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Aug 18

TeLL-Drive: Enhancing Autonomous Driving with Teacher LLM-Guided Deep Reinforcement Learning

Although Deep Reinforcement Learning (DRL) and Large Language Models (LLMs) each show promise in addressing decision-making challenges in autonomous driving, DRL often suffers from high sample complexity, while LLMs have difficulty ensuring real-time decision making. To address these limitations, we propose TeLL-Drive, a hybrid framework that integrates a Teacher LLM to guide an attention-based Student DRL policy. By incorporating risk metrics, historical scenario retrieval, and domain heuristics into context-rich prompts, the LLM produces high-level driving strategies through chain-of-thought reasoning. A self-attention mechanism then fuses these strategies with the DRL agent's exploration, accelerating policy convergence and boosting robustness across diverse driving conditions. The experimental results, evaluated across multiple traffic scenarios, show that TeLL-Drive outperforms existing baseline methods, including other LLM-based approaches, in terms of success rates, average returns, and real-time feasibility. Ablation studies underscore the importance of each model component, especially the synergy between the attention mechanism and LLM-driven guidance. Finally, we build a virtual-real fusion experimental platform to verify the real-time performance, robustness, and reliability of the algorithm running on real vehicles through vehicle-in-loop experiments.

  • 7 authors
·
Feb 3, 2025

Asynchronous Parallel Reinforcement Learning for Optimizing Propulsive Performance in Fin Ray Control

Fish fin rays constitute a sophisticated control system for ray-finned fish, facilitating versatile locomotion within complex fluid environments. Despite extensive research on the kinematics and hydrodynamics of fish locomotion, the intricate control strategies in fin-ray actuation remain largely unexplored. While deep reinforcement learning (DRL) has demonstrated potential in managing complex nonlinear dynamics; its trial-and-error nature limits its application to problems involving computationally demanding environmental interactions. This study introduces a cutting-edge off-policy DRL algorithm, interacting with a fluid-structure interaction (FSI) environment to acquire intricate fin-ray control strategies tailored for various propulsive performance objectives. To enhance training efficiency and enable scalable parallelism, an innovative asynchronous parallel training (APT) strategy is proposed, which fully decouples FSI environment interactions and policy/value network optimization. The results demonstrated the success of the proposed method in discovering optimal complex policies for fin-ray actuation control, resulting in a superior propulsive performance compared to the optimal sinusoidal actuation function identified through a parametric grid search. The merit and effectiveness of the APT approach are also showcased through comprehensive comparison with conventional DRL training strategies in numerical experiments of controlling nonlinear dynamics.

  • 5 authors
·
Jan 20, 2024

Probabilistic Mixture-of-Experts for Efficient Deep Reinforcement Learning

Deep reinforcement learning (DRL) has successfully solved various problems recently, typically with a unimodal policy representation. However, grasping distinguishable skills for some tasks with non-unique optima can be essential for further improving its learning efficiency and performance, which may lead to a multimodal policy represented as a mixture-of-experts (MOE). To our best knowledge, present DRL algorithms for general utility do not deploy this method as policy function approximators due to the potential challenge in its differentiability for policy learning. In this work, we propose a probabilistic mixture-of-experts (PMOE) implemented with a Gaussian mixture model (GMM) for multimodal policy, together with a novel gradient estimator for the indifferentiability problem, which can be applied in generic off-policy and on-policy DRL algorithms using stochastic policies, e.g., Soft Actor-Critic (SAC) and Proximal Policy Optimisation (PPO). Experimental results testify the advantage of our method over unimodal polices and two different MOE methods, as well as a method of option frameworks, based on the above two types of DRL algorithms, on six MuJoCo tasks. Different gradient estimations for GMM like the reparameterisation trick (Gumbel-Softmax) and the score-ratio trick are also compared with our method. We further empirically demonstrate the distinguishable primitives learned with PMOE and show the benefits of our method in terms of exploration.

