Few is More: Task-Efficient Skill-Discovery for Multi-Task Offline Multi-Agent Reinforcement Learning

As a data-driven approach, offline MARL learns superior policies solely from offline datasets, ideal for domains rich in historical data but with high interaction costs and risks. However, most existing methods are task-specific, requiring retraining for new tasks, leading to redundancy and inefficiency. To address this issue, in this paper, we propose a task-efficient multi-task offline MARL algorithm, Skill-Discovery Conservative Q-Learning (SD-CQL). Unlike existing offline skill-discovery methods, SD-CQL discovers skills by reconstructing the next observation. It then evaluates fixed and variable actions separately and employs behavior-regularized conservative Q-learning to execute the optimal action for each skill. This approach eliminates the need for local-global alignment and enables strong multi-task generalization from limited small-scale source tasks. Substantial experiments on StarCraftII demonstrates the superior generalization performance and task-efficiency of SD-CQL. It achieves the best performance on $\textbf{10}$ out of $14$ task sets, with up to $\textbf{65%}$ improvement on individual task sets, and is within $4\%$ of the best baseline on the remaining four.

Finite-Time Analysis of Discrete-Time Stochastic Interpolants

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions. However, prior analyses of this framework have primarily focused on the continuous-time setting, assuming a perfect solution of the underlying equations. In this work, we present the first discrete-time analysis of the stochastic interpolant framework, where we introduce an innovative discrete-time sampler and derive a finite-time upper bound on its distribution estimation error. Our result provides a novel quantification of how different factors, including the distance between source and target distributions and estimation accuracy, affect the convergence rate and also offers a new principled way to design efficient schedules for convergence acceleration. Finally, numerical experiments are conducted on the discrete-time sampler to corroborate our theoretical findings.

Offline-to-Online Multi-Agent Reinforcement Learning with Offline Value Function Memory and Sequential Exploration

Offline-to-Online Reinforcement Learning has emerged as a powerful paradigm, leveraging offline data for initialization and online fine-tuning to enhance both sample efficiency and performance. However, most existing research has focused on single-agent settings, with limited exploration of the multi-agent extension, i.e., Offline-to-Online Multi-Agent Reinforcement Learning (O2O MARL). In O2O MARL, two critical challenges become more prominent as the number of agents increases: (i) the risk of unlearning pre-trained Q-values due to distributional shifts during the transition from offline-to-online phases, and (ii) the difficulty of efficient exploration in the large joint state-action space. To tackle these challenges, we propose a novel O2O MARL framework called Offline Value Function Memory with Sequential Exploration (OVMSE). First, we introduce the Offline Value Function Memory (OVM) mechanism to compute target Q-values, preserving knowledge gained during offline training, ensuring smoother transitions, and enabling efficient fine-tuning. Second, we propose a decentralized Sequential Exploration (SE) strategy tailored for O2O MARL, which effectively utilizes the pre-trained offline policy for exploration, thereby significantly reducing the joint state-action space to be explored. Extensive experiments on the StarCraft Multi-Agent Challenge (SMAC) demonstrate that OVMSE significantly outperforms existing baselines, achieving superior sample efficiency and overall performance.

uniINF: Best-of-Both-Worlds Algorithm for Parameter-Free Heavy-Tailed MABs

In this paper, we present a novel algorithm, uniINF, for the Heavy-Tailed Multi-Armed Bandits (HTMAB) problem, demonstrating robustness and adaptability in both stochastic and adversarial environments. Unlike the stochastic MAB setting where loss distributions are stationary with time, our study extends to the adversarial setup, where losses are generated from heavy-tailed distributions that depend on both arms and time. Our novel algorithm `uniINF` enjoys the so-called Best-of-Both-Worlds (BoBW) property, performing optimally in both stochastic and adversarial environments without knowing the exact environment type. Moreover, our algorithm also possesses a Parameter-Free feature, i.e., it operates without the need of knowing the heavy-tail parameters $(\sigma, \alpha)$ a-priori. To be precise, uniINF ensures nearly-optimal regret in both stochastic and adversarial environments, matching the corresponding lower bounds when $(\sigma, \alpha)$ is known (up to logarithmic factors). To our knowledge, uniINF is the first parameter-free algorithm to achieve the BoBW property for the heavy-tailed MAB problem. Technically, we develop innovative techniques to achieve BoBW guarantees for Parameter-Free HTMABs, including a refined analysis for the dynamics of log-barrier, an auto-balancing learning rate scheduling scheme, an adaptive skipping-clipping loss tuning technique, and a stopping-time analysis for logarithmic regret.

