Efficient Reinforcement Learning for Global Decision Making in the Presence of Local Agents at Scale

We study reinforcement learning for global decision-making in the presence of many local agents, where the global decision-maker makes decisions affecting all local agents, and the objective is to learn a policy that maximizes the rewards of both the global and the local agents. Such problems find many applications, e.g. demand response, EV charging, queueing, etc. In this setting, scalability has been a long-standing challenge due to the size of the state/action space which can be exponential in the number of agents. This work proposes the SUB-SAMPLE-Q algorithm where the global agent subsamples $k\leq n$ local agents to compute an optimal policy in time that is only exponential in $k$, providing an exponential speedup from standard methods that are exponential in $n$. We show that the learned policy converges to the optimal policy in the order of $\tilde{O}(1/\sqrt{k}+\epsilon_{k,m})$ as the number of sub-sampled agents $k$ increases, where $\epsilon_{k,m}$ is the Bellman noise. We also conduct numerical simulations in a demand-response setting and a queueing setting.

Identifying Chemicals Through Dimensionality Reduction

Civilizations have tried to make drinking water safe to consume for thousands of years. The process of determining water contaminants has evolved with the complexity of the contaminants due to pesticides and heavy metals. The routine procedure to determine water safety is to use targeted analysis which searches for specific substances from some known list; however, we do not explicitly know which substances should be on this list. Before experimentally determining which substances are contaminants, how do we answer the sampling problem of identifying all the substances in the water? Here, we present an approach that builds on the work of Jaanus Liigand et al., which used non-targeted analysis that conducts a broader search on the sample to develop a random-forest regression model, to predict the names of all the substances in a sample, as well as their respective concentrations[1]. This work utilizes techniques from dimensionality reduction and linear decompositions to present a more accurate model using data from the European Massbank Metabolome Library to produce a global list of chemicals that researchers can then identify and test for when purifying water.