Many-agent Reinforcement Learning

Multi-agent reinforcement learning (RL) solves the problem of how each agent should behave optimally in a stochastic environment in which multiple agents are learning simultaneously. It is an interdisciplinary domain with a long history that lies in the joint area of psychology, control theory, game theory, reinforcement learning, and deep learning. Following the remarkable success of the AlphaGO series in single-agent RL, 2019 was a booming year that witnessed significant advances in multi-agent RL techniques; impressive breakthroughs have been made on developing AIs that outperform humans on many challenging tasks, especially multi-player video games. Nonetheless, one of the key challenges of multi-agent RL techniques is the scalability; it is still non-trivial to design efficient learning algorithms that can solve tasks including far more than two agents ($N \gg 2$), which I name by \emph{many-agent reinforcement learning} (MARL\footnote{I use the world of ``MARL" to denote multi-agent reinforcement learning with a particular focus on the cases of many agents; otherwise, it is denoted as ``Multi-Agent RL" by default.}) problems. In this thesis, I contribute to tackling MARL problems from four aspects. Firstly, I offer a self-contained overview of multi-agent RL techniques from a game-theoretical perspective. This overview fills the research gap that most of the existing work either fails to cover the recent advances since 2010 or does not pay adequate attention to game theory, which I believe is the cornerstone to solving many-agent learning problems. Secondly, I develop a tractable policy evaluation algorithm -- $\alpha^\alpha$-Rank -- in many-agent systems. The critical advantage of $\alpha^\alpha$-Rank is that it can compute the solution concept of $\alpha$-Rank tractably in multi-player general-sum games with no need to store the entire pay-off matrix. This is in contrast to classic solution concepts such as Nash equilibrium which is known to be $PPAD$-hard in even two-player cases. $\alpha^\alpha$-Rank allows us, for the first time, to practically conduct large-scale multi-agent evaluations. Thirdly, I introduce a scalable policy learning algorithm -- mean-field MARL -- in many-agent systems. The mean-field MARL method takes advantage of the mean-field approximation from physics, and it is the first provably convergent algorithm that tries to break the curse of dimensionality for MARL tasks. With the proposed algorithm, I report the first result of solving the Ising model and multi-agent battle games through a MARL approach. Fourthly, I investigate the many-agent learning problem in open-ended meta-games (i.e., the game of a game in the policy space). Specifically, I focus on modelling the behavioural diversity in meta-games, and developing algorithms that guarantee to enlarge diversity during training. The proposed metric based on determinantal point processes serves as the first mathematically rigorous definition for diversity. Importantly, the diversity-aware learning algorithms beat the existing state-of-the-art game solvers in terms of exploitability by a large margin. On top of the algorithmic developments, I also contribute two real-world applications of MARL techniques. Specifically, I demonstrate the great potential of applying MARL to study the emergent population dynamics in nature, and model diverse and realistic interactions in autonomous driving. Both applications embody the prospect that MARL techniques could achieve huge impacts in the real physical world, outside of purely video games

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Untangling hotel industry’s inefficiency: An SFA approach applied to a renowned Portuguese hotel chain

The present paper explores the technical efficiency of four hotels from Teixeira Duarte Group - a renowned Portuguese hotel chain. An efficiency ranking is established from these four hotel units located in Portugal using Stochastic Frontier Analysis. This methodology allows to discriminate between measurement error and systematic inefficiencies in the estimation process enabling to investigate the main inefficiency causes. Several suggestions concerning efficiency improvement are undertaken for each hotel studied.info:eu-repo/semantics/publishedVersio

