Ordering-Based Causal Discovery with Reinforcement Learning

It is a long-standing question to discover causal relations among a set of variables in many empirical sciences. Recently, Reinforcement Learning (RL) has achieved promising results in causal discovery from observational data. However, searching the space of directed graphs and enforcing acyclicity by implicit penalties tend to be inefficient and restrict the existing RL-based method to small scale problems. In this work, we propose a novel RL-based approach for causal discovery, by incorporating RL into the ordering-based paradigm. Specifically, we formulate the ordering search problem as a multi-step Markov decision process, implement the ordering generating process with an encoder-decoder architecture, and finally use RL to optimize the proposed model based on the reward mechanisms designed for~each ordering. A generated ordering would then be processed using variable selection to obtain the final causal graph. We analyze the consistency and computational complexity of the proposed method, and empirically show that a pretrained model can be exploited to accelerate training. Experimental results on both synthetic and real data sets shows that the proposed method achieves a much improved performance over existing RL-based method.

Large-scale Traffic Signal Control Using a Novel Multi-Agent Reinforcement Learning

Finding the optimal signal timing strategy is a difficult task for the problem of large-scale traffic signal control (TSC). Multi-Agent Reinforcement Learning (MARL) is a promising method to solve this problem. However, there is still room for improvement in extending to large-scale problems and modeling the behaviors of other agents for each individual agent. In this paper, a new MARL, called Cooperative double Q-learning (Co-DQL), is proposed, which has several prominent features. It uses a highly scalable independent double Q-learning method based on double estimators and the UCB policy, which can eliminate the over-estimation problem existing in traditional independent Q-learning while ensuring exploration. It uses mean field approximation to model the interaction among agents, thereby making agents learn a better cooperative strategy. In order to improve the stability and robustness of the learning process, we introduce a new reward allocation mechanism and a local state sharing method. In addition, we analyze the convergence properties of the proposed algorithm. Co-DQL is applied on TSC and tested on a multi-traffic signal simulator. According to the results obtained on several traffic scenarios, Co- DQL outperforms several state-of-the-art decentralized MARL algorithms. It can effectively shorten the average waiting time of the vehicles in the whole road system.