Remote Estimation Games with Random Walk Processes: Stackelberg Equilibrium

Remote estimation is a crucial element of real time monitoring of a stochastic process. While most of the existing works have concentrated on obtaining optimal sampling strategies, motivated by malicious attacks on cyber-physical systems, we model sensing under surveillance as a game between an attacker and a defender. This introduces strategic elements to conventional remote estimation problems. Additionally, inspired by increasing detection capabilities, we model an element of information leakage for each player. Parameterizing the game in terms of uncertainty on each side, information leakage, and cost of sampling, we consider the Stackelberg Equilibrium (SE) concept where one of the players acts as the leader and the other one as the follower. By focusing our attention on stationary probabilistic sampling policies, we characterize the SE of this game and provide simulations to show the efficacy of our results.

Structure Matters: Dynamic Policy Gradient

In this work, we study $\gamma$-discounted infinite-horizon tabular Markov decision processes (MDPs) and introduce a framework called dynamic policy gradient (DynPG). The framework directly integrates dynamic programming with (any) policy gradient method, explicitly leveraging the Markovian property of the environment. DynPG dynamically adjusts the problem horizon during training, decomposing the original infinite-horizon MDP into a sequence of contextual bandit problems. By iteratively solving these contextual bandits, DynPG converges to the stationary optimal policy of the infinite-horizon MDP. To demonstrate the power of DynPG, we establish its non-asymptotic global convergence rate under the tabular softmax parametrization, focusing on the dependencies on salient but essential parameters of the MDP. By combining classical arguments from dynamic programming with more recent convergence arguments of policy gradient schemes, we prove that softmax DynPG scales polynomially in the effective horizon $(1-\gamma)^{-1}$. Our findings contrast recent exponential lower bound examples for vanilla policy gradient.

Optimizing Profitability in Timely Gossip Networks

We consider a communication system where a group of users, interconnected in a bidirectional gossip network, wishes to follow a time-varying source, e.g., updates on an event, in real-time. The users wish to maintain their expected version ages below a threshold, and can either rely on gossip from their neighbors or directly subscribe to a server publishing about the event, if the former option does not meet the timeliness requirements. The server wishes to maximize its profit by increasing subscriptions from users and minimizing event sampling frequency to reduce costs. This leads to a Stackelberg game between the server and the users where the sender is the leader deciding its sampling frequency and the users are the followers deciding their subscription strategies. We investigate equilibrium strategies for low-connectivity and high-connectivity topologies.

How to Make Money From Fresh Data: Subscription Strategies in Age-Based Systems

We consider a communication system consisting of a server that tracks and publishes updates about a time-varying data source or event, and a gossip network of users interested in closely tracking the event. The timeliness of the information is measured through the version age of information. The users wish to have their expected version ages remain below a threshold, and have the option to either rely on gossip from their neighbors or subscribe to the server directly to follow updates about the event if the former option does not meet the timeliness requirements. The server wishes to maximize its profit by increasing the number of subscribers and reducing costs associated with the frequent sampling of the event. We model the problem setup as a Stackelberg game between the server and the users, where the server commits to a frequency of sampling the event, and the users make decisions on whether to subscribe or not. As an initial work, we focus on directed networks with unidirectional flow of information and obtain the optimal equilibrium strategies for all the players. We provide simulation results to confirm the theoretical findings and provide additional insights.

Control Theoretic Approach to Fine-Tuning and Transfer Learning

Given a training set in the form of a paired $(\mathcal{X},\mathcal{Y})$, we say that the control system $\dot{x} = f(x,u)$ has learned the paired set via the control $u^*$ if the system steers each point of $\mathcal{X}$ to its corresponding target in $\mathcal{Y}$. Most existing methods for finding a control function $u^*$ require learning of a new control function if the training set is updated. To overcome this limitation, we introduce the concept of $\textit{tuning without forgetting}$. We develop $\textit{an iterative algorithm}$ to tune the control function $u^*$ when the training set expands, whereby points already in the paired set are still matched, and new training samples are learned. More specifically, at each update of our method, the control $u^*$ is projected onto the kernel of the end-point mapping generated by the controlled dynamics at the learned samples. It ensures keeping the end points for the previously learned samples constant while iteratively learning additional samples. Our work contributes to the scalability of control methods, offering a novel approach to adaptively handle training set expansions.

Efficient Interactive LLM Serving with Proxy Model-based Sequence Length Prediction

Large language models (LLMs) have been driving a new wave of interactive AI applications across numerous domains. However, efficiently serving LLM inference requests is challenging due to their unpredictable execution times originating from the autoregressive nature of generative models. Existing LLM serving systems exploit first-come-first-serve (FCFS) scheduling, suffering from head-of-line blocking issues. To address the non-deterministic nature of LLMs and enable efficient interactive LLM serving, we present a speculative shortest-job-first (SSJF) scheduler that uses a light proxy model to predict LLM output sequence lengths. Our open-source SSJF implementation does not require changes to memory management or batching strategies. Evaluations on real-world datasets and production workload traces show that SSJF reduces average job completion times by 30.5-39.6% and increases throughput by 2.2-3.6x compared to FCFS schedulers, across no batching, dynamic batching, and continuous batching settings.

