Daniel R. Jiang

Deployable RL Workshop @ RLC 2024. I am co-organizing the Deployable RL Workshop at the first Reinforcement Learning Conference (RLC) in Amherst, MA on August 9, 2024. We invite papers on the theory and practice of RL aimed at deployment to real-world problems. The submission deadline is May 8, 2024. Please see the call for papers for more details!

Personalized Federated Reinforcement Learning with Shared Representations

Guojun Xiong, Shufan Wang, Daniel R. Jiang, Jian Li

Submitted, 2024.

Brief Description: Federated reinforcement learning (FedRL) enables multiple agents to collaboratively learn a policy without sharing their own local trajectories collected during agent-environment interactions. We develop a class of personalized FedRL algorithms that learns (1) a shared feature representation collaboratively among all agents and (2) an agent-specific weight vector personalized to its local environment.

Pearl: A Production-Ready Reinforcement Learning Agent

Z. Zhu, R. de Salvo Braz, J. Bhandari, D. Jiang, Y. Wan, Y. Efroni,
R. Xu, L. Wang, H. Guo, A. Nikulkov, D. Korenkevych, U. Dogan, F. Cheng, Z. Wu, W. Xu

Submitted, 2024.

Brief Description: We introduce Pearl, a new open source library for reinforcement learning that aims to enable users to easily build versatile RL agent for real-world applications. Pearl is designed with modularity in mind, allowing researchers and practitioners to mix & match components for policy learning, exploration, safety, and history summarization for building practical RL agents.

PDF   arXiv   Code

Faster Approximate Dynamic Programming by Freezing Slow States

Yijia Wang and Daniel R. Jiang

Major revision at Management Science, 2023.

Brief Description: We consider fast-slow MDPs, where certain states move "fast" while other parts of the state space transition more "slowly." This is common when decisions need to be made at high frequencies, yet information that varies at a slower timescale also influences the optimal policy. We propose several new algorithms, each based on the idea of periodically "freezing" and then "releasing" slow states, leading to dramatic computational benefits.

PDF   arXiv   Slides

Weakly Coupled Deep Q-Networks

Ibrahim El-Shar and Daniel R. Jiang

Advances in Neural Information Processing Systems, NeurIPS 2023.

Brief Description: We introduce weakly coupled deep Q-networks and weakly coupled Q-learning, reinforcement learning methods designed for weakly coupled MDPs. We employ multiple, simultaneous DQN or Q-learning agents such that each runs on a separate easier subproblem and when combined, they form an upper bound on the action value of the original problem. These dynamic bounds then guide the primary agent toward the optimal policy.

PDF   arXiv

Dynamic Subgoal-Based Exploration via Bayesian Optimization

Yijia Wang, Matthias Poloczek, Daniel R. Jiang

Transactions on Machine Learning Research, 2023.

PDF   arXiv

On Noisy Evaluation in Federated Hyperparameter Tuning

K. Kuo, P. Thaker, M. Khodak, J. Nguyen, D. Jiang, A. Talwalkar, V. Smith

Conference on Machine Learning and Systems, MLSys 2023.

Brief Description: We perform the first systematic study on the effect of noisy evaluation in federated hyperparameter tuning. We identify and rigorously explore key sources of noise, including client subsampling, data and systems heterogeneity, and data privacy. Surprisingly, our results indicate that even small amounts of noise can significantly impact tuning methods—reducing the performance of state-of-the-art approaches to that of naive baselines.

PDF   arXiv

Dynamic Inventory Repositioning in On-Demand Rental Networks

Saif Benjafaar, Daniel R. Jiang, Xiang Li, and Xiaobo Li

Management Science 68(11), pp. 7793-8514, 2022.

Brief Description: We consider a product rental network with a fixed number of rental units distributed across multiple locations. We show convexity of the value function and that the optimal policy can be described in terms of a well-specified region over the state space. We leverage these results in an infinite-horizon, cutting-plane-based ADP algorithm and prove its asymptotic optimality, improving upon previous convergence results in the literature.

PDF   Supplement   SSRN   Slides   Code

Interpretable Personalized Experimentation

H. Wu, S. Tan, W. Li, M. Garrard, A. Obeng, D. Dimmery, S. Singh, H. Wang, D. Jiang, E. Bakshy

ACM International Conference on Knowledge Discovery and Data Mining, KDD 2022.

Brief Description: We present a scalable, interpretable personalized experimentation system, implemented and deployed in production at Meta. The system works in a multiple treatment, multiple outcome setting typical at Meta to (1) learn explanations for black-box HTE models; (2) generate interpretable personalized policies.

PDF   arXiv

Multi-Step Budgeted Bayesian Optimization with Unknown Evaluation Costs

Raul Astudillo, Daniel R. Jiang, Max Balandat, Eytan Bakshy, Peter Frazier

Advances in Neural Information Processing Systems, NeurIPS 2021.

Brief Description: Most Bayesian optimization algorithms ignore how evaluation costs, which are often unknown, may change over the optimization domain. An unknown cost function with a budget constraint introduces a new dimension to the exploration-exploitation trade-off, where learning about the cost incurs the cost itself. We propose a new dynamic programming-based acquisition function for this problem setting.

PDF   arXiv   Slides   Code  

Structured Actor-Critic for Managing Public Health Points-of-Dispensing

Yijia Wang and Daniel R. Jiang

Under revision, 2022.

Brief Description: We consider the setting of public health medical inventory control/dispensing and propose a new actor-critic algorithm that tracks both policy and value function approximations. The algorithm utilizes structure in both the policy and value to improve the empirical convergence rate. We also provide a case study for the problem of dispensing naloxone (an overdose reversal drug) amidst the ongoing opioid crisis.

