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Wenqing Hu

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4 papers

2 author rows

ECAI Conference 2024 Conference Paper

B2MAPO: A Batch-by-Batch Multi-Agent Policy Optimization to Balance Performance and Efficiency

Wenjing Zhang
Wei Zhang 0331
Wenqing Hu
Yifan Wang

Most multi-agent reinforcement learning approaches adopt two types of policy optimization methods that either update policy simultaneously or sequentially. Simultaneously updating policies of all agents introduces non-stationarity problem. Although sequentially updating policies agent-by-agent in an appropriate order improves policy performance, it is prone to low efficiency due to sequential execution, resulting in longer model training and execution time. Intuitively, partitioning policies of all agents according to their interdependence and updating joint policy batch-by-batch can effectively balance performance and efficiency. However, how to determine the optimal batch partition of policies and batch updating order are challenging problems. Firstly, a sequential batched policy updating scheme, B2MAPO (Batch by Batch Multi-Agent Policy Optimization), is proposed with a theoretical guarantee of the monotonic incrementally tightened bound. Secondly, a universal modulized plug-and-play B2MAPO hierarchical framework, which satisfies CTDE principle, is designed to conveniently integrate any MARL models to fully exploit and merge their merits, including policy optimality and inference efficiency. Next, a DAG-based B2MAPO algorithm is devised, which is a carefully designed implementation of B2MAPO framework. The upper layer employs PPO algorithm with attention mechanism to reveal interdependence between policies, and generates DAGs of agents which are used to produce optimal batch sequence through topological sorting. The lower layer trains two joint policies in parallel and minimizes KL divergence between them periodically. One joint policy is sequentially updated according to B2MAPO scheme with batch sequence, another derived joint policy is simultaneously updated by MAPPO. While decentralized execution, only the derived joint policy is adopted for decision-making. Comprehensive experimental results conducted on StarCraftII Multi-agent Challenge and Google Football Research demonstrate the performance of DAG-based B2MAPO algorithm outperforms baseline methods. Meanwhile, compared with A2PO, our algorithm reduces the model training and execution time by 60. 4% and 78. 7%, respectively.

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ICML Conference 2020 Conference Paper

On the Noisy Gradient Descent that Generalizes as SGD

Jingfeng Wu
Wenqing Hu
Haoyi Xiong
Jun Huan
Vladimir Braverman
Zhanxing Zhu

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distributions is important. In this work we provide negative results by showing that noises in classes different from the SGD noise can also effectively regularize gradient descent. Our finding is based on a novel observation on the structure of the SGD noise: it is the multiplication of the gradient matrix and a sampling noise that arises from the mini-batch sampling procedure. Moreover, the sampling noises unify two kinds of gradient regularizing noises that belong to the Gaussian class: the one using (scaled) Fisher as covariance and the one using the gradient covariance of SGD as covariance. Finally, thanks to the flexibility of choosing noise class, an algorithm is proposed to perform noisy gradient descent that generalizes well, the variant of which even benefits large batch SGD training without hurting generalization.

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NeurIPS Conference 2019 Conference Paper

Efficient Smooth Non-Convex Stochastic Compositional Optimization via Stochastic Recursive Gradient Descent

Wenqing Hu
Chris Junchi Li
Xiangru Lian
Ji Liu
Huizhuo Yuan

Stochastic compositional optimization arises in many important machine learning tasks such as reinforcement learning and portfolio management. The objective function is the composition of two expectations of stochastic functions, and is more challenging to optimize than vanilla stochastic optimization problems. In this paper, we investigate the stochastic compositional optimization in the general smooth non-convex setting. We employ a recently developed idea of \textit{Stochastic Recursive Gradient Descent} to design a novel algorithm named SARAH-Compositional, and prove a sharp Incremental First-order Oracle (IFO) complexity upper bound for stochastic compositional optimization: $\mathcal{O}((n+m)^{1/2} \varepsilon^{-2})$ in the finite-sum case and $\mathcal{O}(\varepsilon^{-3})$ in the online case. Such a complexity is known to be the best one among IFO complexity results for non-convex stochastic compositional optimization. Numerical experiments validate the superior performance of our algorithm and theory.

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IJCAI Conference 2018 Conference Paper

De-biasing Covariance-Regularized Discriminant Analysis

Haoyi Xiong
Wei Cheng
Yanjie Fu
Wenqing Hu
Jiang Bian
Zhishan Guo

Fisher's Linear Discriminant Analysis (FLD) is a well-known technique for linear classification, feature extraction and dimension reduction. The empirical FLD relies on two key estimations from the data -- the mean vector for each class and the (inverse) covariance matrix. To improve the accuracy of FLD under the High Dimension Low Sample Size (HDLSS) settings, Covariance-Regularized FLD (CRLD) has been proposed to use shrunken covariance estimators, such as Graphical Lasso, to strike a balance between biases and variances. Though CRLD could obtain better classification accuracy, it usually incurs bias and converges to the optimal result with a slower asymptotic rate. Inspired by the recent progress in de-biased Lasso, we propose a novel FLD classifier, DBLD, which improves classification accuracy of CRLD through de-biasing. Theoretical analysis shows that DBLD possesses better asymptotic properties than CRLD. We conduct experiments on both synthetic datasets and real application datasets to confirm the correctness of our theoretical analysis and demonstrate the superiority of DBLD over classical FLD, CRLD and other downstream competitors under HDLSS settings.

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