  • 5 authors
·
Apr 19, 2021

DRL-VO: Learning to Navigate Through Crowded Dynamic Scenes Using Velocity Obstacles

This paper proposes a novel learning-based control policy with strong generalizability to new environments that enables a mobile robot to navigate autonomously through spaces filled with both static obstacles and dense crowds of pedestrians. The policy uses a unique combination of input data to generate the desired steering angle and forward velocity: a short history of lidar data, kinematic data about nearby pedestrians, and a sub-goal point. The policy is trained in a reinforcement learning setting using a reward function that contains a novel term based on velocity obstacles to guide the robot to actively avoid pedestrians and move towards the goal. Through a series of 3D simulated experiments with up to 55 pedestrians, this control policy is able to achieve a better balance between collision avoidance and speed (i.e., higher success rate and faster average speed) than state-of-the-art model-based and learning-based policies, and it also generalizes better to different crowd sizes and unseen environments. An extensive series of hardware experiments demonstrate the ability of this policy to directly work in different real-world environments with different crowd sizes with zero retraining. Furthermore, a series of simulated and hardware experiments show that the control policy also works in highly constrained static environments on a different robot platform without any additional training. Lastly, several important lessons that can be applied to other robot learning systems are summarized. Multimedia demonstrations are available at https://www.youtube.com/watch?v=KneELRT8GzU&list=PLouWbAcP4zIvPgaARrV223lf2eiSR-eSS.

Deep Policy Networks for NPC Behaviors that Adapt to Changing Design Parameters in Roguelike Games

Recent advances in Deep Reinforcement Learning (DRL) have largely focused on improving the performance of agents with the aim of replacing humans in known and well-defined environments. The use of these techniques as a game design tool for video game production, where the aim is instead to create Non-Player Character (NPC) behaviors, has received relatively little attention until recently. Turn-based strategy games like Roguelikes, for example, present unique challenges to DRL. In particular, the categorical nature of their complex game state, composed of many entities with different attributes, requires agents able to learn how to compare and prioritize these entities. Moreover, this complexity often leads to agents that overfit to states seen during training and that are unable to generalize in the face of design changes made during development. In this paper we propose two network architectures which, when combined with a procedural loot generation system, are able to better handle complex categorical state spaces and to mitigate the need for retraining forced by design decisions. The first is based on a dense embedding of the categorical input space that abstracts the discrete observation model and renders trained agents more able to generalize. The second proposed architecture is more general and is based on a Transformer network able to reason relationally about input and input attributes. Our experimental evaluation demonstrates that new agents have better adaptation capacity with respect to a baseline architecture, making this framework more robust to dynamic gameplay changes during development. Based on the results shown in this paper, we believe that these solutions represent a step forward towards making DRL more accessible to the gaming industry.

  • 3 authors
·
Dec 7, 2020

Deep Reinforcement Learning for Inventory Networks: Toward Reliable Policy Optimization

We argue that inventory management presents unique opportunities for the reliable application of deep reinforcement learning (DRL). To enable this, we emphasize and test two complementary techniques. The first is Hindsight Differentiable Policy Optimization (HDPO), which uses pathwise gradients from offline counterfactual simulations to directly and efficiently optimize policy performance. Unlike standard policy gradient methods that rely on high-variance score-function estimators, HDPO computes gradients by differentiating through the known system dynamics. Via extensive benchmarking, we show that HDPO recovers near-optimal policies in settings with known or bounded optima, is more robust than variants of the REINFORCE algorithm, and significantly outperforms generalized newsvendor heuristics on problems using real time series data. Our second technique aligns neural policy architectures with the topology of the inventory network. We exploit Graph Neural Networks (GNNs) as a natural inductive bias for encoding supply chain structure, demonstrate that they can represent optimal and near-optimal policies in two theoretical settings, and empirically show that they reduce data requirements across six diverse inventory problems. A key obstacle to progress in this area is the lack of standardized benchmark problems. To address this gap, we open-source a suite of benchmark environments, along with our full codebase, to promote transparency and reproducibility. All resources are available at github.com/MatiasAlvo/Neural_inventory_control.

  • 4 authors
·
Jun 19, 2023

TempoRL: laser pulse temporal shape optimization with Deep Reinforcement Learning

High Power Laser's (HPL) optimal performance is essential for the success of a wide variety of experimental tasks related to light-matter interactions. Traditionally, HPL parameters are optimised in an automated fashion relying on black-box numerical methods. However, these can be demanding in terms of computational resources and usually disregard transient and complex dynamics. Model-free Deep Reinforcement Learning (DRL) offers a promising alternative framework for optimising HPL performance since it allows to tune the control parameters as a function of system states subject to nonlinear temporal dynamics without requiring an explicit dynamics model of those. Furthermore, DRL aims to find an optimal control policy rather than a static parameter configuration, particularly suitable for dynamic processes involving sequential decision-making. This is particularly relevant as laser systems are typically characterised by dynamic rather than static traits. Hence the need for a strategy to choose the control applied based on the current context instead of one single optimal control configuration. This paper investigates the potential of DRL in improving the efficiency and safety of HPL control systems. We apply this technique to optimise the temporal profile of laser pulses in the L1 pump laser hosted at the ELI Beamlines facility. We show how to adapt DRL to the setting of spectral phase control by solely tuning dispersion coefficients of the spectral phase and reaching pulses similar to transform limited with full-width at half-maximum (FWHM) of ca1.6 ps.