PDF   arXiv   Slides

Efficient Nonmyopic Bayesian Optimization via One-Shot Multi-Step Trees

Daniel R. Jiang*, Shali Jiang*, Max Balandat*, Brian Karrer, Jacob R. Gardner, Roman Garnett

Advances in Neural Information Processing Systems, NeurIPS 2020.

Brief Description: Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a stochastic dynamic program, which is highly intractable. Instead, we propose a multi-step scenario tree formulation and a one-shot optimization approach that operates by differentiating through the entire decision tree. (* equal contribution).

PDF   Supplement   arXiv   Code  

Lookahead-Bounded Q-Learning

Ibrahim El-Shar and Daniel R. Jiang

International Conference on Machine Learning, ICML 2020.

Brief Description: We introduce the lookahead-bounded Q-learning (LBQL) algorithm, a new, provably convergent variant of Q-learning that seeks to make better use of collected experience through the use of noisy "lookahead" upper and lower bounds that constrain the Q-iterates. The algorithm operates via a "feedback loop" by using approximate Q-values to estimate bounds and subsquently using those bounds to improve the Q-values (and repeat).

PDF   Supplement   arXiv   Slides   Code

BoTorch: A Framework for Efficient Monte-Carlo Bayesian Optimization

M. Balandat, B. Karrer, D. R. Jiang, S. Daulton, B. Letham, A. G. Wilson, E. Bakshy

Advances in Neural Information Processing Systems, NeurIPS 2020.

Brief Description: Bayesian optimization provides sample-efficient global optimization for a broad range of applications, including automatic machine learning, molecular chemistry, and experimental design. We introduce BoTorch, a modern programming framework for Bayesian optimization, along with a new "one-shot" approach to optimizing the Knowledge Gradient acquisition function.

PDF   Supplement   arXiv   Code

Optimistic Monte Carlo Tree Search with Sampled Information Relaxation Dual Bounds

Daniel R. Jiang, Lina Al-Kanj, and Warren B. Powell

Operations Research, 68(6), pp. 1678-1697, 2020.

Brief Description: MCTS is a well-known strategy for solving sequential decision problems, particularly in the area of game-play AI. We propose a new technique called Primal-Dual MCTS that utilizes sampled information relaxation (Brown et. al., 2010) bounds on potential actions in order to make tree expansion decisions. The approach shows promise when used to optimize the behavior of a driver navigating a graph while operating on a ride-sharing platform.

PDF   arXiv   Slides

Feedback-Based Tree Search for Reinforcement Learning

Daniel R. Jiang, Emmanuel Ekwedike, and Han Liu

International Conference on Machine Learning, ICML 2018.

Brief Description: We describe a technique that iteratively applies MCTS on batches of small, finite-horizon versions of the original infinite-horizon MDP. We show that a deep neural network implementation of the technique can create a competitive AI agent for a popular multi-player online battle arena (MOBA) game.

PDF   Supplement   arXiv   Slides   Selected for Long Talk (~8.6%)

Risk-Averse Approximate Dynamic Programming with Quantile-Based Risk Measures

Daniel R. Jiang and Warren B. Powell

Mathematics of Operations Research, 43(2), pp. 554-579, 2018.

Brief Description: We propose a new Q-learning algorithm and a companion sampling procedure to solve risk-averse Markov decision processes under a class of dynamic quantile-based risk measures. Convergence results are proven and an application to energy storage is shown.

PDF   Supplement   arXiv   Slides   Editor's Pick, INFORMS ICYMI

An Approximate Dynamic Programming Algorithm for Monotone Value Functions

Daniel R. Jiang and Warren B. Powell

Operations Research, 63(6), pp. 1489-1511, 2015.

Brief Description: We describe a provably convergent algorithm to exploit the structural property of monotonicity that arises in many applications in operations research, finance, and economics. We show via simulations that near optimal solutions can be obtained using the proposed method when the exact approach is computationally intractable.

PDF   Supplement   arXiv   Slides

Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage using Approximate Dynamic Programming

Daniel R. Jiang and Warren B. Powell

INFORMS Journal on Computing, 27(3), pp. 525-543, 2015.

Brief Description: We formulate a mathematical model for bidding in the real-time market with the goal of performing energy arbitrage (i.e., exploiting variations in spot prices to profit) in the presence of storage. We train and test an approximate dynamic programming policy on real spot price data from the NYISO and show its value over heuristic policies used in industry.

PDF   Supplement   arXiv   Slides

Uncovering Missed Tackle Opportunities. With Matt Chang, Kat Dai, and Harvey Cheng, we propose the "Missed Tackle Opportunity" metric, which is based on tackle probability prediction. We won the the Kaggle NFL Big Data Bowl competition after presenting at the 2024 NFL Combine in Indianapolis. The new metric will be a part of NFL's NextGenStats.

Paper   Talk    NFL Press Release

What Would I Say? Read the New Yorker, CNN, and Telegraph articles about the project we created at Hack Princeton 2013, which uses Markov chains to simulate a user's social media posts. The site has generated over 17 million page views and 9 million unique users. Created with Pawel Przytycki, Ugne Klibaite, Vicky Yao, Edward Young, Harvey Cheng, and Alex Furger.

Simulating Fantasy Football Schedules. Use this app to quantify the role of luck in (Yahoo!) Fantasy Football by generating probability distributions of your record over randomized season schedules. Created with Alex Furger, Daniel Munro, and Pawel Przytycki.