Reinforcement Learning for Solving Stochastic Vehicle Routing Problem

This study addresses a gap in the utilization of Reinforcement Learning (RL) and Machine Learning (ML) techniques in solving the Stochastic Vehicle Routing Problem (SVRP) that involves the challenging task of optimizing vehicle routes under uncertain conditions. We propose a novel end-to-end framework that comprehensively addresses the key sources of stochasticity in SVRP and utilizes an RL agent with a simple yet effective architecture and a tailored training method. Through comparative analysis, our proposed model demonstrates superior performance compared to a widely adopted state-of-the-art metaheuristic, achieving a significant 3.43% reduction in travel costs. Furthermore, the model exhibits robustness across diverse SVRP settings, highlighting its adaptability and ability to learn optimal routing strategies in varying environments. The publicly available implementation of our framework serves as a valuable resource for future research endeavors aimed at advancing RL-based solutions for SVRP.

Regularization of the policy updates for stabilizing Mean Field Games

This work studies non-cooperative Multi-Agent Reinforcement Learning (MARL) where multiple agents interact in the same environment and whose goal is to maximize the individual returns. Challenges arise when scaling up the number of agents due to the resultant non-stationarity that the many agents introduce. In order to address this issue, Mean Field Games (MFG) rely on the symmetry and homogeneity assumptions to approximate games with very large populations. Recently, deep Reinforcement Learning has been used to scale MFG to games with larger number of states. Current methods rely on smoothing techniques such as averaging the q-values or the updates on the mean-field distribution. This work presents a different approach to stabilize the learning based on proximal updates on the mean-field policy. We name our algorithm Mean Field Proximal Policy Optimization (MF-PPO), and we empirically show the effectiveness of our method in the OpenSpiel framework.

MAHTM: A Multi-Agent Framework for Hierarchical Transactive Microgrids

Integrating variable renewable energy into the grid has posed challenges to system operators in achieving optimal trade-offs among energy availability, cost affordability, and pollution controllability. This paper proposes a multi-agent reinforcement learning framework for managing energy transactions in microgrids. The framework addresses the challenges above: it seeks to optimize the usage of available resources by minimizing the carbon footprint while benefiting all stakeholders. The proposed architecture consists of three layers of agents, each pursuing different objectives. The first layer, comprised of prosumers and consumers, minimizes the total energy cost. The other two layers control the energy price to decrease the carbon impact while balancing the consumption and production of both renewable and conventional energy. This framework also takes into account fluctuations in energy demand and supply.

Learning to generalize Dispatching rules on the Job Shop Scheduling

This paper introduces a Reinforcement Learning approach to better generalize heuristic dispatching rules on the Job-shop Scheduling Problem (JSP). Current models on the JSP do not focus on generalization, although, as we show in this work, this is key to learning better heuristics on the problem. A well-known technique to improve generalization is to learn on increasingly complex instances using Curriculum Learning (CL). However, as many works in the literature indicate, this technique might suffer from catastrophic forgetting when transferring the learned skills between different problem sizes. To address this issue, we introduce a novel Adversarial Curriculum Learning (ACL) strategy, which dynamically adjusts the difficulty level during the learning process to revisit the worst-performing instances. This work also presents a deep learning model to solve the JSP, which is equivariant w.r.t. the job definition and size-agnostic. Conducted experiments on Taillard's and Demirkol's instances show that the presented approach significantly improves the current state-of-the-art models on the JSP. It reduces the average optimality gap from 19.35\% to 10.46\% on Taillard's instances and from 38.43\% to 18.85\% on Demirkol's instances. Our implementation is available online.

Learning to Control under Time-Varying Environment

This paper investigates the problem of regret minimization in linear time-varying (LTV) dynamical systems. Due to the simultaneous presence of uncertainty and non-stationarity, designing online control algorithms for unknown LTV systems remains a challenging task. At a cost of NP-hard offline planning, prior works have introduced online convex optimization algorithms, although they suffer from nonparametric rate of regret. In this paper, we propose the first computationally tractable online algorithm with regret guarantees that avoids offline planning over the state linear feedback policies. Our algorithm is based on the optimism in the face of uncertainty (OFU) principle in which we optimistically select the best model in a high confidence region. Our algorithm is then more explorative when compared to previous approaches. To overcome non-stationarity, we propose either a restarting strategy (R-OFU) or a sliding window (SW-OFU) strategy. With proper configuration, our algorithm is attains sublinear regret $O(T^{2/3})$. These algorithms utilize data from the current phase for tracking variations on the system dynamics. We corroborate our theoretical findings with numerical experiments, which highlight the effectiveness of our methods. To the best of our knowledge, our study establishes the first model-based online algorithm with regret guarantees under LTV dynamical systems.

