Assigning resources in business processes execution is a repetitive task that can be effectively automated. However, different automation methods may give varying results that may not be optimal. Proper resource allocation is crucial as it may lead to significant cost reductions or increased effectiveness that results in increased revenues.
In this work, we first propose a novel representation that allows modeling of a multi-process environment with different process-based rewards. These processes can share resources that differ in their eligibility. Then, we use double deep reinforcement learning to look for optimal resource allocation policy. We compare those results with two popular strategies that are widely used in the industry. Learning optimal policy through reinforcement learning requires frequent interactions with the environment, so we also designed and developed a simulation engine that can mimic real-world processes.
The results obtained are promising. Deep reinforcement learning based resource allocation achieved significantly better results compared to two commonly used techniques.
Georgia Institute of Technology（佐治亚理工学院）；CableLabs, Inc.（CableLabs公司）
A novel intelligent bandwidth allocation scheme in NG-EPON using reinforcement learning is proposed and demonstrated for latency management. We verify the capability of the proposed scheme under both fixed and dynamic traffic loads scenarios to achieve <1ms average latency. The RL agent demonstrates an efficient intelligent mechanism to manage the latency, which provides a promising IBA solution for the next-generation access network.
AI Center of Excellence for Asset Management, Fidelity Investments（富达投资资产管理人工智能卓越中心）
We suggest a simple practical method to combine the human and artificial intelligence to both learn best investment practices of fund managers, and provide recommendations to improve them. Our approach is based on a combination of Inverse Reinforcement Learning (IRL) and RL. First, the IRL component learns the intent of fund managers as suggested by their trading history, and recovers their implied reward function. At the second step, this reward function is used by a direct RL algorithm to optimize asset allocation decisions. We show that our method is able to improve over the performance of …
With the recent prevalence of reinforcement learning (RL), there have been tremendous interests in utilizing RL for ads allocation in recommendation platforms (e.g., e-commerce and news feed sites). To achieve better allocation, the input of recent RL-based ads allocation methods is upgraded from point-wise single item to list-wise item arrangement. However, this also results in a high-dimensional space of state-action pairs, making it difficult to learn list-wise representations with good generalization ability. This further hinders the exploration of RL agents and causes poor sample efficien…
Reinforcement Learning has applications in field of mechatronics, robotics, and other resource-constrained control system. Problem of resource allocation is primarily solved using traditional predefined techniques and modern deep learning methods. The drawback of predefined and most deep learning methods for resource allocation is failing to meet the requirements in cases of uncertain system environment. We can approach problem of resource allocation in uncertain system environment alongside following certain criteria using deep reinforcement learning. Also, reinforcement learning has ability …
Resource-disaggregated data centres (RDDC) propose a resource-centric, and high-utilisation architecture for data centres (DC), avoiding resource fragmentation and enabling arbitrarily sized resource pools to be allocated to tasks, rather than server-sized ones. RDDCs typically impose greater demand on the network, requiring more infrastructure and increasing cost and power, so new resource allocation algorithms that co-manage both server and networks resources are essential to ensure that allocation is not bottlenecked by the network, and that requests can be served successfully with minimal …
Asset allocation is an investment strategy that aims to balance risk and reward by constantly redistributing the portfolio's assets according to certain goals, risk tolerance, and investment horizon. Unfortunately, there is no simple formula that can find the right allocation for every individual. As a result, investors may use different asset allocations' strategy to try to fulfil their financial objectives. In this work, we conduct an extensive benchmark study to determine the efficacy and reliability of a number of optimization techniques. In particular, we focus on traditional approaches b…
Kate Gleason College Of Engineering, Rochester Institute of Technology（罗切斯特理工学院凯特·格里森工程学院）；Rochester Institute of Technology（罗切斯特理工学院）
This paper presents a novel deep reinforcement learning-based resource allocation technique for the multi-agent environment presented by a cognitive radio network where the interactions of the agents during learning may lead to a non-stationary environment. The resource allocation technique presented in this work is distributed, not requiring coordination with other agents. It is shown by considering aspects specific to deep reinforcement learning that the presented algorithm converges in an arbitrarily long time to equilibrium policies in a non-stationary multi-agent environment that results …
In the coming years, the satellite broadband market will experience significant increases in the service demand, especially for the mobility sector, where demand is burstier. Many of the next generation of satellites will be equipped with numerous degrees of freedom in power and bandwidth allocation capabilities, making manual resource allocation impractical and inefficient. Therefore, it is desirable to automate the operation of these highly flexible satellites. This paper presents a novel power allocation approach based on Deep Reinforcement Learning (DRL) that represents the problem as cont…
