- Decision-Focused Learning: Foundations, State of the Art, Benchmark and Future Opportunities Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential to revolutionize combinatorial decision-making in real-world applications that operate under uncertainty, where estimating unknown parameters within decision models is a major challenge. This paper presents a comprehensive review of DFL, providing an in-depth analysis of both gradient-based and gradient-free techniques used to combine ML and constrained optimization. It evaluates the strengths and limitations of these techniques and includes an extensive empirical evaluation of eleven methods across seven problems. The survey also offers insights into recent advancements and future research directions in DFL. Code and benchmark: https://github.com/PredOpt/predopt-benchmarks 7 authors · Jul 25, 2023
- Optimizing Inventory Routing: A Decision-Focused Learning Approach using Neural Networks Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage approach is employed, where demand is predicted using machine learning techniques first, and then an optimization algorithm is used to minimize routing costs. Our experiment shows machine learning models fall short of achieving perfect accuracy because inventory levels are influenced by the dynamic business environment, which, in turn, affects the optimization problem in the next stage, resulting in sub-optimal decisions. In this paper, we formulate and propose a decision-focused learning-based approach to solving real-world IRPs. This approach directly integrates inventory prediction and routing optimization within an end-to-end system potentially ensuring a robust supply chain strategy. 2 authors · Nov 2, 2023
- Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically that minimizing the prediction error alone leads to suboptimal portfolio decisions. We aim to exploit the representational power of LLMs for investment decisions. An attention mechanism processes asset relationships, temporal dependencies, and macro variables, which are then directly integrated into a portfolio optimization layer. This enables the model to capture complex market dynamics and align predictions with the decision objectives. Extensive experiments on S\&P100 and DOW30 datasets show that our model consistently outperforms state-of-the-art deep learning models. In addition, gradient-based analyses show that our model prioritizes the assets most crucial to decision making, thus mitigating the effects of prediction errors on portfolio performance. These findings underscore the value of integrating decision objectives into predictions for more robust and context-aware portfolio management. 4 authors · Feb 2
- Consciousness-Inspired Spatio-Temporal Abstractions for Better Generalization in Reinforcement Learning Inspired by human conscious planning, we propose Skipper, a model-based reinforcement learning framework utilizing spatio-temporal abstractions to generalize better in novel situations. It automatically decomposes the given task into smaller, more manageable subtasks, and thus enables sparse decision-making and focused computation on the relevant parts of the environment. The decomposition relies on the extraction of an abstracted proxy problem represented as a directed graph, in which vertices and edges are learned end-to-end from hindsight. Our theoretical analyses provide performance guarantees under appropriate assumptions and establish where our approach is expected to be helpful. Generalization-focused experiments validate Skipper's significant advantage in zero-shot generalization, compared to some existing state-of-the-art hierarchical planning methods. 6 authors · Sep 29, 2023
- LLM-PySC2: Starcraft II learning environment for Large Language Models This paper introduces a new environment LLM-PySC2 (the Large Language Model StarCraft II Learning Environment), a platform derived from DeepMind's StarCraft II Learning Environment that serves to develop Large Language Models (LLMs) based decision-making methodologies. This environment is the first to offer the complete StarCraft II action space, multi-modal observation interfaces, and a structured game knowledge database, which are seamlessly connected with various LLMs to facilitate the research of LLMs-based decision-making. To further support multi-agent research, we developed an LLM collaborative framework that supports multi-agent concurrent queries and multi-agent communication. In our experiments, the LLM-PySC2 environment is adapted to be compatible with the StarCraft Multi-Agent Challenge (SMAC) task group and provided eight new scenarios focused on macro-decision abilities. We evaluated nine mainstream LLMs in the experiments, and results show that sufficient parameters are necessary for LLMs to make decisions, but improving reasoning ability does not directly lead to better decision-making outcomes. Our findings further indicate the importance of enabling large models to learn autonomously in the deployment environment through parameter training or train-free learning techniques. Ultimately, we expect that the LLM-PySC2 environment can promote research on learning methods for LLMs, helping LLM-based methods better adapt to task scenarios. 13 authors · Nov 8, 2024
