Guojun Xiong

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28ranked-venue papers
17as first author
26since 2021 · last 2026
0000-0002-5943-8109ORCID · corroborated

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 17 · 10 first-author · 17 since 2021Graphics, computer vision, multimedia, augmented reality and games · 8 · 4 first-author · 7 since 2021Computer networks · 7 · 6 first-author · 7 since 2021Databases, data management, data science and information retrieval · 2 · 2 since 2021Applied, interdisciplinary, general and emerging computing · 1 · 1 since 2021
YearPublicationVenuePosition
2026 VORTEX: Aligning Task Utility and Human Preferences Through LLM-Guided Reward Shaping
abstract
In social impact optimization, AI decision systems often rely on solvers that optimize well-calibrated mathematical objectives. However, these solvers cannot directly accommodate evolving human preferences, typically expressed in natural language rather than formal constraints. Recent approaches address this by using large language models (LLMs) to generate new reward functions from preference descriptions. While flexible, they risk sacrificing the system's core utility guarantees. In this paper, we propose VORTEX, a language-guided reward shaping framework that preserves established optimization goals while adaptively incorporating human feedback. By formalizing the problem as multi-objective optimization, we use LLMs to iteratively generate shaping rewards based on verbal reinforcement and text-gradient prompt updates. This allows stakeholders to steer decision behavior via natural language without modifying solvers or specifying trade-off weights. We provide theoretical guarantees that VORTEX converges to Pareto-optimal trade-offs between utility and preference satisfaction. Empirical results in real-world allocation tasks demonstrate that VORTEX outperforms baselines in satisfying human-aligned coverage goals while maintaining high task performance. This work introduces a practical and theoretically grounded paradigm for human-AI collaborative optimization guided by natural language.
Guojun Xiong, Milind Tambe
AAAI1
2026 MultiFinBen: Benchmarking Large Language Models for Multilingual and Multimodal Financial Application
abstract
Xueqing Peng, Lingfei Qian, Yan Wang, Ruoyu Xiang, Yueru He, Yang Ren, Mingyang Jiang, Vincent Jim Zhang, Yuqing Guo, Jeff Zhao, Huan He, Yi Han, Yun Feng, Yuechen Jiang, Yupeng Cao, Haohang Li, Yangyang Yu, Xiaoyu Wang, Penglei Gao, Shengyuan Lin, Keyi Wang, Shanshan Yang, Yilun Zhao, Zhiwei Liu, Peng Lu, Jerry Huang, Suyuchen Wang, Triantafillos Papadopoulos, Polydoros Giannouris, Efstathia Soufleri, Nuo Chen, Zhiyang Deng, Heming Fu, Yijia Zhao, Mingquan Lin, Meikang Qiu, Kaleb E Smith, Arman Cohan, Xiao-Yang Liu, Jimin Huang, Guojun Xiong, Alejandro Lopez-Lira, Xi Chen, Junichi Tsujii, Jian-Yun Nie, Sophia Ananiadou, Qianqian Xie. Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers). 2026.
