Xiaotian Hao, Jianye Hao, Chenjun Xiao, Kai Li, Dong Li.
AlphaZero and MuZero have achieved state-of-the-art (SOTA) performance in a wide range of domains, including board games and robotics, with discrete and continuous action spaces. However, to obtain an improved policy, they often require an excessively large number of simulations, especially for domains with large action spaces. As the simulation budget decreases, their performance drops significantly. In addition, many important real-world applications have combinatorial (or exponential) action spaces, making it infeasible to search directly over all possible actions. In this paper, we extend AlphaZero and MuZero to learn and plan in more complex multiagent Markov decision processes, where the action spaces increase exponentially with the number of agents. Our new algorithms, Multiagent Gumbel AlphaZero and Multiagent Gumbel MuZero, respectively without and with model learning, achieve SOTA performance on typical cooperative multiagent control problems and more challenging StarCraft II benchmarks, while reducing the number of environmental interactions by up to an order of magnitude compared to SOTA model-free approaches. In particular, we significantly improve prior performance when planning with much fewer simulation budgets. We will open-source the code sooner, hoping to accelerate the research of MCTS-based algorithms in wider communities.
Xiaotian Hao, Jianye Hao, Hangyu Mao, Weixun Wang, Yaodong Yang, Dong Li, Yan Zheng
The state space in Multiagent Reinforcement Learning (MARL) grows exponentially with the agent number. Such a curse of dimensionality results in poor scalability and low sample efficiency, inhibiting MARL for decades. To break this curse, we propose a unified agent permutation framework that exploits the permutation invariance (PI) and permutation equivariance (PE) inductive biases to reduce the multiagent state space. Our insight is that permuting the order of entities in the factored multiagent state space does not change the information. Specifically, we propose two novel implementations: a Dynamic Permutation Network (DPN) and a Hyper Policy Network (HPN). The core idea is to build separate entity-wise PI input and PE output network modules to connect the entity-factored state space and action space in an end-to-end way. DPN achieves such connections by two separate module selection networks, which consistently assign the same input module to the same input entity (guarantee PI) and assign the same output module to the same entity-related output (guarantee PE). To enhance the representation capability, HPN replaces the module selection networks of DPN with hypernetworks to directly generate the corresponding module weights. Extensive experiments in SMAC, SMACv2, Google Research Football, and MPE validate that the proposed methods significantly boost the performance and the learning efficiency of existing MARL algorithms. Remarkably, in SMAC, we achieve 100% win rates in almost all hard and super-hard scenarios (never achieved before).
Yi Ma*, Xiaotian Hao*, Jianye Hao, Jiawen Lu, Mingxuan Yuan, Zhaopeng Meng
The Dynamic Pickup and Delivery Problem (DPDP) is an essential problem in the logistics domain, which is NP-hard. The objective is to dynamically schedule vehicles among multiple sites to serve the online generated orders such that the overall transportation cost could be minimized. The critical challenge of DPDP is the orders are not known a priori, ie, the orders are dynamically generated in real-time. To address this problem, existing methods partition the overall DPDP into fixed-size sub-problems by caching online generated orders and solve each sub-problem, or on this basis to utilize the predicted future orders to optimize each sub-problem further. However, the solution quality and efficiency of these methods are unsatisfactory, especially when the problem scale is very large. In this paper, we propose a novel hierarchical optimization framework to better solve large-scale DPDPs. Specifically, we design an upper-level agent to dynamically partition the DPDP into a series of sub-problems with different scales to optimize vehicles routes towards globally better solutions. Besides, a lower-level agent is designed to efficiently solve each sub-problem by incorporating the strengths of classical operational research-based methods with reinforcement learning-based policies. To verify the effectiveness of the proposed framework, real historical data is collected from the order dispatching system of Huawei Supply Chain Business Unit and used to build a functional simulator. Extensive offline simulation and online testing conducted on the industrial order dispatching system justify the superior performance of our framework over existing baselines.
NeurIPS 2021. [Paper]
Xiaotian Hao, Zhaoqing Peng, Yi Ma, Junqi Jin, Jianye Hao, Rongquan Bai, Chuan Yu, Han Li, Jian Xu, Kun Gai.
In E-commerce, advertising is essential for merchants to reach their target users. The typical objective is to maximize the advertiser’s cumulative revenue over a period of time under a budget constraint. In real applications, an advertisement (ad) usually needs to be exposed to the same user multiple times until the user finally contributes revenue (eg, places an order). However, existing advertising systems mainly focus on the immediate revenue with single ad exposures, ignoring the contribution of each exposure to the final conversion, thus usually falls into suboptimal solutions. In this paper, we formulate the sequential advertising strategy optimization as a dynamic knapsack problem. We propose a theoretically guaranteed bilevel optimization framework, which significantly reduces the solution space of the original optimization space while ensuring the solution quality. To improve the exploration efficiency of reinforcement learning, we also devise an effective action space reduction approach. Extensive offline and online experiments show the superior performance of our approaches over state-of-the-art baselines in terms of cumulative revenue.
Xiaotian Hao, Junqi Jin, Jianye Hao, Jin Li, Weixun Wang, Han Li, Jian Xu, Kun Gai.
Bipartite b-matching is fundamental in algorithm design, and has been widely applied into economic markets, labor markets, etc. These practical problems usually exhibit two distinct features: large-scale and dynamic, which requires the matching algorithm to be repeatedly executed at regular intervals. However, existing exact and approximate algorithms usually fail in such settings due to either requiring intolerable running time or too much computation resource. To address this issue, we propose NeuSearcher which leverages the knowledge learned from previously instances to solve new problem instances. Specifically, we design a multichannel graph neural network to predict the threshold of the matched edges weights, by which the search region could be significantly reduced. We further propose a parallel heuristic search algorithm to iteratively improve the solution quality until convergence. Experiments on both open and industrial datasets demonstrate that NeuSearcher can speed up 2 to 3 times while achieving exactly the same matching solution compared with the state-of-the-art approximation approaches.
ICML 2020. [Paper]
Xiaotian Hao, Weixun Wang, Jianye Hao, Yaodong Yang.
Many tasks in practice require the collaboration of multiple agents through reinforcement learning. In general, cooperative multiagent reinforcement learning algorithms can be classified into two paradigms: Joint Action Learners (JALs) and Independent Learners (ILs). In many practical applications, agents are unable to observe other agents' actions and rewards, making JALs inapplicable. In this work, we focus on independent learning paradigm in which each agent makes decisions based on its local observations only. However, learning is challenging in independent settings due to the local viewpoints of all agents, which perceive the world as a non-stationary environment due to the concurrently exploring teammates. In this paper, we propose a novel framework called Independent Generative Adversarial Self-Imitation Learning (IGASIL) to address the coordination problems in fully cooperative multiagent environments. To the best of our knowledge, we are the first to combine self-imitation learning with generative adversarial imitation learning (GAIL) and apply it to cooperative multiagent systems. Besides, we put forward a Sub-Curriculum Experience Replay mechanism to pick out the past beneficial experiences as much as possible and accelerate the self-imitation learning process. Evaluations conducted in the testbed of StarCraft unit micromanagement and a commonly adopted benchmark show that our IGASIL produces state-of-the-art results and even outperforms JALs in terms of both convergence speed and final performance..
Weixun Wang（王维埙）, Yi Ma（马亿）, Hongyao Tang（汤宏垚）, Yaodong Yang（杨耀东）, Fei Ni（倪飞）, Yihai Duan（段义海）, Hangyu Mao（毛航宇）, Yan Zheng（郑岩）, Jianye Hao（郝建业副教授）