Beyond Squared Error: Exploring Loss Design for Enhanced Training of Generative Flow Networks

Generative Flow Networks (GFlowNets) are a novel class of generative models designed to sample from unnormalized distributions and have found applications in various important tasks, attracting great research interest in their training algorithms. In general, GFlowNets are trained by fitting the forward flow to the backward flow on sampled training objects. Prior work focused on the choice of training objects, parameterizations, sampling and resampling strategies, and backward policies, aiming to enhance credit assignment, exploration, or exploitation of the training process. However, the choice of regression loss, which can highly influence the exploration and exploitation behavior of the under-training policy, has been overlooked. Due to the lack of theoretical understanding for choosing an appropriate regression loss, most existing algorithms train the flow network by minimizing the squared error of the forward and backward flows in log-space, i.e., using the quadratic regression loss. In this work, we rigorously prove that distinct regression losses correspond to specific divergence measures, enabling us to design and analyze regression losses according to the desired properties of the corresponding divergence measures. Specifically, we examine two key properties: zero-forcing and zero-avoiding, where the former promotes exploitation and higher rewards, and the latter encourages exploration and enhances diversity. Based on our theoretical framework, we propose three novel regression losses, namely, Shifted-Cosh, Linex(1/2), and Linex(1). We evaluate them across three benchmarks: hyper-grid, bit-sequence generation, and molecule generation. Our proposed losses are compatible with most existing training algorithms, and significantly improve the performances of the algorithms concerning convergence speed, sample diversity, and robustness.

Value-Based Deep Multi-Agent Reinforcement Learning with Dynamic Sparse Training

Deep Multi-agent Reinforcement Learning (MARL) relies on neural networks with numerous parameters in multi-agent scenarios, often incurring substantial computational overhead. Consequently, there is an urgent need to expedite training and enable model compression in MARL. This paper proposes the utilization of dynamic sparse training (DST), a technique proven effective in deep supervised learning tasks, to alleviate the computational burdens in MARL training. However, a direct adoption of DST fails to yield satisfactory MARL agents, leading to breakdowns in value learning within deep sparse value-based MARL models. Motivated by this challenge, we introduce an innovative Multi-Agent Sparse Training (MAST) framework aimed at simultaneously enhancing the reliability of learning targets and the rationality of sample distribution to improve value learning in sparse models. Specifically, MAST incorporates the Soft Mellowmax Operator with a hybrid TD-($\lambda$) schema to establish dependable learning targets. Additionally, it employs a dual replay buffer mechanism to enhance the distribution of training samples. Building upon these aspects, MAST utilizes gradient-based topology evolution to exclusively train multiple MARL agents using sparse networks. Our comprehensive experimental investigation across various value-based MARL algorithms on multiple benchmarks demonstrates, for the first time, significant reductions in redundancy of up to $20\times$ in Floating Point Operations (FLOPs) for both training and inference, with less than $3\%$ performance degradation.

Adversarial Network Optimization under Bandit Feedback: Maximizing Utility in Non-Stationary Multi-Hop Networks