Xueqing Peng, Lingfei Qian, Yan Wang 0015, Ruoyu Xiang, Yueru He, Mingyang Jiang, Vincent Jim Zhang, Jeff Zhao, Yuechen Jiang, Yupeng Cao, Haohang Li, Yangyang Yu, Penglei Gao, Shengyuan Lin, Yilun Zhao 0001, Zhiwei Liu 0003, Peng Lu 0006, Jerry Huang, Suyuchen Wang, Triantafillos Papadopoulos, Polydoros Giannouris, Efstathia Soufleri, Nuo Chen 0002, Zhiyang Deng, Heming Fu, Yijia Zhao, Mingquan Lin, Meikang Qiu, Kaleb E. Smith, Arman Cohan, Xiao-Yang Liu, Jimin Huang, Guojun Xiong, Alejandro Lopez-Lira, Xi Chen 0003, Jun'ichi Tsujii, Jian-Yun Nie, Sophia Ananiadou, Qianqian Xie
ACL (1)41
2026 FinAuditing: A Financial Taxonomy-Structured Multi-Document Benchmark for Evaluating LLMs
abstract
Going beyond simple text processing, financial auditing requires detecting semantic, structural, and numerical inconsistencies across large-scale disclosures. As financial reports are filed in XBRL, a structured XML format governed by accounting standards, auditing becomes a structured information extraction and reasoning problem involving concept alignment, taxonomy-defined relations, and cross-document consistency. Although large language models (LLMs) show promise on isolated financial tasks, their capability in professional-grade auditing remains unclear. We introduce FinAuditing, a taxonomy-aligned, structure-aware benchmark built from real XBRL filings. It contains 1,102 annotated instances averaging over 33k tokens and defines three tasks: Financial Semantic Matching (FinSM), Financial Relationship Extraction (FinRE), and Financial Mathematical Reasoning (FinMR). Evaluations of 13 state-of-the-art LLMs reveal substantial gaps in concept retrieval, taxonomy-aware relation modeling, and consistent cross-document reasoning. These findings highlight the need for realistic, structure-aware benchmarks. We release the evaluation code1 and dataset2 publicly, and the task currently serves as the official benchmark of an ongoing public evaluation contest3.
Yan Wang 0015, Jaisal Patel, Jeff Zhao, Fengran Mo, Xueqing Peng, Lingfei Qian, Yankai Chen 0001, Víctor Gutiérrez-Basulto, Jimin Huang, Guojun Xiong, Xiao-Yang Liu, Jian-Yun Nie
SIGIR12
2026 When Agents Trade: Live Multi-Market Trading Arena for LLM Agents
Lingfei Qian, Xueqing Peng, Hanley Smith, Yueru He, Haohang Li, Yupeng Cao, Yangyang Yu, Guojun Xiong, Peng Lu 0006, Yan Wang 0015, Vincent Jim Zhang, Alejandro Lopez-Lira, Jimin Huang, Jian-Yun Nie, Sophia Ananiadou
WWW9
2025 Decentralized Federated Learning with Model Caching on Mobile Agents
abstract
Federated Learning (FL) trains a shared model using data and computation power on distributed agents coordinated by a central server. Decentralized FL (DFL) utilizes local model exchange and aggregation between agents to reduce the communication and computation overheads on the central server. However, when agents are mobile, the communication opportunity between agents can be sporadic, largely hindering the convergence and accuracy of DFL. In this paper, we propose Cached Decentralized Federated Learning (Cached-DFL) to investigate delay-tolerant model spreading and aggregation enabled by model caching on mobile agents. Each agent stores not only its own model, but also models of agents encountered in the recent past. When two agents meet, they exchange their own models as well as the cached models. Local model aggregation utilizes all models stored in the cache. We theoretically analyze the convergence of Cached-DFL, explicitly taking into account the model staleness introduced by caching. We design and compare different model caching algorithms for different DFL and mobility scenarios. We conduct detailed case studies in a vehicular network to systematically investigate the interplay between agent mobility, cache staleness, and model convergence. In our experiments, Cached-DFL converges quickly, and significantly outperforms DFL without caching.
Xiaoyu Wang 0015, Guojun Xiong, Houwei Cao, Yong Liu 0013
AAAI2
2025 Optimizing Vital Sign Monitoring in Resource-Constrained Maternal Care: An RL-Based Restless Bandit Approach
abstract
Maternal mortality remains a significant global public health challenge. One promising approach to reducing maternal deaths occurring during facility-based childbirth is through early warning systems, which require the consistent monitoring of mothers' vital signs after giving birth. Wireless vital sign monitoring devices offer a labor-efficient solution for continuous monitoring, but their scarcity raises the critical question of how to allocate them most effectively. We devise an allocation algorithm for this problem by modeling it as a variant of the popular Restless Multi-Armed Bandit (RMAB) paradigm. In doing so, we identify and address novel, previously unstudied constraints unique to this domain, which render previous approaches for RMABs unsuitable and significantly increase the complexity of the learning and planning problem. To overcome these challenges, we adopt the popular Proximal Policy Optimization (PPO) algorithm from reinforcement learning to learn an allocation policy by training a policy and value function network. We demonstrate in simulations that our approach outperforms the best heuristic baseline by up to a factor of 4.
