Auto-bidding in real-time auctions via Oracle Imitation Learning (OIL)

Online advertising has become one of the most successful business models of the internet era. Impression opportunities are typically allocated through real-time auctions, where advertisers bid to secure advertisement slots. Deciding the best bid for an impression opportunity is challenging, due to the stochastic nature of user behavior and the variability of advertisement traffic over time. In this work, we propose a framework for training auto-bidding agents in multi-slot second-price auctions to maximize acquisitions (e.g., clicks, conversions) while adhering to budget and cost-per-acquisition (CPA) constraints. We exploit the insight that, after an advertisement campaign concludes, determining the optimal bids for each impression opportunity can be framed as a multiple-choice knapsack problem (MCKP) with a nonlinear objective. We propose an "oracle" algorithm that identifies a near-optimal combination of impression opportunities and advertisement slots, considering both past and future advertisement traffic data. This oracle solution serves as a training target for a student network which bids having access only to real-time information, a method we term Oracle Imitation Learning (OIL). Through numerical experiments, we demonstrate that OIL achieves superior performance compared to both online and offline reinforcement learning algorithms, offering improved sample efficiency. Notably, OIL shifts the complexity of training auto-bidding agents from crafting sophisticated learning algorithms to solving a nonlinear constrained optimization problem efficiently.

Latent Exploration for Reinforcement Learning

In Reinforcement Learning, agents learn policies by exploring and interacting with the environment. Due to the curse of dimensionality, learning policies that map high-dimensional sensory input to motor output is particularly challenging. During training, state of the art methods (SAC, PPO, etc.) explore the environment by perturbing the actuation with independent Gaussian noise. While this unstructured exploration has proven successful in numerous tasks, it ought to be suboptimal for overactuated systems. When multiple actuators, such as motors or muscles, drive behavior, uncorrelated perturbations risk diminishing each other's effect, or modifying the behavior in a task-irrelevant way. While solutions to introduce time correlation across action perturbations exist, introducing correlation across actuators has been largely ignored. Here, we propose LATent TIme-Correlated Exploration (Lattice), a method to inject temporally-correlated noise into the latent state of the policy network, which can be seamlessly integrated with on- and off-policy algorithms. We demonstrate that the noisy actions generated by perturbing the network's activations can be modeled as a multivariate Gaussian distribution with a full covariance matrix. In the PyBullet locomotion tasks, Lattice-SAC achieves state of the art results, and reaches 18% higher reward than unstructured exploration in the Humanoid environment. In the musculoskeletal control environments of MyoSuite, Lattice-PPO achieves higher reward in most reaching and object manipulation tasks, while also finding more energy-efficient policies with reductions of 20-60%. Overall, we demonstrate the effectiveness of structured action noise in time and actuator space for complex motor control tasks.

DMAP: a Distributed Morphological Attention Policy for Learning to Locomote with a Changing Body

Biological and artificial agents need to deal with constant changes in the real world. We study this problem in four classical continuous control environments, augmented with morphological perturbations. Learning to locomote when the length and the thickness of different body parts vary is challenging, as the control policy is required to adapt to the morphology to successfully balance and advance the agent. We show that a control policy based on the proprioceptive state performs poorly with highly variable body configurations, while an (oracle) agent with access to a learned encoding of the perturbation performs significantly better. We introduce DMAP, a biologically-inspired, attention-based policy network architecture. DMAP combines independent proprioceptive processing, a distributed policy with individual controllers for each joint, and an attention mechanism, to dynamically gate sensory information from different body parts to different controllers. Despite not having access to the (hidden) morphology information, DMAP can be trained end-to-end in all the considered environments, overall matching or surpassing the performance of an oracle agent. Thus DMAP, implementing principles from biological motor control, provides a strong inductive bias for learning challenging sensorimotor tasks. Overall, our work corroborates the power of these principles in challenging locomotion tasks.