  • 5 authors
·
Apr 20, 2023

Pretty darn good control: when are approximate solutions better than approximate models

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities directly, researchers have typically sought to simplify models to fit optimal control methods. But when is the optimal solution to an approximate, stylized model better than an approximate solution to a more accurate model? While this question has largely gone unanswered owing to the difficulty of finding even approximate solutions for complex models, recent algorithmic and computational advances in deep reinforcement learning (DRL) might finally allow us to address these questions. DRL methods have to date been applied primarily in the context of games or robotic mechanics, which operate under precisely known rules. Here, we demonstrate the ability for DRL algorithms using deep neural networks to successfully approximate solutions (the "policy function" or control rule) in a non-linear three-variable model for a fishery without knowing or ever attempting to infer a model for the process itself. We find that the reinforcement learning agent discovers an effective simplification of the problem to obtain an interpretable control rule. We show that the policy obtained with DRL is both more profitable and more sustainable than any constant mortality policy -- the standard family of policies considered in fishery management.

  • 5 authors
·
Aug 25, 2023

Meta Automatic Curriculum Learning

A major challenge in the Deep RL (DRL) community is to train agents able to generalize their control policy over situations never seen in training. Training on diverse tasks has been identified as a key ingredient for good generalization, which pushed researchers towards using rich procedural task generation systems controlled through complex continuous parameter spaces. In such complex task spaces, it is essential to rely on some form of Automatic Curriculum Learning (ACL) to adapt the task sampling distribution to a given learning agent, instead of randomly sampling tasks, as many could end up being either trivial or unfeasible. Since it is hard to get prior knowledge on such task spaces, many ACL algorithms explore the task space to detect progress niches over time, a costly tabula-rasa process that needs to be performed for each new learning agents, although they might have similarities in their capabilities profiles. To address this limitation, we introduce the concept of Meta-ACL, and formalize it in the context of black-box RL learners, i.e. algorithms seeking to generalize curriculum generation to an (unknown) distribution of learners. In this work, we present AGAIN, a first instantiation of Meta-ACL, and showcase its benefits for curriculum generation over classical ACL in multiple simulated environments including procedurally generated parkour environments with learners of varying morphologies. Videos and code are available at https://sites.google.com/view/meta-acl .

  • 4 authors
·
Nov 16, 2020

SINDy-RL: Interpretable and Efficient Model-Based Reinforcement Learning

Deep reinforcement learning (DRL) has shown significant promise for uncovering sophisticated control policies that interact in environments with complicated dynamics, such as stabilizing the magnetohydrodynamics of a tokamak fusion reactor or minimizing the drag force exerted on an object in a fluid flow. However, these algorithms require an abundance of training examples and may become prohibitively expensive for many applications. In addition, the reliance on deep neural networks often results in an uninterpretable, black-box policy that may be too computationally expensive to use with certain embedded systems. Recent advances in sparse dictionary learning, such as the sparse identification of nonlinear dynamics (SINDy), have shown promise for creating efficient and interpretable data-driven models in the low-data regime. In this work we introduce SINDy-RL, a unifying framework for combining SINDy and DRL to create efficient, interpretable, and trustworthy representations of the dynamics model, reward function, and control policy. We demonstrate the effectiveness of our approaches on benchmark control environments and challenging fluids problems. SINDy-RL achieves comparable performance to state-of-the-art DRL algorithms using significantly fewer interactions in the environment and results in an interpretable control policy orders of magnitude smaller than a deep neural network policy.

