decomposition methods require the fully observable state of the environment during training, but this is not feasible in some scenarios where only incomplete and noisy observations can be obtained. Therefore, we propose a novel value decomposition framework, named State Inference for value DEcomposition (SIDE), which eliminates the need to know the global state by simultaneously seeking solutions to the two problems of optimal control and state inference. SIDE can be extended to any value decomposition method to tackle partially observable problems. By comparing with the performance of different algorithms in StarCraft II micromanagement tasks, we verified that though without accessible states, SIDE can infer the current state that contributes to the reinforcement learning process based on past local observations and even achieve superior results to many baselines in some complex scenarios.

cs.MA↗

arXiv2021

The $f$-Divergence Reinforcement Learning Framework

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement Learning (FRL)}. In FRL, the policy evaluation and policy improvement phases are simultaneously performed by minimizing the $f$-divergence between the learning policy and sampling policy, which is distinct from conventional DRL algorithms that aim to maximize the expected cumulative rewards. We theoretically prove that minimizing such $f$-divergence can make the learning policy converge to the optimal policy. Besides, we convert the process of training agents in FRL framework to a saddle-point optimization problem with a specific $f$ function through Fenchel conjugate, which forms new methods for policy evaluation and policy improvement. Through mathematical proofs and empirical evaluation, we demonstrate that the FRL framework has two advantages: (1) policy evaluation and policy improvement processes are performed simultaneously and (2) the issues of overestimating value function are naturally alleviated. To evaluate the effectiveness of the FRL framework, we conduct experiments on Atari 2600 video games and show that agents trained in the FRL framework match or surpass the baseline DRL algorithms.

cs.LG↗

arXiv2021

MMD-MIX: Value Function Factorisation with Maximum Mean Discrepancy for Cooperative Multi-Agent Reinforcement Learning

In the real world, many tasks require multiple agents to cooperate with each other under the condition of local observations. To solve such problems, many multi-agent reinforcement learning methods based on Centralized Training with Decentralized Execution have been proposed. One representative class of work is value decomposition, which decomposes the global joint Q-value $Q_\text{jt}$ into individual Q-values $Q_a$ to guide individuals' behaviors, e.g. VDN (Value-Decomposition Networks) and QMIX. However, these baselines often ignore the randomness in the situation. We propose MMD-MIX, a method that combines distributional reinforcement learning and value decomposition to alleviate the above weaknesses. Besides, to improve data sampling efficiency, we were inspired by REM (Random Ensemble Mixture) which is a robust RL algorithm to explicitly introduce randomness into the MMD-MIX. The experiments demonstrate that MMD-MIX outperforms prior baselines in the StarCraft Multi-Agent Challenge (SMAC) environment.

cs.MA↗

arXiv2021

Learning to Coordinate via Multiple Graph Neural Networks

The collaboration between agents has gradually become an important topic in multi-agent systems. The key is how to efficiently solve the credit assignment problems. This paper introduces MGAN for collaborative multi-agent reinforcement learning, a new algorithm that combines graph convolutional networks and value-decomposition methods. MGAN learns the representation of agents from different perspectives through multiple graph networks, and realizes the proper allocation of attention between all agents. We show the amazing ability of the graph network in representation learning by visualizing the output of the graph network, and therefore improve interpretability for the actions of each agent in the multi-agent system.

cs.MA↗

arXiv2018

A generalized parametric 3D shape representation for articulated pose estimation

We present a novel parametric 3D shape representation, Generalized sum of Gaussians (G-SoG), which is particularly suitable for pose estimation of articulated objects. Compared with the original sum-of-Gaussians (SoG), G-SoG can handle both isotropic and anisotropic Gaussians, leading to a more flexible and adaptable shape representation yet with much fewer anisotropic Gaussians involved. An articulated shape template can be developed by embedding G-SoG in a tree-structured skeleton model to represent an articulated object. We further derive a differentiable similarity function between G-SoG (the template) and SoG (observed data) that can be optimized analytically for efficient pose estimation. The experimental results on a standard human pose estimation dataset show the effectiveness and advantages of G-SoG over the original SoG as well as the promise compared with the recent algorithms that use more complicated shape models.

cs.CV↗