- Effective and Transparent RAG: Adaptive-Reward Reinforcement Learning for Decision Traceability Retrieval-Augmented Generation (RAG) has significantly improved the performance of large language models (LLMs) on knowledge-intensive domains. However, although RAG achieved successes across distinct domains, there are still some unsolved challenges: 1) Effectiveness. Existing research mainly focuses on developing more powerful RAG retrievers, but how to enhance the generator's (LLM's) ability to utilize the retrieved information for reasoning and generation? 2) Transparency. Most RAG methods ignore which retrieved content actually contributes to the reasoning process, resulting in a lack of interpretability and visibility. To address this, we propose ARENA (Adaptive-Rewarded Evidence Navigation Agent), a transparent RAG generator framework trained via reinforcement learning (RL) with our proposed rewards. Based on the structured generation and adaptive reward calculation, our RL-based training enables the model to identify key evidence, perform structured reasoning, and generate answers with interpretable decision traces. Applied to Qwen2.5-7B-Instruct and Llama3.1-8B-Instruct, abundant experiments with various RAG baselines demonstrate that our model achieves 10-30% improvements on all multi-hop QA datasets, which is comparable with the SOTA Commercially-developed LLMs (e.g., OpenAI-o1, DeepSeek-R1). Further analyses show that ARENA has strong flexibility to be adopted on new datasets without extra training. Our models and codes are publicly released. 6 authors · May 19
- HarmoDT: Harmony Multi-Task Decision Transformer for Offline Reinforcement Learning The purpose of offline multi-task reinforcement learning (MTRL) is to develop a unified policy applicable to diverse tasks without the need for online environmental interaction. Recent advancements approach this through sequence modeling, leveraging the Transformer architecture's scalability and the benefits of parameter sharing to exploit task similarities. However, variations in task content and complexity pose significant challenges in policy formulation, necessitating judicious parameter sharing and management of conflicting gradients for optimal policy performance. In this work, we introduce the Harmony Multi-Task Decision Transformer (HarmoDT), a novel solution designed to identify an optimal harmony subspace of parameters for each task. We approach this as a bi-level optimization problem, employing a meta-learning framework that leverages gradient-based techniques. The upper level of this framework is dedicated to learning a task-specific mask that delineates the harmony subspace, while the inner level focuses on updating parameters to enhance the overall performance of the unified policy. Empirical evaluations on a series of benchmarks demonstrate the superiority of HarmoDT, verifying the effectiveness of our approach. 6 authors · May 28, 2024
- Near-optimal Conservative Exploration in Reinforcement Learning under Episode-wise Constraints This paper investigates conservative exploration in reinforcement learning where the performance of the learning agent is guaranteed to be above a certain threshold throughout the learning process. It focuses on the tabular episodic Markov Decision Process (MDP) setting that has finite states and actions. With the knowledge of an existing safe baseline policy, an algorithm termed as StepMix is proposed to balance the exploitation and exploration while ensuring that the conservative constraint is never violated in each episode with high probability. StepMix features a unique design of a mixture policy that adaptively and smoothly interpolates between the baseline policy and the optimistic policy. Theoretical analysis shows that StepMix achieves near-optimal regret order as in the constraint-free setting, indicating that obeying the stringent episode-wise conservative constraint does not compromise the learning performance. Besides, a randomization-based EpsMix algorithm is also proposed and shown to achieve the same performance as StepMix. The algorithm design and theoretical analysis are further extended to the setting where the baseline policy is not given a priori but must be learned from an offline dataset, and it is proved that similar conservative guarantee and regret can be achieved if the offline dataset is sufficiently large. Experiment results corroborate the theoretical analysis and demonstrate the effectiveness of the proposed conservative exploration strategies. 4 authors · Jun 9, 2023
- Bresa: Bio-inspired Reflexive Safe Reinforcement Learning for Contact-Rich Robotic Tasks Ensuring safety in reinforcement learning (RL)-based robotic systems is a critical challenge, especially in contact-rich tasks within unstructured environments. While the state-of-the-art safe RL approaches mitigate risks through safe exploration or high-level recovery mechanisms, they often overlook low-level execution safety, where reflexive responses to potential hazards are crucial. Similarly, variable impedance control (VIC) enhances safety by adjusting the robot's mechanical response, yet lacks a systematic way to adapt parameters, such as stiffness and damping throughout the task. In this paper, we propose Bresa, a Bio-inspired Reflexive Hierarchical Safe RL method inspired by biological reflexes. Our method decouples task learning from safety learning, incorporating a safety critic network that evaluates action risks and operates at a higher frequency than the task solver. Unlike existing recovery-based methods, our safety critic functions at a low-level control layer, allowing real-time intervention when unsafe conditions arise. The task-solving RL policy, running at a lower frequency, focuses on high-level planning (decision-making), while the safety critic ensures instantaneous safety corrections. We validate Bresa on multiple tasks including a contact-rich robotic task, demonstrating its reflexive ability to enhance safety, and adaptability in unforeseen dynamic environments. Our results show that Bresa outperforms the baseline, providing a robust and reflexive safety mechanism that bridges the gap between high-level planning and low-level execution. Real-world experiments and supplementary material are available at project website https://jack-sherman01.github.io/Bresa. 3 authors · Mar 27