  • 4 authors
·
Mar 14, 2024

Cloud-Edge Training Architecture for Sim-to-Real Deep Reinforcement Learning

Deep reinforcement learning (DRL) is a promising approach to solve complex control tasks by learning policies through interactions with the environment. However, the training of DRL policies requires large amounts of training experiences, making it impractical to learn the policy directly on physical systems. Sim-to-real approaches leverage simulations to pretrain DRL policies and then deploy them in the real world. Unfortunately, the direct real-world deployment of pretrained policies usually suffers from performance deterioration due to the different dynamics, known as the reality gap. Recent sim-to-real methods, such as domain randomization and domain adaptation, focus on improving the robustness of the pretrained agents. Nevertheless, the simulation-trained policies often need to be tuned with real-world data to reach optimal performance, which is challenging due to the high cost of real-world samples. This work proposes a distributed cloud-edge architecture to train DRL agents in the real world in real-time. In the architecture, the inference and training are assigned to the edge and cloud, separating the real-time control loop from the computationally expensive training loop. To overcome the reality gap, our architecture exploits sim-to-real transfer strategies to continue the training of simulation-pretrained agents on a physical system. We demonstrate its applicability on a physical inverted-pendulum control system, analyzing critical parameters. The real-world experiments show that our architecture can adapt the pretrained DRL agents to unseen dynamics consistently and efficiently.

  • 4 authors
·
Jul 27, 2022

Deep Reinforcement Learning meets Graph Neural Networks: exploring a routing optimization use case

Deep Reinforcement Learning (DRL) has shown a dramatic improvement in decision-making and automated control problems. Consequently, DRL represents a promising technique to efficiently solve many relevant optimization problems (e.g., routing) in self-driving networks. However, existing DRL-based solutions applied to networking fail to generalize, which means that they are not able to operate properly when applied to network topologies not observed during training. This lack of generalization capability significantly hinders the deployment of DRL technologies in production networks. This is because state-of-the-art DRL-based networking solutions use standard neural networks (e.g., fully connected, convolutional), which are not suited to learn from information structured as graphs. In this paper, we integrate Graph Neural Networks (GNN) into DRL agents and we design a problem specific action space to enable generalization. GNNs are Deep Learning models inherently designed to generalize over graphs of different sizes and structures. This allows the proposed GNN-based DRL agent to learn and generalize over arbitrary network topologies. We test our DRL+GNN agent in a routing optimization use case in optical networks and evaluate it on 180 and 232 unseen synthetic and real-world network topologies respectively. The results show that the DRL+GNN agent is able to outperform state-of-the-art solutions in topologies never seen during training.

  • 5 authors
·
Oct 6, 2022

The Impact of Task Underspecification in Evaluating Deep Reinforcement Learning

Evaluations of Deep Reinforcement Learning (DRL) methods are an integral part of scientific progress of the field. Beyond designing DRL methods for general intelligence, designing task-specific methods is becoming increasingly prominent for real-world applications. In these settings, the standard evaluation practice involves using a few instances of Markov Decision Processes (MDPs) to represent the task. However, many tasks induce a large family of MDPs owing to variations in the underlying environment, particularly in real-world contexts. For example, in traffic signal control, variations may stem from intersection geometries and traffic flow levels. The select MDP instances may thus inadvertently cause overfitting, lacking the statistical power to draw conclusions about the method's true performance across the family. In this article, we augment DRL evaluations to consider parameterized families of MDPs. We show that in comparison to evaluating DRL methods on select MDP instances, evaluating the MDP family often yields a substantially different relative ranking of methods, casting doubt on what methods should be considered state-of-the-art. We validate this phenomenon in standard control benchmarks and the real-world application of traffic signal control. At the same time, we show that accurately evaluating on an MDP family is nontrivial. Overall, this work identifies new challenges for empirical rigor in reinforcement learning, especially as the outcomes of DRL trickle into downstream decision-making.

  • 5 authors
·
Oct 16, 2022

Deep Reinforcement Learning for ESG financial portfolio management

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation. We leveraged an Advantage Actor-Critic (A2C) agent and conducted our experiments using environments encoded within the OpenAI Gym, adapted from the FinRL platform. The study includes a comparative analysis of DRL agent performance under standard Dow Jones Industrial Average (DJIA) market conditions and a scenario where returns are regulated in line with company ESG scores. In the ESG-regulated market, grants were proportionally allotted to portfolios based on their returns and ESG scores, while taxes were assigned to portfolios below the mean ESG score of the index. The results intriguingly reveal that the DRL agent within the ESG-regulated market outperforms the standard DJIA market setup. Furthermore, we considered the inclusion of ESG variables in the agent state space, and compared this with scenarios where such data were excluded. This comparison adds to the understanding of the role of ESG factors in portfolio management decision-making. We also analyze the behaviour of the DRL agent in IBEX 35 and NASDAQ-100 indexes. Both the A2C and Proximal Policy Optimization (PPO) algorithms were applied to these additional markets, providing a broader perspective on the generalization of our findings. This work contributes to the evolving field of ESG investing, suggesting that market regulation based on ESG scoring can potentially improve DRL-based portfolio management, with significant implications for sustainable investing strategies.