One of the main challenges in real-world reinforcement learning is to learn successfully from limited training samples. We show that in certain settings, the available data can be dramatically increased through a form of multi-task learning, by exploiting an invariance property in the tasks. We provide a theoretical performance bound for the gain in sample efficiency under this setting. This motivates a new approach to multi-task learning, which involves the design of an appropriate neural network architecture and a prioritized task-sampling strategy. We demonstrate empirically the effectivene…
Recently, there are many trials to apply reinforcement learning in asset allocation for earning more stable profits. In this paper, we compare performance between several reinforcement learning algorithms - actor-only, actor-critic and PPO models. Furthermore, we analyze each models' character and then introduce the advanced algorithm, so called Reward clipping model. It seems that the Reward Clipping model is better than other existing models in finance domain, especially portfolio optimization - it has strength both in bull and bear markets. Finally, we compare the performance for these mode…
This paper presents a novel deep reinforcement learning-based resource allocation technique for the multi-agent environment presented by a cognitive radio network that coexists through underlay dynamic spectrum access (DSA) with a primary network. The resource allocation technique presented in this work is distributed, not requiring coordination with other agents. The presented algorithm is the first deep reinforcement learning technique for which convergence to equilibrium policies can be shown in the non-stationary multi-agent environment that results from the uncoordinated dynamic interacti…
University of Melbourne（墨尔本大学）；University of Tartu（塔尔图大学）；DeepMind（深度思维）
Increasing the success rate of a process, i.e. the percentage of cases that end in a positive outcome, is a recurrent process improvement goal. At runtime, there are often certain actions (a.k.a. treatments) that workers may execute to lift the probability that a case ends in a positive outcome. For example, in a loan origination process, a possible treatment is to issue multiple loan offers to increase the probability that the customer takes a loan. Each treatment has a cost. Thus, when defining policies for prescribing treatments to cases, managers need to consider the net gain of the treatm…
We aim to automate decades of research and experience in register allocation, leveraging machine learning. We tackle this problem by embedding a multi-agent reinforcement learning algorithm within LLVM, training it with the state of the art techniques. We formalize the constraints that precisely define the problem for a given instruction-set architecture, while ensuring that the generated code preserves semantic correctness. We also develop a gRPC based framework providing a modular and efficient compiler interface for training and inference. Our approach is architecture independent: we show e…
ETH Zürich（苏黎世联邦理工学院）；Harbin Institute of Technology（哈尔滨工业大学）；NASA Ames Research Center（美国国家航空航天局艾姆斯研究中心）
Prescribing optimal operation based on the condition of the system and, thereby, potentially prolonging the remaining useful lifetime has a large potential for actively managing the availability, maintenance and costs of complex systems. Reinforcement learning (RL) algorithms are particularly suitable for this type of problems given their learning capabilities. A special case of a prescriptive operation is the power allocation task, which can be considered as a sequential allocation problem, where the action space is bounded by a simplex constraint. A general continuous action-space solution o…
Social sensing has emerged as a new sensing paradigm where humans (or devices on their behalf) collectively report measurements about the physical world. This paper focuses on a quality-cost-aware task allocation problem in multi-attribute social sensing applications. The goal is to identify a task allocation strategy (i.e., decide when and where to collect sensing data) to achieve an optimized tradeoff between the data quality and the sensing cost. While recent progress has been made to tackle similar problems, three important challenges have not been well addressed: (i) "online task allocati…
Trinity College Dublin（都柏林大学三一学院）；Dublin City University（都柏林城市大学）
Wireless networks used for Internet of Things (IoT) are expected to largely involve cloud-based computing and processing. Softwarised and centralised signal processing and network switching in the cloud enables flexible network control and management. In a cloud environment, dynamic computational resource allocation is essential to save energy while maintaining the performance of the processes. The stochastic features of the Central Processing Unit (CPU) load variation as well as the possible complex parallelisation situations of the cloud processes makes the dynamic resource allocation an int…
University of California, Davis（加州大学戴维斯分校）；Shanghai Jiao Tong University（上海交通大学）；University of Minnesota（明尼苏达大学）
As mobile networks proliferate, we are experiencing a strong diversification of services, which requires greater flexibility from the existing network. Network slicing is proposed as a promising solution for resource utilization in 5G and future networks to address this dire need. In network slicing, dynamic resource orchestration and network slice management are crucial for maximizing resource utilization. Unfortunately, this process is too complex for traditional approaches to be effective due to a lack of accurate models and dynamic hidden structures. We formulate the problem as a Constrain…
