A Causality-based Graphical Test to obtain an Optimal Blocking Set for Randomized Experiments

Randomized experiments are often performed to study the causal effects of interest. Blocking is a technique to precisely estimate the causal effects when the experimental material is not homogeneous. We formalize the problem of obtaining a statistically optimal set of covariates to be used to create blocks while performing a randomized experiment. We provide a graphical test to obtain such a set for a general semi-Markovian causal model. We also propose and provide ideas towards solving a more general problem of obtaining an optimal blocking set that considers both the statistical and economic costs of blocking.

On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints

We propose a new quadratic-programming-based method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved components models involving inequality constraints on the parameters. For instance, Chat et al. (2016) propose a new model of trend inflation with linear inequality constraints on the stochastic trend. We implement the proposed new method for this model and compare it to the existing approximation. We observe that the proposed new method works as good as the existing approximation in terms of the final trend estimates while achieving greater gains in terms of sample efficiency.

DeepFreight: A Model-free Deep-reinforcement-learning-based Algorithm for Multi-transfer Freight Delivery

With the freight delivery demands and shipping costs increasing rapidly, intelligent control of fleets to enable efficient and cost-conscious solutions becomes an important problem. In this paper, we propose DeepFreight, a model-free deep-reinforcement-learning-based algorithm for multi-transfer freight delivery, which includes two closely-collaborative components: truck-dispatch and package-matching. Specifically, a deep multi-agent reinforcement learning framework called QMIX is leveraged to learn a dispatch policy, with which we can obtain the multi-step joint dispatch decisions for the fleet with respect to the delivery requests. Then an efficient multi-transfer matching algorithm is executed to assign the delivery requests to the trucks. Also, DeepFreight is integrated with a Mixed-Integer Linear Programming optimizer for further optimization. The evaluation results show that the proposed system is highly scalable and ensures a 100% delivery success while maintaining low delivery time and fuel consumption.

FlexPool: A Distributed Model-Free Deep Reinforcement Learning Algorithm for Joint Passengers & Goods Transportation

The growth in online goods delivery is causing a dramatic surge in urban vehicle traffic from last-mile deliveries. On the other hand, ride-sharing has been on the rise with the success of ride-sharing platforms and increased research on using autonomous vehicle technologies for routing and matching. The future of urban mobility for passengers and goods relies on leveraging new methods that minimize operational costs and environmental footprints of transportation systems. This paper considers combining passenger transportation with goods delivery to improve vehicle-based transportation. Even though the problem has been studied with a defined dynamics model of the transportation system environment, this paper considers a model-free approach that has been demonstrated to be adaptable to new or erratic environment dynamics. We propose FlexPool, a distributed model-free deep reinforcement learning algorithm that jointly serves passengers & goods workloads by learning optimal dispatch policies from its interaction with the environment. The proposed algorithm pools passengers for a ride-sharing service and delivers goods using a multi-hop transit method. These flexibilities decrease the fleet's operational cost and environmental footprint while maintaining service levels for passengers and goods. Through simulations on a realistic multi-agent urban mobility platform, we demonstrate that FlexPool outperforms other model-free settings in serving the demands from passengers & goods. FlexPool achieves 30% higher fleet utilization and 35% higher fuel efficiency in comparison to (i) model-free approaches where vehicles transport a combination of passengers & goods without the use of multi-hop transit, and (ii) model-free approaches where vehicles exclusively transport either passengers or goods.