  • 3 authors
·
Jun 19, 2023

A Survey on Explainable Reinforcement Learning: Concepts, Algorithms, Challenges

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over a wide spectrum of complex control tasks. Despite the encouraging results achieved, the deep neural network-based backbone is widely deemed as a black box that impedes practitioners to trust and employ trained agents in realistic scenarios where high security and reliability are essential. To alleviate this issue, a large volume of literature devoted to shedding light on the inner workings of the intelligent agents has been proposed, by constructing intrinsic interpretability or post-hoc explainability. In this survey, we provide a comprehensive review of existing works on eXplainable RL (XRL) and introduce a new taxonomy where prior works are clearly categorized into model-explaining, reward-explaining, state-explaining, and task-explaining methods. We also review and highlight RL methods that conversely leverage human knowledge to promote learning efficiency and performance of agents while this kind of method is often ignored in XRL field. Some challenges and opportunities in XRL are discussed. This survey intends to provide a high-level summarization of XRL and to motivate future research on more effective XRL solutions. Corresponding open source codes are collected and categorized at https://github.com/Plankson/awesome-explainable-reinforcement-learning.

  • 7 authors
·
Nov 12, 2022

Deep Reinforcement Learning for Optimal Portfolio Allocation: A Comparative Study with Mean-Variance Optimization

Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio optimization is a key component that involves allocating the portfolio assets so as to maximize returns while minimizing risk taken. It is typically carried out by financial professionals who use a combination of quantitative techniques and investment expertise to make decisions about the portfolio allocation. Recent applications of Deep Reinforcement Learning (DRL) have shown promising results when used to optimize portfolio allocation by training model-free agents on historical market data. Many of these methods compare their results against basic benchmarks or other state-of-the-art DRL agents but often fail to compare their performance against traditional methods used by financial professionals in practical settings. One of the most commonly used methods for this task is Mean-Variance Portfolio Optimization (MVO), which uses historical time series information to estimate expected asset returns and covariances, which are then used to optimize for an investment objective. Our work is a thorough comparison between model-free DRL and MVO for optimal portfolio allocation. We detail the specifics of how to make DRL for portfolio optimization work in practice, also noting the adjustments needed for MVO. Backtest results demonstrate strong performance of the DRL agent across many metrics, including Sharpe ratio, maximum drawdowns, and absolute returns.

  • 4 authors
·
Feb 19

Collision Avoidance and Navigation for a Quadrotor Swarm Using End-to-end Deep Reinforcement Learning

End-to-end deep reinforcement learning (DRL) for quadrotor control promises many benefits -- easy deployment, task generalization and real-time execution capability. Prior end-to-end DRL-based methods have showcased the ability to deploy learned controllers onto single quadrotors or quadrotor teams maneuvering in simple, obstacle-free environments. However, the addition of obstacles increases the number of possible interactions exponentially, thereby increasing the difficulty of training RL policies. In this work, we propose an end-to-end DRL approach to control quadrotor swarms in environments with obstacles. We provide our agents a curriculum and a replay buffer of the clipped collision episodes to improve performance in obstacle-rich environments. We implement an attention mechanism to attend to the neighbor robots and obstacle interactions - the first successful demonstration of this mechanism on policies for swarm behavior deployed on severely compute-constrained hardware. Our work is the first work that demonstrates the possibility of learning neighbor-avoiding and obstacle-avoiding control policies trained with end-to-end DRL that transfers zero-shot to real quadrotors. Our approach scales to 32 robots with 80% obstacle density in simulation and 8 robots with 20% obstacle density in physical deployment. Video demonstrations are available on the project website at: https://sites.google.com/view/obst-avoid-swarm-rl.

