Procedural Generation of Algorithm Discovery Tasks in Machine Learning

Automating the development of machine learning algorithms has the potential to unlock new breakthroughs. However, our ability to improve and evaluate algorithm discovery systems has thus far been limited by existing task suites. They suffer from many issues, such as: poor evaluation methodologies; data contamination; and containing saturated or very similar problems. Here, we introduce DiscoGen, a procedural generator of algorithm discovery tasks for machine learning, such as developing optimisers for reinforcement learning or loss functions for image classification. Motivated by the success of procedural generation in reinforcement learning, DiscoGen spans millions of tasks of varying difficulty and complexity from a range of machine learning fields. These tasks are specified by a small number of configuration parameters and can be used to optimise algorithm discovery agents (ADAs). We present DiscoBench, a benchmark consisting of a fixed, small subset of DiscoGen tasks for principled evaluation of ADAs. Finally, we propose a number of ambitious, impactful research directions enabled by DiscoGen, in addition to experiments demonstrating its use for prompt optimisation of an ADA. DiscoGen is released open-source at https://github.com/AlexGoldie/discogen.

Recurrent Structural Policy Gradient for Partially Observable Mean Field Games

Mean Field Games (MFGs) provide a principled framework for modeling interactions in large population models: at scale, population dynamics become deterministic, with uncertainty entering only through aggregate shocks, or common noise. However, algorithmic progress has been limited since model-free methods are too high variance and exact methods scale poorly. Recent Hybrid Structural Methods (HSMs) use Monte Carlo rollouts for the common noise in combination with exact estimation of the expected return, conditioned on those samples. However, HSMs have not been scaled to Partially Observable settings. We propose Recurrent Structural Policy Gradient (RSPG), the first history-aware HSM for settings involving public information. We also introduce MFAX, our JAX-based framework for MFGs. By leveraging known transition dynamics, RSPG achieves state-of-the-art performance as well as an order-of-magnitude faster convergence and solves, for the first time, a macroeconomics MFG with heterogeneous agents, common noise and history-aware policies. MFAX is publicly available at: https://github.com/CWibault/mfax.

SOReL and TOReL: Two Methods for Fully Offline Reinforcement Learning

Sample efficiency remains a major obstacle for real world adoption of reinforcement learning (RL): success has been limited to settings where simulators provide access to essentially unlimited environment interactions, which in reality are typically costly or dangerous to obtain. Offline RL in principle offers a solution by exploiting offline data to learn a near-optimal policy before deployment. In practice, however, current offline RL methods rely on extensive online interactions for hyperparameter tuning, and have no reliable bound on their initial online performance. To address these two issues, we introduce two algorithms. Firstly, SOReL: an algorithm for safe offline reinforcement learning. Using only offline data, our Bayesian approach infers a posterior over environment dynamics to obtain a reliable estimate of the online performance via the posterior predictive uncertainty. Crucially, all hyperparameters are also tuned fully offline. Secondly, we introduce TOReL: a tuning for offline reinforcement learning algorithm that extends our information rate based offline hyperparameter tuning methods to general offline RL approaches. Our empirical evaluation confirms SOReL's ability to accurately estimate regret in the Bayesian setting whilst TOReL's offline hyperparameter tuning achieves competitive performance with the best online hyperparameter tuning methods using only offline data. Thus, SOReL and TOReL make a significant step towards safe and reliable offline RL, unlocking the potential for RL in the real world. Our implementations are publicly available: https://github.com/CWibault/sorel\_torel.