Niclas Boehmer, Yunfan Zhao, Guojun Xiong, Paula Rodriguez Diaz, Paola Del Cueto Cibrian, Joseph Ngonzi, Adeline Boatin, Milind Tambe
AAAI3
2025 UAV Aided Smart Agriculture Networks: A Multi-Agent Reinforcement Learning Approach
abstract
This paper explores the transformative potential of the IoT paradigm in promoting smart agriculture. Key challenges lie in how to connect agriculture sensors to remote cloud servers in the absence of feasible communication infrastructure and the unreliable wireless links in rural areas. To address these issues, we propose an innovative two-tier smart agriculture architecture: an Unmanned Aerial Vehicle (UAV) aided agriculture network model, which leverages UAVs as intermediaries to collect and route data from agriculture sensors to cloud servers. This novel architecture leads to two particular problems, i.e., data packet scheduling in the first-tier networks and multi-hop routing in the second-tier UAV mesh network. To that end, we present formal Markov decision process (MDP) based problem formulations for both tiers, with a primary focus on the more challenging multi-hop routing problem in the second-tier network. This problem is approached as a multi-agent reinforcement learning (MARL) framework, for which we introduce a novel distributed algorithm - Focus Coordination: attention-guided Multi-Agent Deep Deterministic Policy Gradient (FC-MADDPG). This algorithm reduces communication overhead and mitigates the risks associated with single-node failures. We evaluated the performance of the proposed FC-MADDPG algorithm, demonstrating its efficacy in enhancing data transmission reliability and efficiency.
Guojun Xiong, Jianlin Guo, Kieran Parsons, Yukimasa Nagai, Takenori Sumi, Philip V. Orlik
ICC1
2025 DOPL: Direct Online Preference Learning for Restless Bandits with Preference Feedback
abstract
Restless multi-armed bandits (RMAB) has been widely used to model constrained sequential decision making problems, where the state of each restless arm evolves according to a Markov chain and each state transition generates a scalar reward. However, the success of RMAB crucially relies on the availability and quality of reward signals. Unfortunately, specifying an exact reward function in practice can be challenging and even infeasible. In this paper, we introduce Pref-RMAB, a new RMAB model in the presence of preference signals, where the decision maker only observes pairwise preference feedback rather than scalar reward from the activated arms at each decision epoch. Preference feedback, however, arguably contains less information than the scalar reward, which makes Pref-RMAB seemingly more difficult. To address this challenge, we present a direct online preference learning (DOPL) algorithm for Pref-RMAB to efficiently explore the unknown environments, adaptively collect preference data in an online manner, and directly leverage the preference feedback for decision-makings. We prove that DOPL yields a sublinear regret. To our best knowledge, this is the first algorithm to ensure $\tilde{\mathcal{O}}(\sqrt{T\ln T})$ regret for RMAB with preference feedback. Experimental results further demonstrate the effectiveness of DOPL.
Guojun Xiong, Ujwal Dinesha, Debajoy Mukherjee, Jian Li 0008, Srinivas Shakkottai
ICLR1
2025 On the Linear Speedup of Personalized Federated Reinforcement Learning with Shared Representations
abstract
Federated reinforcement learning (FedRL) enables multiple agents to collaboratively learn a policy without needing to share the local trajectories collected during agent-environment interactions. However, in practice, the environments faced by different agents are often heterogeneous, but since existing FedRL algorithms learn a single policy across all agents, this may lead to poor performance. In this paper, we introduce a personalized FedRL framework (PFedRL) by taking advantage of possibly shared common structure among agents in heterogeneous environments. Specifically, we develop a class of PFedRL algorithms named PFedRL-Rep that learns (1) a shared feature representation collaboratively among all agents, and (2) an agent-specific weight vector personalized to its local environment. We analyze the convergence of PFedTD-Rep, a particular instance of the framework with temporal difference (TD) learning and linear representations. To the best of our knowledge, we are the first to prove a linear convergence speedup with respect to the number of agents in the PFedRL setting. To achieve this, we show that PFedTD-Rep is an example of federated two-timescale stochastic approximation with Markovian noise. Experimental results demonstrate that PFedTD-Rep, along with an extension to the control setting based on deep Q-networks (DQN), not only improve learning in heterogeneous settings, but also provide better generalization to new environments.