The University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；Texas A&M University at Corpus Christi（德克萨斯农工大学科珀斯克里斯蒂分校）；Harbin Institute of Technology (Shenzhen)（哈尔滨工业大学（深圳））
Network slicing enables multiple virtual networks run on the same physical infrastructure to support various use cases in 5G and beyond. These use cases, however, have very diverse network resource demands, e.g., communication and computation, and various performance metrics such as latency and throughput. To effectively allocate network resources to slices, we propose DeepSlicing that integrates the alternating direction method of multipliers (ADMM) and deep reinforcement learning (DRL). DeepSlicing decomposes the network slicing problem into a master problem and several slave problems. The m…
A wireless network operator typically divides the radio spectrum it possesses into a number of subbands. In a cellular network those subbands are then reused in many cells. To mitigate co-channel interference, a joint spectrum and power allocation problem is often formulated to maximize a sum-rate objective. The best known algorithms for solving such problems generally require instantaneous global channel state information and a centralized optimizer. In fact those algorithms have not been implemented in practice in large networks with time-varying subbands. Deep reinforcement learning algorit…
Deep reinforcement learning has been applied for a variety of wireless tasks, which is however known with high training and inference complexity. In this paper, we resort to deep deterministic policy gradient (DDPG) algorithm to optimize predictive power allocation among K mobile users requesting video streaming, which minimizes the energy consumption of the network under the no-stalling constraint of each user. To reduce the sampling complexity and model size of the DDPG, we exploit a kind of symmetric prior inherent in the actor and critic networks: permutation invariant and equivariant prop…
RLHGNN: Reinforcement Learning-driven Heterogeneous Graph Neural Network for Next Activity Prediction in Business Processes
College of Computer Science and Technology, Zhejiang University of Technology（浙江工业大学计算机科学与技术学院）；Zhejiang Key Laboratory of Visual Information Intelligent Processing（浙江省视觉信息智能处理重点实验室）；University of Southern Queensland（南方昆士兰大学）
Asset allocation (or portfolio management) is the task of determining how to optimally allocate funds of a finite budget into a range of financial instruments/assets such as stocks. This study investigated the performance of reinforcement learning (RL) when applied to portfolio management using model-free deep RL agents. We trained several RL agents on real-world stock prices to learn how to perform asset allocation. We compared the performance of these RL agents against some baseline agents. We also compared the RL agents among themselves to understand which classes of agents performed better…
We propose to solve large scale Markowitz mean-variance (MV) portfolio allocation problem using reinforcement learning (RL). By adopting the recently developed continuous-time exploratory control framework, we formulate the exploratory MV problem in high dimensions. We further show the optimality of a multivariate Gaussian feedback policy, with time-decaying variance, in trading off exploration and exploitation. Based on a provable policy improvement theorem, we devise a scalable and data-efficient RL algorithm and conduct large scale empirical tests using data from the S&P 500 stocks. We foun…
Genomic selection (GS) is a technique that plant breeders use to select individuals to mate and produce new generations of species. Allocation of resources is a key factor in GS. At each selection cycle, breeders are facing the choice of budget allocation to make crosses and produce the next generation of breeding parents. Inspired by recent advances in reinforcement learning for AI problems, we develop a reinforcement learning-based algorithm to automatically learn to allocate limited resources across different generations of breeding. We mathematically formulate the problem in the framework …
University of Oxford（牛津大学）；E3G（E3G（第三代环保主义组织））；Imperial College London（帝国理工学院）
The energy transition potentially poses an existential risk for major international oil companies (IOCs) if they fail to adapt to low-carbon business models. Projections of energy futures, however, are met with diverging assumptions on its scale and pace, causing disagreement among IOC decision-makers and their stakeholders over what the business model of an incumbent fossil fuel company should be. In this work, we used deep multi-agent reinforcement learning to solve an energy systems wargame wherein players simulate IOC decision-making, including hydrocarbon and low-carbon investments decisi…
Graph Neural Network Aided Deep Reinforcement Learning for Resource Allocation in Dynamic Terahertz UAV Networks
Terahertz Wireless Communications (TWC) Laboratory, Shanghai Jiao Tong University（太赫兹无线通信实验室，上海交通大学）；Cooperative Medianet Innovation Center (CMIC), School of Information Science and Electronic Engineering, Shanghai Jiao Tong University（协同中继网络创新中心，信息科学与电子工程学院，上海交通大学）
Scheduling plays a pivotal role in multi-user wireless communications, since the quality of service of various users largely depends upon the allocated radio resources. In this paper, we propose a novel scheduling algorithm with contiguous frequency-domain resource allocation (FDRA) based on deep reinforcement learning (DRL) that jointly selects users and allocates resource blocks (RBs). The scheduling problem is modeled as a Markov decision process, and a DRL agent determines which user and how many consecutive RBs for that user should be scheduled at each RB allocation step. The state space,…