  • 6 authors
·
Sep 23, 2023

Dataset Reset Policy Optimization for RLHF

Reinforcement Learning (RL) from Human Preference-based feedback is a popular paradigm for fine-tuning generative models, which has produced impressive models such as GPT-4 and Claude3 Opus. This framework often consists of two steps: learning a reward model from an offline preference dataset followed by running online RL to optimize the learned reward model. In this work, leveraging the idea of reset, we propose a new RLHF algorithm with provable guarantees. Motivated by the fact that offline preference dataset provides informative states (i.e., data that is preferred by the labelers), our new algorithm, Dataset Reset Policy Optimization (DR-PO), integrates the existing offline preference dataset into the online policy training procedure via dataset reset: it directly resets the policy optimizer to the states in the offline dataset, instead of always starting from the initial state distribution. In theory, we show that DR-PO learns to perform at least as good as any policy that is covered by the offline dataset under general function approximation with finite sample complexity. In experiments, we demonstrate that on both the TL;DR summarization and the Anthropic Helpful Harmful (HH) dataset, the generation from DR-PO is better than that from Proximal Policy Optimization (PPO) and Direction Preference Optimization (DPO), under the metric of GPT4 win-rate. Code for this work can be found at https://github.com/Cornell-RL/drpo.

  • 7 authors
·
Apr 12, 2024

A Novel Bifurcation Method for Observation Perturbation Attacks on Reinforcement Learning Agents: Load Altering Attacks on a Cyber Physical Power System

Components of cyber physical systems, which affect real-world processes, are often exposed to the internet. Replacing conventional control methods with Deep Reinforcement Learning (DRL) in energy systems is an active area of research, as these systems become increasingly complex with the advent of renewable energy sources and the desire to improve their efficiency. Artificial Neural Networks (ANN) are vulnerable to specific perturbations of their inputs or features, called adversarial examples. These perturbations are difficult to detect when properly regularized, but have significant effects on the ANN's output. Because DRL uses ANN to map optimal actions to observations, they are similarly vulnerable to adversarial examples. This work proposes a novel attack technique for continuous control using Group Difference Logits loss with a bifurcation layer. By combining aspects of targeted and untargeted attacks, the attack significantly increases the impact compared to an untargeted attack, with drastically smaller distortions than an optimally targeted attack. We demonstrate the impacts of powerful gradient-based attacks in a realistic smart energy environment, show how the impacts change with different DRL agents and training procedures, and use statistical and time-series analysis to evaluate attacks' stealth. The results show that adversarial attacks can have significant impacts on DRL controllers, and constraining an attack's perturbations makes it difficult to detect. However, certain DRL architectures are far more robust, and robust training methods can further reduce the impact.

  • 3 authors
·
Jul 6, 2024

Exploring a Physics-Informed Decision Transformer for Distribution System Restoration: Methodology and Performance Analysis

Driven by advancements in sensing and computing, deep reinforcement learning (DRL)-based methods have demonstrated significant potential in effectively tackling distribution system restoration (DSR) challenges under uncertain operational scenarios. However, the data-intensive nature of DRL poses obstacles in achieving satisfactory DSR solutions for large-scale, complex distribution systems. Inspired by the transformative impact of emerging foundation models, including large language models (LLMs), across various domains, this paper explores an innovative approach harnessing LLMs' powerful computing capabilities to address scalability challenges inherent in conventional DRL methods for solving DSR. To our knowledge, this study represents the first exploration of foundation models, including LLMs, in revolutionizing conventional DRL applications in power system operations. Our contributions are twofold: 1) introducing a novel LLM-powered Physics-Informed Decision Transformer (PIDT) framework that leverages LLMs to transform conventional DRL methods for DSR operations, and 2) conducting comparative studies to assess the performance of the proposed LLM-powered PIDT framework at its initial development stage for solving DSR problems. While our primary focus in this paper is on DSR operations, the proposed PIDT framework can be generalized to optimize sequential decision-making across various power system operations.

  • 4 authors
·
Jun 30, 2024

Deep Reinforcement Learning for Job Scheduling and Resource Management in Cloud Computing: An Algorithm-Level Review

Cloud computing has revolutionized the provisioning of computing resources, offering scalable, flexible, and on-demand services to meet the diverse requirements of modern applications. At the heart of efficient cloud operations are job scheduling and resource management, which are critical for optimizing system performance and ensuring timely and cost-effective service delivery. However, the dynamic and heterogeneous nature of cloud environments presents significant challenges for these tasks, as workloads and resource availability can fluctuate unpredictably. Traditional approaches, including heuristic and meta-heuristic algorithms, often struggle to adapt to these real-time changes due to their reliance on static models or predefined rules. Deep Reinforcement Learning (DRL) has emerged as a promising solution to these challenges by enabling systems to learn and adapt policies based on continuous observations of the environment, facilitating intelligent and responsive decision-making. This survey provides a comprehensive review of DRL-based algorithms for job scheduling and resource management in cloud computing, analyzing their methodologies, performance metrics, and practical applications. We also highlight emerging trends and future research directions, offering valuable insights into leveraging DRL to advance both job scheduling and resource management in cloud computing.