Decision Transformer as a Foundation Model for Partially Observable Continuous Control

Closed-loop control of nonlinear dynamical systems with partial-state observability demands expert knowledge of a diverse, less standardized set of theoretical tools. Moreover, it requires a delicate integration of controller and estimator designs to achieve the desired system behavior. To establish a general controller synthesis framework, we explore the Decision Transformer (DT) architecture. Specifically, we first frame the control task as predicting the current optimal action based on past observations, actions, and rewards, eliminating the need for a separate estimator design. Then, we leverage the pre-trained language models, i.e., the Generative Pre-trained Transformer (GPT) series, to initialize DT and subsequently train it for control tasks using low-rank adaptation (LoRA). Our comprehensive experiments across five distinct control tasks, ranging from maneuvering aerospace systems to controlling partial differential equations (PDEs), demonstrate DT's capability to capture the parameter-agnostic structures intrinsic to control tasks. DT exhibits remarkable zero-shot generalization abilities for completely new tasks and rapidly surpasses expert performance levels with a minimal amount of demonstration data. These findings highlight the potential of DT as a foundational controller for general control applications.

Policy Optimization finds Nash Equilibrium in Regularized General-Sum LQ Games

In this paper, we investigate the impact of introducing relative entropy regularization on the Nash Equilibria (NE) of General-Sum $N$-agent games, revealing the fact that the NE of such games conform to linear Gaussian policies. Moreover, it delineates sufficient conditions, contingent upon the adequacy of entropy regularization, for the uniqueness of the NE within the game. As Policy Optimization serves as a foundational approach for Reinforcement Learning (RL) techniques aimed at finding the NE, in this work we prove the linear convergence of a policy optimization algorithm which (subject to the adequacy of entropy regularization) is capable of provably attaining the NE. Furthermore, in scenarios where the entropy regularization proves insufficient, we present a $\delta$-augmentation technique, which facilitates the achievement of an $\epsilon$-NE within the game.

Independent RL for Cooperative-Competitive Agents: A Mean-Field Perspective

We address in this paper Reinforcement Learning (RL) among agents that are grouped into teams such that there is cooperation within each team but general-sum (non-zero sum) competition across different teams. To develop an RL method that provably achieves a Nash equilibrium, we focus on a linear-quadratic structure. Moreover, to tackle the non-stationarity induced by multi-agent interactions in the finite population setting, we consider the case where the number of agents within each team is infinite, i.e., the mean-field setting. This results in a General-Sum LQ Mean-Field Type Game (GS-MFTGs). We characterize the Nash equilibrium (NE) of the GS-MFTG, under a standard invertibility condition. This MFTG NE is then shown to be $\mathcal{O}(1/M)$-NE for the finite population game where $M$ is a lower bound on the number of agents in each team. These structural results motivate an algorithm called Multi-player Receding-horizon Natural Policy Gradient (MRPG), where each team minimizes its cumulative cost independently in a receding-horizon manner. Despite the non-convexity of the problem, we establish that the resulting algorithm converges to a global NE through a novel problem decomposition into sub-problems using backward recursive discrete-time Hamilton-Jacobi-Isaacs (HJI) equations, in which independent natural policy gradient is shown to exhibit linear convergence under time-independent diagonal dominance. Experiments illuminate the merits of this approach in practice.

Learning How to Strategically Disclose Information

Strategic information disclosure, in its simplest form, considers a game between an information provider (sender) who has access to some private information that an information receiver is interested in. While the receiver takes an action that affects the utilities of both players, the sender can design information (or modify beliefs) of the receiver through signal commitment, hence posing a Stackelberg game. However, obtaining a Stackelberg equilibrium for this game traditionally requires the sender to have access to the receiver's objective. In this work, we consider an online version of information design where a sender interacts with a receiver of an unknown type who is adversarially chosen at each round. Restricting attention to Gaussian prior and quadratic costs for the sender and the receiver, we show that $\mathcal{O}(\sqrt{T})$ regret is achievable with full information feedback, where $T$ is the total number of interactions between the sender and the receiver. Further, we propose a novel parametrization that allows the sender to achieve $\mathcal{O}(\sqrt{T})$ regret for a general convex utility function. We then consider the Bayesian Persuasion problem with an additional cost term in the objective function, which penalizes signaling policies that are more informative and obtain $\mathcal{O}(\log(T))$ regret. Finally, we establish a sublinear regret bound for the partial information feedback setting and provide simulations to support our theoretical results.