Multiagent Deep Reinforcement Learning: Challenges and Directions Towards Human-Like Approaches

This paper surveys the field of multiagent deep reinforcement learning. The combination of deep neural networks with reinforcement learning has gained increased traction in recent years and is slowly shifting the focus from single-agent to multiagent environments. Dealing with multiple agents is inherently more complex as (a) the future rewards depend on the joint actions of multiple players and (b) the computational complexity of functions increases. We present the most common multiagent problem representations and their main challenges, and identify five research areas that address one or more of these challenges: centralised training and decentralised execution, opponent modelling, communication, efficient coordination, and reward shaping. We find that many computational studies rely on unrealistic assumptions or are not generalisable to other settings; they struggle to overcome the curse of dimensionality or nonstationarity. Approaches from psychology and sociology capture promising relevant behaviours such as communication and coordination. We suggest that, for multiagent reinforcement learning to be successful, future research addresses these challenges with an interdisciplinary approach to open up new possibilities for more human-oriented solutions in multiagent reinforcement learning.Comment: 37 pages, 6 figure

Can Single Solution Optimisation Methods Be Structurally Biased?

open access articleThis paper investigates whether optimisation methods with the population made up of one solution can suffer from structural bias just like their multisolution variants. Following recent results highlighting the importance of choice of strategy for handling solutions generated outside the domain, a selection of single solution methods are considered in conjunction with several such strategies. Obtained results are tested for the presence of structural bias by means of a traditional approach from literature and a newly proposed here statistical approach. These two tests are demonstrated to be not fully consistent. All tested methods are found to be structurally biased with at least one of the tested strategies. Confirming results for multisolution methods, it is such strategy that is shown to control the emergence of structural bias in single solution methods. Some of the tested methods exhibit a kind of structural bias that has not been observed before

Modular Differential Evolution

New contributions in the field of iterative optimisation heuristics are often made in an iterative manner. Novel algorithmic ideas are not proposed in isolation, but usually as an extension of a preexisting algorithm. Although these contributions are often compared to the base algorithm, it is challenging to make fair comparisons between larger sets of algorithm variants. This happens because even small changes in the experimental setup, parameter settings, or implementation details can cause results to become incomparable. Modular algorithms offer a way to overcome these challenges. By implementing the algorithmic modifications into a common framework, many algorithm variants can be compared, while ensuring that implementation details match in all versions. In this work, we propose a version of a modular framework for the popular Differential Evolution (DE) algorithm. We show that this modular approach not only aids in comparison, but also allows for a much more detailed exploration of the space of possible DE variants. This is illustrated by showing that tuning the settings of modular DE vastly outperforms a set of commonly used DE versions which have been recreated in our framework. We then investigate these tuned algorithms in detail, highlighting the relation between modules and performance on particular problems

MA-VAE: Multi-head Attention-based Variational Autoencoder Approach for Anomaly Detection in Multivariate Time-series Applied to Automotive Endurance Powertrain Testing

A clear need for automatic anomaly detection applied to automotive testing has emerged as more and more attention is paid to the data recorded and manual evaluation by humans reaches its capacity. Such real-world data is massive, diverse, multivariate and temporal in nature, therefore requiring modelling of the testee behaviour. We propose a variational autoencoder with multi-head attention (MA-VAE), which, when trained on unlabelled data, not only provides very few false positives but also manages to detect the majority of the anomalies presented. In addition to that, the approach offers a novel way to avoid the bypass phenomenon, an undesirable behaviour investigated in literature. Lastly, the approach also introduces a new method to remap individual windows to a continuous time series. The results are presented in the context of a real-world industrial data set and several experiments are undertaken to further investigate certain aspects of the proposed model. When configured properly, it is 9% of the time wrong when an anomaly is flagged and discovers 67% of the anomalies present. Also, MA-VAE has the potential to perform well with only a fraction of the training and validation subset, however, to extract it, a more sophisticated threshold estimation method is required.Comment: Accepted in NCTA202

Analysis of modular CMA-ES on strict box-constrained problems in the SBOX-COST benchmarking suite

