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Effective coordination is crucial to solve multi-agent collaborative (MAC) problems. While centralized reinforcement learning methods can optimally solve small MAC instances, they do not scale to large problems and they fail to generalize…
In this paper, we consider reinforcement learning of nonlinear systems with continuous state and action spaces. We present an episodic learning algorithm, where we for each episode use convex optimization to find a two-layer neural network…
Deep reinforcement learning has shown promise in various engineering applications, including vehicular traffic control. The non-stationary nature of traffic, especially in the lane-free environment with more degrees of freedom in vehicle…
Multi-view learning accomplishes the task objectives of classification by leverag-ing the relationships between different views of the same object. Most existing methods usually focus on consistency and complementarity between multiple…
Solving multi-objective optimization problems is important in various applications where users are interested in obtaining optimal policies subject to multiple, yet often conflicting objectives. A typical approach to obtain optimal policies…
We consider a multi-agent reinforcement learning problem where each agent seeks to maximize a shared reward while interacting with other agents, and they may or may not be able to communicate. Typically the agents do not have access to…
This paper proposes a multi-scale method to design a continuous-time distributed algorithm for constrained convex optimization problems by using multi-agents with Markov switched network dynamics and noisy inter-agent communications. Unlike…
Value-decomposition methods, which reduce the difficulty of a multi-agent system by decomposing the joint state-action space into local observation-action spaces, have become popular in cooperative multi-agent reinforcement learning (MARL).…
Factor analysis, often regarded as a Bayesian variant of matrix factorization, offers superior capabilities in capturing uncertainty, modeling complex dependencies, and ensuring robustness. As the deep learning era arrives, factor analysis…
In pursuit of reinforcement learning systems that could train in physical environments, we investigate multi-task approaches as a means to alleviate the need for massive data acquisition. In a tabular scenario where the Q-functions are…
Learning multimodal representations is a fundamentally complex research problem due to the presence of multiple heterogeneous sources of information. Although the presence of multiple modalities provides additional valuable information,…
We consider the problem of choosing a portfolio that maximizes the cumulative prospect theory (CPT) utility on an empirical distribution of asset returns. We show that while CPT utility is not a concave function of the portfolio weights, it…
In many real-world tasks, multiple agents must learn to coordinate with each other given their private observations and limited communication ability. Deep multiagent reinforcement learning (Deep-MARL) algorithms have shown superior…
In today's technology environment, information is abundant, dynamic, and heterogeneous in nature. Automated filtering and prioritization of information is based on the distinction between whether the information adds substantial value…
Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…
We study distributed composite optimization over networks: agents minimize a sum of smooth (strongly) convex functions, the agents' sum-utility, plus a nonsmooth (extended-valued) convex one. We propose a general unified algorithmic…
We propose a general technique for improving alternating optimization (AO) of nonconvex functions. Starting from the solution given by AO, we conduct another sequence of searches over subspaces that are both meaningful to the optimization…
Existing top-performance autonomous driving systems typically rely on the multi-modal fusion strategy for reliable scene understanding. This design is however fundamentally restricted due to overlooking the modality-specific strengths and…
In this work, we present a novel cooperative multi-agent reinforcement learning method called \textbf{Loc}ality based \textbf{Fac}torized \textbf{M}ulti-Agent \textbf{A}ctor-\textbf{C}ritic (Loc-FACMAC). Existing state-of-the-art…
Algorithms that exploit factored Markov decision processes are far more sample-efficient than factor-agnostic methods, yet they assume a factored representation is known a priori -- a requirement that breaks down when the agent sees only…