Robustness Analysis of Classification Using Recurrent Neural Networks with Perturbed Sequential Input

For a given stable recurrent neural network (RNN) that is trained to perform a classification task using sequential inputs, we quantify explicit robustness bounds as a function of trainable weight matrices. The sequential inputs can be perturbed in various ways, e.g., streaming images can be deformed due to robot motion or imperfect camera lens. Using the notion of the Voronoi diagram and Lipschitz properties of stable RNNs, we provide a thorough analysis and characterize the maximum allowable perturbations while guaranteeing the full accuracy of the classification task. We illustrate and validate our theoretical results using a map dataset with clouds as well as the MNIST dataset.

Distributed Learning With Sparsified Gradient Differences

A very large number of communications are typically required to solve distributed learning tasks, and this critically limits scalability and convergence speed in wireless communications applications. In this paper, we devise a Gradient Descent method with Sparsification and Error Correction (GD-SEC) to improve the communications efficiency in a general worker-server architecture. Motivated by a variety of wireless communications learning scenarios, GD-SEC reduces the number of bits per communication from worker to server with no degradation in the order of the convergence rate. This enables larger-scale model learning without sacrificing convergence or accuracy. At each iteration of GD-SEC, instead of directly transmitting the entire gradient vector, each worker computes the difference between its current gradient and a linear combination of its previously transmitted gradients, and then transmits the sparsified gradient difference to the server. A key feature of GD-SEC is that any given component of the gradient difference vector will not be transmitted if its magnitude is not sufficiently large. An error correction technique is used at each worker to compensate for the error resulting from sparsification. We prove that GD-SEC is guaranteed to converge for strongly convex, convex, and nonconvex optimization problems with the same order of convergence rate as GD. Furthermore, if the objective function is strongly convex, GD-SEC has a fast linear convergence rate. Numerical results not only validate the convergence rate of GD-SEC but also explore the communication bit savings it provides. Given a target accuracy, GD-SEC can significantly reduce the communications load compared to the best existing algorithms without slowing down the optimization process.

Improving Text-to-Image Synthesis Using Contrastive Learning

The goal of text-to-image synthesis is to generate a visually realistic image that matches a given text description. In practice, the captions annotated by humans for the same image have large variance in terms of contents and the choice of words. The linguistic discrepancy between the captions of the identical image leads to the synthetic images deviating from the ground truth. To address this issue, we propose a contrastive learning approach to improve the quality and enhance the semantic consistency of synthetic images. In the pre-training stage, we utilize the contrastive learning approach to learn the consistent textual representations for the captions corresponding to the same image. Furthermore, in the following stage of GAN training, we employ the contrastive learning method to enhance the consistency between the generated images from the captions related to the same image. We evaluate our approach over two popular text-to-image synthesis models, AttnGAN and DM-GAN, on datasets CUB and COCO, respectively. Experimental results have shown that our approach can effectively improve the quality of synthetic images in terms of three metrics: IS, FID and R-precision. Especially, on the challenging COCO dataset, our approach boosts the FID significantly by 29.60% over AttnGAn and by 21.96% over DM-GAN.

CoCoA: A General Framework for Communication-Efficient Distributed Optimization

The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient communication scheme and is applicable to a wide variety of problems in machine learning and signal processing. We extend the framework to cover general non-strongly-convex regularizers, including L1-regularized problems like lasso, sparse logistic regression, and elastic net regularization, and show how earlier work can be derived as a special case. We provide convergence guarantees for the class of convex regularized loss minimization objectives, leveraging a novel approach in handling non-strongly-convex regularizers and non-smooth loss functions. The resulting framework has markedly improved performance over state-of-the-art methods, as we illustrate with an extensive set of experiments on real distributed datasets.