Network slicing envisions the 5th generation (5G) mobile network resource allocation to be based on different requirements for different services, such as Ultra-Reliable Low Latency Communication (URLLC) and Enhanced Mobile Broadband (eMBB). Open Radio Access Network (O-RAN), proposes an open and disaggregated concept of RAN by modulizing the functionalities into independent components. Network slicing for O-RAN can significantly improve performance. Therefore, an advanced resource allocation solution for network slicing in O-RAN is proposed in this study by applying Reinforcement Learning (RL…
National Yang Ming Chiao Tung University（国立阳明交通大学）
This paper presents a reinforcement learning (RL) framework that leverages Frank-Wolfe policy optimization to address frame-level bit allocation for HEVC/H.265. Most previous RL-based approaches adopt the single-critic design, which weights the rewards for distortion minimization and rate regularization by an empirically chosen hyper-parameter. More recently, the dual-critic design is proposed to update the actor network by alternating the rate and distortion critics. However, the convergence of training is not guaranteed. To address this issue, we introduce Neural Frank-Wolfe Policy Optimizat…
A mixed list of ads and organic items is usually displayed in feed and how to allocate the limited slots to maximize the overall revenue is a key problem. Meanwhile, modeling user preference with historical behavior is essential in recommendation and advertising (e.g., CTR prediction and ads allocation). Most previous works for user behavior modeling only model user's historical point-level positive feedback (i.e., click), which neglect the page-level information of feedback and other types of feedback. To this end, we propose Deep Page-level Interest Network (DPIN) to model the page-level use…
Citadel（城堡投资）；New Jersey Institute of Technology（新泽西理工学院）；IBM Research（IBM研究院）
This paper considers the problem of resource allocation in stream processing, where continuous data flows must be processed in real time in a large distributed system. To maximize system throughput, the resource allocation strategy that partitions the computation tasks of a stream processing graph onto computing devices must simultaneously balance workload distribution and minimize communication. Since this problem of graph partitioning is known to be NP-complete yet crucial to practical streaming systems, many heuristic-based algorithms have been developed to find reasonably good solutions. I…
Virginia Tech（弗吉尼亚理工大学）；China University of Petroleum（中国石油大学）
Fog nodes in the vicinity of IoT devices are promising to provision low latency services by offloading tasks from IoT devices to them. Mobile IoT is composed by mobile IoT devices such as vehicles, wearable devices and smartphones. Owing to the time-varying channel conditions, traffic loads and computing loads, it is challenging to improve the quality of service (QoS) of mobile IoT devices. As task delay consists of both the transmission delay and computing delay, we investigate the resource allocation (i.e., including both radio resource and computation resource) in both the wireless channel …
Southeast University（东南大学）；Harbin Institute of Technology（哈尔滨工业大学）；University of Oulu（奥卢大学）
The fog radio access network (F-RAN) is a promising technology in which the user mobile devices (MDs) can offload computation tasks to the nearby fog access points (F-APs). Due to the limited resource of F-APs, it is important to design an efficient task offloading scheme. In this paper, by considering time-varying network environment, a dynamic computation offloading and resource allocation problem in F-RANs is formulated to minimize the task execution delay and energy consumption of MDs. To solve the problem, a federated deep reinforcement learning (DRL) based algorithm is proposed, where th…
Last year, IEEE 802.11 Extremely High Throughput Study Group (EHT Study Group) was established to initiate discussions on new IEEE 802.11 features. Coordinated control methods of the access points (APs) in the wireless local area networks (WLANs) are discussed in EHT Study Group. The present study proposes a deep reinforcement learning-based channel allocation scheme using graph convolutional networks (GCNs). As a deep reinforcement learning method, we use a well-known method double deep Q-network. In densely deployed WLANs, the number of the available topologies of APs is extremely high, and …
Ads allocation, which involves allocating ads and organic items to limited slots in feed with the purpose of maximizing platform revenue, has become a research hotspot. Notice that, e-commerce platforms usually have multiple entrances for different categories and some entrances have few visits. Data from these entrances has low coverage, which makes it difficult for the agent to learn. To address this challenge, we propose Similarity-based Hybrid Transfer for Ads Allocation (SHTAA), which effectively transfers samples as well as knowledge from data-rich entrance to data-poor entrance. Specific…
SERA: Scale-Equalized Rollout Allocation for Maximum Likelihood Reinforcement Learning
Harbin Institute of Technology, Shenzhen（哈尔滨工业大学（深圳））；The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Nanyang Technological University（南洋理工大学）
In online display advertising, guaranteed contracts and real-time bidding (RTB) are two major ways to sell impressions for a publisher. Despite the increasing popularity of RTB, there is still half of online display advertising revenue generated from guaranteed contracts. Therefore, simultaneously selling impressions through both guaranteed contracts and RTB is a straightforward choice for a publisher to maximize its yield. However, deriving the optimal strategy to allocate impressions is not a trivial task, especially when the environment is unstable in real-world applications. In this paper,…