Guojun Xiong, Shufan Wang
ICLR1
2025 Finite-Horizon Single-Pull Restless Bandits: An Efficient Index Policy For Scarce Resource Allocation
Guojun Xiong, Haichuan Wang, Yuqi Pan, Saptarshi Mandal, Sanket Shah, Niclas Boehmer, Milind Tambe
AAMAS1
2025 Composite Flow Matching for Reinforcement Learning with Shifted-Dynamics Data
abstract
Incorporating pre-collected offline data can substantially improve the sample efficiency of reinforcement learning (RL), but its benefits can break down when the transition dynamics in the offline dataset differ from those encountered online. Existing approaches typically mitigate this issue by penalizing or filtering offline transitions in regions with large dynamics gap. However, their dynamics-gap estimators often rely on KL divergence or mutual information, which can be ill-defined when offline and online dynamics have mismatched support. To address this challenge, we propose CompFlow, a principled framework built on the theoretical connection between flow matching and optimal transport. Specifically, we model the online dynamics as a conditional flow built upon the output distribution of a pretrained offline flow, rather than learning it directly from a Gaussian prior. This composite structure provides two advantages: (1) improved generalization when learning online dynamics under limited interaction data, and (2) a well-defined and stable estimate of the dynamics gap via the Wasserstein distance between offline and online transitions. Building on this dynamics-gap estimator, we further develop an optimistic active data collection strategy that prioritizes exploration in high-gap regions, and show theoretically that it reduces the performance gap to the optimal policy. Empirically, CompFlow consistently outperforms strong baselines across a range of RL benchmarks with shifted-dynamics data.
Haichuan Wang, Tonghan Wang 0001, Guojun Xiong, Milind Tambe
NeurIPS4
2024 Online Restless Multi-Armed Bandits with Long-Term Fairness Constraints
abstract
Restless multi-armed bandits (RMAB) have been widely used to model sequential decision making problems with constraints. The decision maker (DM) aims to maximize the expected total reward over an infinite horizon under an “instantaneous activation constraint” that at most B arms can be activated at any decision epoch, where the state of each arm evolves stochastically according to a Markov decision process (MDP). However, this basic model fails to provide any fairness guarantee among arms. In this paper, we introduce RMAB-F, a new RMAB model with “long-term fairness constraints”, where the objective now is to maximize the longterm reward while a minimum long-term activation fraction for each arm must be satisfied. For the online RMAB-F setting (i.e., the underlying MDPs associated with each arm are unknown to the DM), we develop a novel reinforcement learning (RL) algorithm named Fair-UCRL. We prove that Fair-UCRL ensures probabilistic sublinear bounds on both the reward regret and the fairness violation regret. Compared with off-the-shelf RL methods, our Fair-UCRL is much more computationally efficient since it contains a novel exploitation that leverages a low-complexity index policy for making decisions. Experimental results further demonstrate the effectiveness of our Fair-UCRL.
Shufan Wang, Guojun Xiong
AAAI2
2024 DePRL: Achieving Linear Convergence Speedup in Personalized Decentralized Learning with Shared Representations
abstract
Decentralized learning has emerged as an alternative method to the popular parameter-server framework which suffers from high communication burden, single-point failure and scalability issues due to the need of a central server. However, most existing works focus on a single shared model for all workers regardless of the data heterogeneity problem, rendering the resulting model performing poorly on individual workers. In this work, we propose a novel personalized decentralized learning algorithm named DePRL via shared representations. Our algorithm relies on ideas from representation learning theory to learn a low-dimensional global representation collaboratively among all workers in a fully decentralized manner, as well as a user-specific low-dimensional local head leading to a personalized solution for each worker. We show that DePRL achieves, for the first time, a provable \textit{linear speedup for convergence} with general non-linear representations (i.e., the convergence rate is improved linearly with respect to the number of workers). Experimental results support our theoretical findings showing the superiority of our method in data heterogeneous environments.