Stochastic Network Optimization (SNO) concerns scheduling in stochastic queueing systems. It has been widely studied in network theory. Classical SNO algorithms require network conditions to be stationary with time, which fails to capture the non-stationary components in many real-world scenarios. Many existing algorithms also assume knowledge of network conditions before decision, which rules out applications where unpredictability presents. Motivated by these issues, we consider Adversarial Network Optimization (ANO) under bandit feedback. Specifically, we consider the task of *i)* maximizing some unknown and time-varying utility function associated to scheduler's actions, where *ii)* the underlying network is a non-stationary multi-hop one whose conditions change arbitrarily with time, and *iii)* only bandit feedback (effect of actually deployed actions) is revealed after decisions. Our proposed `UMO2` algorithm ensures network stability and also matches the utility maximization performance of any "mildly varying" reference policy up to a polynomially decaying gap. To our knowledge, no previous ANO algorithm handled multi-hop networks or achieved utility guarantees under bandit feedback, whereas ours can do both. Technically, our method builds upon a novel integration of online learning into Lyapunov analyses: To handle complex inter-dependencies among queues in multi-hop networks, we propose meticulous techniques to balance online learning and Lyapunov arguments. To tackle the learning obstacles due to potentially unbounded queue sizes, we design a new online linear optimization algorithm that automatically adapts to loss magnitudes. To maximize utility, we propose a bandit convex optimization algorithm with novel queue-dependent learning rate scheduling that suites drastically varying queue lengths. Our new insights in online learning can be of independent interest.

Mixed Sparsity Training: Achieving 4$\times$ FLOP Reduction for Transformer Pretraining

Large language models (LLMs) have made significant strides in complex tasks, yet their widespread adoption is impeded by substantial computational demands. With hundreds of billion parameters, transformer-based LLMs necessitate months of pretraining across a high-end GPU cluster. However, this paper reveals a compelling finding: transformers exhibit considerable redundancy in pretraining computations, which motivates our proposed solution, Mixed Sparsity Training (MST), an efficient pretraining method that can reduce about $75\%$ of Floating Point Operations (FLOPs) while maintaining performance. MST integrates dynamic sparse training (DST) with Sparsity Variation (SV) and Hybrid Sparse Attention (HSA) during pretraining, involving three distinct phases: warm-up, ultra-sparsification, and restoration. The warm-up phase transforms the dense model into a sparse one, and the restoration phase reinstates connections. Throughout these phases, the model is trained with a dynamically evolving sparse topology and an HSA mechanism to maintain performance and minimize training FLOPs concurrently. Our experiment on GPT-2 showcases a FLOP reduction of $4\times$ without compromising performance.

RL-CFR: Improving Action Abstraction for Imperfect Information Extensive-Form Games with Reinforcement Learning

Effective action abstraction is crucial in tackling challenges associated with large action spaces in Imperfect Information Extensive-Form Games (IIEFGs). However, due to the vast state space and computational complexity in IIEFGs, existing methods often rely on fixed abstractions, resulting in sub-optimal performance. In response, we introduce RL-CFR, a novel reinforcement learning (RL) approach for dynamic action abstraction. RL-CFR builds upon our innovative Markov Decision Process (MDP) formulation, with states corresponding to public information and actions represented as feature vectors indicating specific action abstractions. The reward is defined as the expected payoff difference between the selected and default action abstractions. RL-CFR constructs a game tree with RL-guided action abstractions and utilizes counterfactual regret minimization (CFR) for strategy derivation. Impressively, it can be trained from scratch, achieving higher expected payoff without increased CFR solving time. In experiments on Heads-up No-limit Texas Hold'em, RL-CFR outperforms ReBeL's replication and Slumbot, demonstrating significant win-rate margins of $64\pm 11$ and $84\pm 17$ mbb/hand, respectively.

Provably Efficient Partially Observable Risk-Sensitive Reinforcement Learning with Hindsight Observation

This work pioneers regret analysis of risk-sensitive reinforcement learning in partially observable environments with hindsight observation, addressing a gap in theoretical exploration. We introduce a novel formulation that integrates hindsight observations into a Partially Observable Markov Decision Process (POMDP) framework, where the goal is to optimize accumulated reward under the entropic risk measure. We develop the first provably efficient RL algorithm tailored for this setting. We also prove by rigorous analysis that our algorithm achieves polynomial regret $\tilde{O}\left(\frac{e^{|{\gamma}|H}-1}{|{\gamma}|H}H^2\sqrt{KHS^2OA}\right)$, which outperforms or matches existing upper bounds when the model degenerates to risk-neutral or fully observable settings. We adopt the method of change-of-measure and develop a novel analytical tool of beta vectors to streamline mathematical derivations. These techniques are of particular interest to the theoretical study of reinforcement learning.