Zipeng Dai

David Mguni, Aivar Sootla, Juliusz Ziomek et al. · oxford

Many real-world settings involve costs for performing actions; transaction costs in financial systems and fuel costs being common examples. In these settings, performing actions at each time step quickly accumulates costs leading to vastly suboptimal outcomes. Additionally, repeatedly acting produces wear and tear and ultimately, damage. Determining \textit{when to act} is crucial for achieving successful outcomes and yet, the challenge of efficiently \textit{learning} to behave optimally when actions incur minimally bounded costs remains unresolved. In this paper, we introduce a reinforcement learning (RL) framework named \textbf{L}earnable \textbf{I}mpulse \textbf{C}ontrol \textbf{R}einforcement \textbf{A}lgorithm (LICRA), for learning to optimally select both when to act and which actions to take when actions incur costs. At the core of LICRA is a nested structure that combines RL and a form of policy known as \textit{impulse control} which learns to maximise objectives when actions incur costs. We prove that LICRA, which seamlessly adopts any RL method, converges to policies that optimally select when to perform actions and their optimal magnitudes. We then augment LICRA to handle problems in which the agent can perform at most $k<\infty$ actions and more generally, faces a budget constraint. We show LICRA learns the optimal value function and ensures budget constraints are satisfied almost surely. We demonstrate empirically LICRA's superior performance against benchmark RL methods in OpenAI gym's \textit{Lunar Lander} and in \textit{Highway} environments and a variant of the Merton portfolio problem within finance.

Taher Jafferjee, Juliusz Ziomek, Tianpei Yang et al. · oxford

Centralised training with decentralised execution (CT-DE) serves as the foundation of many leading multi-agent reinforcement learning (MARL) algorithms. Despite its popularity, it suffers from a critical drawback due to its reliance on learning from a single sample of the joint-action at a given state. As agents explore and update their policies during training, these single samples may poorly represent the actual joint-policy of the system of agents leading to high variance gradient estimates that hinder learning. To address this problem, we propose an enhancement tool that accommodates any actor-critic MARL method. Our framework, Performance Enhancing Reinforcement Learning Apparatus (PERLA), introduces a sampling technique of the agents' joint-policy into the critics while the agents train. This leads to TD updates that closely approximate the true expected value under the current joint-policy rather than estimates from a single sample of the joint-action at a given state. This produces low variance and precise estimates of expected returns, minimising the variance in the critic estimators which typically hinders learning. Moreover, as we demonstrate, by eliminating much of the critic variance from the single sampling of the joint policy, PERLA enables CT-DE methods to scale more efficiently with the number of agents. Theoretically, we prove that PERLA reduces variance in value estimates similar to that of decentralised training while maintaining the benefits of centralised training. Empirically, we demonstrate PERLA's superior performance and ability to reduce estimator variance in a range of benchmarks including Multi-agent Mujoco, and StarCraft II Multi-agent Challenge.

Chenxu Wang, Yonggang Jin, Cheng Hu et al.

Adapting a single agent to a new multi-agent system brings challenges, necessitating adjustments across various tasks, environments, and interactions with unknown teammates and opponents. Addressing this challenge is highly complex, and researchers have proposed two simplified scenarios, Multi-agent reinforcement learning for zero-shot learning and Ad-Hoc Teamwork. Building on these foundations, we propose a more comprehensive setting, Agent Collaborative-Competitive Adaptation (ACCA), which evaluates an agent to generalize across diverse scenarios, tasks, and interactions with both unfamiliar opponents and teammates. In ACCA, agents adjust to task and environmental changes, collaborate with unseen teammates, and compete against unknown opponents. We introduce a new modeling approach, Multi-Retrieval and Dynamic Generation (MRDG), that effectively models both teammates and opponents using their behavioral trajectories. This method incorporates a positional encoder for varying team sizes and a hypernetwork module to boost agents' learning and adaptive capabilities. Additionally, a viewpoint alignment module harmonizes the observational perspectives of retrieved teammates and opponents with the learning agent. Extensive tests in benchmark scenarios like SMAC, Overcooked-AI, and Melting Pot show that MRDG significantly improves robust collaboration and competition with unseen teammates and opponents, surpassing established baselines. Our code is available at: https://github.com/vcis-wangchenxu/MRDG.git

Hao Wang, Bo Tang, Chi Harold Liu et al.

Online display advertising platforms service numerous advertisers by providing real-time bidding (RTB) for the scale of billions of ad requests every day. The bidding strategy handles ad requests cross multiple channels to maximize the number of clicks under the set financial constraints, i.e., total budget and cost-per-click (CPC), etc. Different from existing works mainly focusing on single channel bidding, we explicitly consider cross-channel constrained bidding with budget allocation. Specifically, we propose a hierarchical offline deep reinforcement learning (DRL) framework called ``HiBid'', consisted of a high-level planner equipped with auxiliary loss for non-competitive budget allocation, and a data augmentation enhanced low-level executor for adaptive bidding strategy in response to allocated budgets. Additionally, a CPC-guided action selection mechanism is introduced to satisfy the cross-channel CPC constraint. Through extensive experiments on both the large-scale log data and online A/B testing, we confirm that HiBid outperforms six baselines in terms of the number of clicks, CPC satisfactory ratio, and return-on-investment (ROI). We also deploy HiBid on Meituan advertising platform to already service tens of thousands of advertisers every day.

Zhen Chen, Yong Liao, Youpeng Zhao et al.

Cooperative Multi-Agent Reinforcement Learning (CMARL) strategies are well known to be vulnerable to adversarial perturbations. Previous works on adversarial attacks have primarily focused on white-box attacks that directly perturb the states or actions of victim agents, often in scenarios with a limited number of attacks. However, gaining complete access to victim agents in real-world environments is exceedingly difficult. To create more realistic adversarial attacks, we introduce a novel method that involves injecting traitor agents into the CMARL system. We model this problem as a Traitor Markov Decision Process (TMDP), where traitors cannot directly attack the victim agents but can influence their formation or positioning through collisions. In TMDP, traitors are trained using the same MARL algorithm as the victim agents, with their reward function set as the negative of the victim agents' reward. Despite this, the training efficiency for traitors remains low because it is challenging for them to directly associate their actions with the victim agents' rewards. To address this issue, we propose the Curiosity-Driven Adversarial Attack (CuDA2) framework. CuDA2 enhances the efficiency and aggressiveness of attacks on the specified victim agents' policies while maintaining the optimal policy invariance of the traitors. Specifically, we employ a pre-trained Random Network Distillation (RND) module, where the extra reward generated by the RND module encourages traitors to explore states unencountered by the victim agents. Extensive experiments on various scenarios from SMAC demonstrate that our CuDA2 framework offers comparable or superior adversarial attack capabilities compared to other baselines.