Box-constraints limit the domain of decision variables and are common in real-world optimization problems, for example, due to physical, natural or spatial limitations. Consequently, solutions violating a box-constraint may not be evaluable. This assumption is often ignored in the literature, e.g., existing benchmark suites, such as COCO/BBOB, allow the optimizer to evaluate infeasible solutions. This paper presents an initial study on the strict-box-constrained benchmarking suite (SBOX-COST), which is a variant of the well-known BBOB benchmark suite that enforces box-constraints by returning an invalid evaluation value for infeasible solutions. Specifically, we want to understand the performance difference between BBOB and SBOX-COST as a function of two initialization methods and six constraint-handling strategies all tested with modular CMA-ES. We find that, contrary to what may be expected, handling box-constraints by saturation is not always better than not handling them at all. However, across all BBOB functions, saturation is better than not handling, and the difference increases with the number of dimensions. Strictly enforcing box-constraints also has a clear negative effect on the performance of classical CMA-ES (with uniform random initialization and no constraint handling), especially as problem dimensionality increases

Multi-surrogate Assisted Efficient Global Optimization for Discrete Problems

Decades of progress in simulation-based surrogate-assisted optimization and unprecedented growth in computational power have enabled researchers and practitioners to optimize previously intractable complex engineering problems. This paper investigates the possible benefit of a concurrent utilization of multiple simulation-based surrogate models to solve complex discrete optimization problems. To fulfill this, the so-called Self-Adaptive Multi-surrogate Assisted Efficient Global Optimization algorithm (SAMA-DiEGO), which features a two-stage online model management strategy, is proposed and further benchmarked on fifteen binary-encoded combinatorial and fifteen ordinal problems against several state-of-the-art non-surrogate or single surrogate assisted optimization algorithms. Our findings indicate that SAMA-DiEGO can rapidly converge to better solutions on a majority of the test problems, which shows the feasibility and advantage of using multiple surrogate models in optimizing discrete problems

When to be Discrete: Analyzing Algorithm Performance on Discretized Continuous Problems

The domain of an optimization problem is seen as one of its most important characteristics. In particular, the distinction between continuous and discrete optimization is rather impactful. Based on this, the optimizing algorithm, analyzing method, and more are specified. However, in practice, no problem is ever truly continuous. Whether this is caused by computing limits or more tangible properties of the problem, most variables have a finite resolution. In this work, we use the notion of the resolution of continuous variables to discretize problems from the continuous domain. We explore how the resolution impacts the performance of continuous optimization algorithms. Through a mapping to integer space, we are able to compare these continuous optimizers to discrete algorithms on the exact same problems. We show that the standard $(\mu_W, \lambda)$-CMA-ES fails when discretization is added to the problem

Challenges of ELA-guided Function Evolution using Genetic Programming

Within the optimization community, the question of how to generate new optimization problems has been gaining traction in recent years. Within topics such as instance space analysis (ISA), the generation of new problems can provide new benchmarks which are not yet explored in existing research. Beyond that, this function generation can also be exploited for solving complex real-world optimization problems. By generating functions with similar properties to the target problem, we can create a robust test set for algorithm selection and configuration. However, the generation of functions with specific target properties remains challenging. While features exist to capture low-level landscape properties, they might not always capture the intended high-level features. We show that a genetic programming (GP) approach guided by these exploratory landscape analysis (ELA) properties is not always able to find satisfying functions. Our results suggest that careful considerations of the weighting of landscape properties, as well as the distance measure used, might be required to evolve functions that are sufficiently representative to the target landscape

Is there Anisotropy in Structural Bias?

The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.Structural Bias (SB) is an important type of algorithmic deficiency within iterative optimisation heuristics. However, methods for detecting structural bias have not yet fully matured, and recent studies have uncovered many interesting questions. One of these is the question of how structural bias can be related to anisotropy. Intuitively, an algorithm that is not isotropic would be considered structurally biased. However, there have been cases where algorithms appear to only show SB in some dimensions. As such, we investigate whether these algorithms actually exhibit anisotropy, and how this impacts the detection of SB. We find that anisotropy is very rare, and even in cases where it is present, there are clear tests for SB which do not rely on any assumptions of isotropy, so we can safely expand the suite of SB tests to encompass these kinds of deficiencies not found by the original tests. We propose several additional testing procedures for SB detection and aim to motivate further research into the creation of a robust portfolio of tests. This is crucial since no single test will be able to work effectively with all types of SB we identify