Combining Features and Semantics for Low-level Computer Vision

Visual perception of depth and motion plays a significant role in understanding and navigating the environment. Reconstructing outdoor scenes in 3D and estimating the motion from video cameras are of utmost importance for applications like autonomous driving. The corresponding problems in computer vision have witnessed tremendous progress over the last decades, yet some aspects still remain challenging today. Striking examples are reflecting and textureless surfaces or large motions which cannot be easily recovered using traditional local methods. Further challenges include occlusions, large distortions and difficult lighting conditions. In this thesis, we propose to overcome these challenges by modeling non-local interactions leveraging semantics and contextual information. Firstly, for binocular stereo estimation, we propose to regularize over larger areas on the image using object-category specific disparity proposals which we sample using inverse graphics techniques based on a sparse disparity estimate and a semantic segmentation of the image. The disparity proposals encode the fact that objects of certain categories are not arbitrarily shaped but typically exhibit regular structures. We integrate them as non-local regularizer for the challenging object class 'car' into a superpixel-based graphical model and demonstrate its benefits especially in reflective regions. Secondly, for 3D reconstruction, we leverage the fact that the larger the reconstructed area, the more likely objects of similar type and shape will occur in the scene. This is particularly true for outdoor scenes where buildings and vehicles often suffer from missing texture or reflections, but share similarity in 3D shape. We take advantage of this shape similarity by localizing objects using detectors and jointly reconstructing them while learning a volumetric model of their shape. This allows to reduce noise while completing missing surfaces as objects of similar shape benefit from all observations for the respective category. Evaluations with respect to LIDAR ground-truth on a novel challenging suburban dataset show the advantages of modeling structural dependencies between objects. Finally, motivated by the success of deep learning techniques in matching problems, we present a method for learning context-aware features for solving optical flow using discrete optimization. Towards this goal, we present an efficient way of training a context network with a large receptive field size on top of a local network using dilated convolutions on patches. We perform feature matching by comparing each pixel in the reference image to every pixel in the target image, utilizing fast GPU matrix multiplication. The matching cost volume from the network's output forms the data term for discrete MAP inference in a pairwise Markov random field. Extensive evaluations reveal the importance of context for feature matching.Die visuelle Wahrnehmung von Tiefe und Bewegung spielt eine wichtige Rolle bei dem Verständnis und der Navigation in unserer Umwelt. Die 3D Rekonstruktion von Szenen im Freien und die Schätzung der Bewegung von Videokameras sind von größter Bedeutung für Anwendungen, wie das autonome Fahren. Die Erforschung der entsprechenden Probleme des maschinellen Sehens hat in den letzten Jahrzehnten enorme Fortschritte gemacht, jedoch bleiben einige Aspekte heute noch ungelöst. Beispiele hierfür sind reflektierende und texturlose Oberflächen oder große Bewegungen, bei denen herkömmliche lokale Methoden häufig scheitern. Weitere Herausforderungen sind niedrige Bildraten, Verdeckungen, große Verzerrungen und schwierige Lichtverhältnisse. In dieser Arbeit schlagen wir vor nicht-lokale Interaktionen zu modellieren, die semantische und kontextbezogene Informationen nutzen, um diese Herausforderungen zu meistern. Für die binokulare Stereo Schätzung schlagen wir zuallererst vor zusammenhängende Bereiche mit objektklassen-spezifischen Disparitäts Vorschlägen zu regularisieren, die wir mit inversen Grafik Techniken auf der Grundlage einer spärlichen Disparitätsschätzung und semantischen Segmentierung des Bildes erhalten. Die Disparitäts Vorschläge kodieren die Tatsache, dass die Gegenstände bestimmter Kategorien nicht willkürlich geformt sind, sondern typischerweise regelmäßige Strukturen aufweisen. Wir integrieren sie für die komplexe Objektklasse 'Auto' in Form eines nicht-lokalen Regularisierungsterm in ein Superpixel-basiertes grafisches Modell und zeigen die Vorteile vor allem in reflektierenden Bereichen. Zweitens nutzen wir für die 3D-Rekonstruktion die Tatsache, dass mit der Größe der rekonstruierten Fläche auch die Wahrscheinlichkeit steigt, Objekte von ähnlicher Art und Form in der Szene zu enthalten. Dies gilt besonders für Szenen im Freien, in denen Gebäude und Fahrzeuge oft vorkommen, die unter fehlender Textur oder Reflexionen leiden aber ähnlichkeit in der Form aufweisen. Wir nutzen diese ähnlichkeiten zur Lokalisierung von Objekten mit Detektoren und zur gemeinsamen Rekonstruktion indem ein volumetrisches Modell ihrer Form erlernt wird. Dies ermöglicht auftretendes Rauschen zu reduzieren, während fehlende Flächen vervollständigt werden, da Objekte ähnlicher Form von allen Beobachtungen der jeweiligen Kategorie profitieren. Die Evaluierung auf einem neuen, herausfordernden vorstädtischen Datensatz in Anbetracht von LIDAR-Entfernungsdaten zeigt die Vorteile der Modellierung von strukturellen Abhängigkeiten zwischen Objekten. Zuletzt, motiviert durch den Erfolg von Deep Learning Techniken bei der Mustererkennung, präsentieren wir eine Methode zum Erlernen von kontextbezogenen Merkmalen zur Lösung des optischen Flusses mittels diskreter Optimierung. Dazu stellen wir eine effiziente Methode vor um zusätzlich zu einem Lokalen Netzwerk ein Kontext-Netzwerk zu erlernen, das mit Hilfe von erweiterter Faltung auf Patches ein großes rezeptives Feld besitzt. Für das Feature Matching vergleichen wir mit schnellen GPU-Matrixmultiplikation jedes Pixel im Referenzbild mit jedem Pixel im Zielbild. Das aus dem Netzwerk resultierende Matching Kostenvolumen bildet den Datenterm für eine diskrete MAP Inferenz in einem paarweisen Markov Random Field. Eine umfangreiche Evaluierung zeigt die Relevanz des Kontextes für das Feature Matching