  • 8 authors
·
Jan 1, 2025

Advancing Investment Frontiers: Industry-grade Deep Reinforcement Learning for Portfolio Optimization

This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our robust framework that not only merges advanced DRL algorithms with modern computational techniques but also emphasizes stringent statistical analysis, software engineering and regulatory compliance. To the best of our knowledge, this is the first study integrating financial Reinforcement Learning with sim-to-real methodologies from robotics and mathematical physics, thus enriching our frameworks and arguments with this unique perspective. Our research culminates with the introduction of AlphaOptimizerNet, a proprietary Reinforcement Learning agent (and corresponding library). Developed from a synthesis of state-of-the-art (SOTA) literature and our unique interdisciplinary methodology, AlphaOptimizerNet demonstrates encouraging risk-return optimization across various asset classes with realistic constraints. These preliminary results underscore the practical efficacy of our frameworks. As the finance sector increasingly gravitates towards advanced algorithmic solutions, our study bridges theoretical advancements with real-world applicability, offering a template for ensuring safety and robust standards in this technologically driven future.

  • 2 authors
·
Feb 27, 2024

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade, at what price, and what quantity involves error-prone and arduous development and debugging. In this paper, we introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies. Along with easily-reproducible tutorials, FinRL library allows users to streamline their own developments and to compare with existing schemes easily. Within FinRL, virtual environments are configured with stock market datasets, trading agents are trained with neural networks, and extensive backtesting is analyzed via trading performance. Moreover, it incorporates important trading constraints such as transaction cost, market liquidity and the investor's degree of risk-aversion. FinRL is featured with completeness, hands-on tutorial and reproducibility that favors beginners: (i) at multiple levels of time granularity, FinRL simulates trading environments across various stock markets, including NASDAQ-100, DJIA, S&P 500, HSI, SSE 50, and CSI 300; (ii) organized in a layered architecture with modular structure, FinRL provides fine-tuned state-of-the-art DRL algorithms (DQN, DDPG, PPO, SAC, A2C, TD3, etc.), commonly-used reward functions and standard evaluation baselines to alleviate the debugging workloads and promote the reproducibility, and (iii) being highly extendable, FinRL reserves a complete set of user-import interfaces. Furthermore, we incorporated three application demonstrations, namely single stock trading, multiple stock trading, and portfolio allocation. The FinRL library will be available on Github at link https://github.com/AI4Finance-LLC/FinRL-Library.

  • 7 authors
·
Nov 18, 2020

SERL: A Software Suite for Sample-Efficient Robotic Reinforcement Learning

In recent years, significant progress has been made in the field of robotic reinforcement learning (RL), enabling methods that handle complex image observations, train in the real world, and incorporate auxiliary data, such as demonstrations and prior experience. However, despite these advances, robotic RL remains hard to use. It is acknowledged among practitioners that the particular implementation details of these algorithms are often just as important (if not more so) for performance as the choice of algorithm. We posit that a significant challenge to widespread adoption of robotic RL, as well as further development of robotic RL methods, is the comparative inaccessibility of such methods. To address this challenge, we developed a carefully implemented library containing a sample efficient off-policy deep RL method, together with methods for computing rewards and resetting the environment, a high-quality controller for a widely-adopted robot, and a number of challenging example tasks. We provide this library as a resource for the community, describe its design choices, and present experimental results. Perhaps surprisingly, we find that our implementation can achieve very efficient learning, acquiring policies for PCB board assembly, cable routing, and object relocation between 25 to 50 minutes of training per policy on average, improving over state-of-the-art results reported for similar tasks in the literature. These policies achieve perfect or near-perfect success rates, extreme robustness even under perturbations, and exhibit emergent recovery and correction behaviors. We hope that these promising results and our high-quality open-source implementation will provide a tool for the robotics community to facilitate further developments in robotic RL. Our code, documentation, and videos can be found at https://serl-robot.github.io/

  • 10 authors
·
Jan 29, 2024 1