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Theory and Algorithms

Singapore Management University

Optimization

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Full-Text Articles in Engineering

Segac: Sample Efficient Generalized Actor Critic For The Stochastic On-Time Arrival Problem, Honglian Guo, Zhi He, Wenda Sheng, Zhiguang Cao, Yingjie Zhou, Weinan Gao Jan 2024

Segac: Sample Efficient Generalized Actor Critic For The Stochastic On-Time Arrival Problem, Honglian Guo, Zhi He, Wenda Sheng, Zhiguang Cao, Yingjie Zhou, Weinan Gao

Research Collection School Of Computing and Information Systems

This paper studies the problem in transportation networks and introduces a novel reinforcement learning-based algorithm, namely. Different from almost all canonical sota solutions, which are usually computationally expensive and lack generalizability to unforeseen destination nodes, segac offers the following appealing characteristics. segac updates the ego vehicle’s navigation policy in a sample efficient manner, reduces the variance of both value network and policy network during training, and is automatically adaptive to new destinations. Furthermore, the pre-trained segac policy network enables its real-time decision-making ability within seconds, outperforming state-of-the-art sota algorithms in simulations across various transportation networks. We also successfully deploy segac …


Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar Feb 2016

Shortest Path Based Decision Making Using Probabilistic Inference, Akshat Kumar

Research Collection School Of Computing and Information Systems

We present a new perspective on the classical shortest path routing (SPR) problem in graphs. We show that the SPR problem can be recast to that of probabilistic inference in a mixture of simple Bayesian networks. Maximizing the likelihood in this mixture becomes equivalent to solving the SPR problem. We develop the well known Expectation-Maximization (EM) algorithm for the SPR problem that maximizes the likelihood, and show that it does not get stuck in a locally optimal solution. Using the same probabilistic framework, we then address an NP-Hard network design problem where the goal is to repair a network of …