New Directions for Contact Integrators

Contact integrators are a family of geometric numerical schemes which guarantee the conservation of the contact structure. In this work we review the construction of both the variational and Hamiltonian versions of these methods. We illustrate some of the advantages of geometric integration in the dissipative setting by focusing on models inspired by recent studies in celestial mechanics and cosmology.Comment: To appear as Chapter 24 in GSI 2021, Springer LNCS 1282

Information Geometry

This Special Issue of the journal Entropy, titled “Information Geometry I”, contains a collection of 17 papers concerning the foundations and applications of information geometry. Based on a geometrical interpretation of probability, information geometry has become a rich mathematical field employing the methods of differential geometry. It has numerous applications to data science, physics, and neuroscience. Presenting original research, yet written in an accessible, tutorial style, this collection of papers will be useful for scientists who are new to the field, while providing an excellent reference for the more experienced researcher. Several papers are written by authorities in the field, and topics cover the foundations of information geometry, as well as applications to statistics, Bayesian inference, machine learning, complex systems, physics, and neuroscience

ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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NOVEL GRAPHICAL MODEL AND NEURAL NETWORK FRAMEWORKS FOR AUTOMATED SEIZURE DETECTION, TRACKING, AND LOCALIZATION IN FOCAL EPILEPSY

Epilepsy is a heterogenous neurological disorder characterized by recurring and unprovoked seizures. It is estimated that 60% of epilepsy patients suffer from focal epilepsy, where seizures originate from one or more discrete locations within the brain. After onset, focal seizure activity spreads, involving more regions in the cortex. Diagnosis and therapeutic planning for patients with focal epilepsy crucially depends on being able to detect epileptic activity as it starts and localize its origin. Due to the subtlety of seizure activity and the complex spatio-temporal propagation patterns of seizure activity, detection and localization of seizure by visual inspection is time-consuming and must be done by highly trained neurologists. In this thesis, we detail modeling approaches to identify and capture the spatio-temporal ictal propagation of focal epileptic seizures. Through novel multi-scale frameworks, information fusion between signal paths, and hybrid architectures, models that capture the underlying seizure propagation phenomena are developed. The first half relies on graphical modeling approaches to detect seizures and track their activity through the space of EEG electrodes. A coupled hidden Markov model approach to seizure propagation is described. This model is subsequently improved through the addition of convolutional neural network based likelihood functions, removing the reliance on hand designed feature extraction. Through the inclusion of a hierarchical switching chain and localization variables, the model is revised to capture multi-scale seizure onset and spreading information. In the second half of this thesis, end-to-end neural network architectures for seizure detection and localization are developed. First, combination convolutional and recurrent neural networks are used to identify seizure activity at the level of individual EEG channels. Through novel aggregation, the network is trained to recognize seizure activity, track its evolution, and coarsely localize seizure onset from lower resolution labels. Next, a multi-scale network capable of analyzing the global and electrode level signals is developed for challenging task of end-to-end seizure localization. Onset location maps are defined for each patient and an ensemble of weakly supervised loss functions are used in a multi-task learning framework to train the architecture