Guojun Xiong, Gang Yan 0002, Shiqiang Wang 0001, Jian Li 0008
AAAI1
2024 Provably Efficient Reinforcement Learning for Adversarial Restless Multi-Armed Bandits with Unknown Transitions and Bandit Feedback
abstract
Restless multi-armed bandits (RMAB) play a central role in modeling sequential decision making problems under an instantaneous activation constraint that at most $B$ arms can be activated at any decision epoch. Each restless arm is endowed with a state that evolves independently according to a Markov decision process regardless of being activated or not. In this paper, we consider the task of learning in episodic RMAB with unknown transition functions, bandit feedback, and adversarial rewards, which can change arbitrarily across episodes. The goal of the decision maker is to maximize its total adversarial rewards during the learning process while the instantaneous activation constraint must be satisfied in each decision epoch. We develop a novel reinforcement learning algorithm with two key contributors: a novel biased adversarial reward estimator to deal with bandit feedback and unknown transitions, and a low-complexity index policy to satisfy the instantaneous activation constraint. We show $\tilde{\mathcal{O}}(H\sqrt{T})$ regret bound for our algorithm, where $T$ is the number of episodes and $H$ is the episode length. To our best knowledge, this is the first algorithm to ensure $\tilde{\mathcal{O}}(\sqrt{T})$ regret for adversarial RMAB in our considered challenging settings.
Guojun Xiong, Jian Li 0008
ICML1
2024 Straggler-Resilient Decentralized Learning via Adaptive Asynchronous Updates
abstract
With the increasing demand for large-scale training of machine learning models, fully decentralized optimization methods have recently been advocated as alternatives to the popular parameter server framework. In this paradigm, each worker maintains a local estimate of the optimal parameter vector, and iteratively updates it by waiting and averaging all estimates obtained from its neighbors, and then corrects it on the basis of its local dataset. However, the synchronization phase is sensitive to stragglers. An efficient way to mitigate this effect is to consider asynchronous updates, where each worker computes stochastic gradients and communicates with other workers at its own pace. Unfortunately, fully asynchronous updates suffer from staleness of stragglers' parameters. To address these limitations, we propose a fully decentralized algorithm DSGD-AAU with adaptive asynchronous updates via adaptively determining the number of neighbor workers for each worker to communicate with. We show that DSGD-AAU achieves a linear speedup for convergence (i.e., convergence performance increases linearly with respect to the number of workers). Experimental results on a suite of datasets and deep neural network models are provided to verify our theoretical results.
Guojun Xiong, Gang Yan 0002, Shiqiang Wang 0001, Jian Li 0008
MobiHoc1
2024 FinBen: A Holistic Financial Benchmark for Large Language Models
abstract
LLMs have transformed NLP and shown promise in various fields, yet their potential in finance is underexplored due to a lack of comprehensive benchmarks, the rapid development of LLMs, and the complexity of financial tasks. In this paper, we introduce FinBen, the first extensive open-source evaluation benchmark, including 42 datasets spanning 24 financial tasks, covering eight critical aspects: information extraction (IE), textual analysis, question answering (QA), text generation, risk management, forecasting, decision-making, and bilingual (English and Spanish). FinBen offers several key innovations: a broader range of tasks and datasets, the first evaluation of stock trading, novel agent and Retrieval-Augmented Generation (RAG) evaluation, and two novel datasets for regulations and stock trading. Our evaluation of 21 representative LLMs, including GPT-4, ChatGPT, and the latest Gemini, reveals several key findings: While LLMs excel in IE and textual analysis, they struggle with advanced reasoning and complex tasks like text generation and forecasting. GPT-4 excels in IE and stock trading, while Gemini is better at text generation and forecasting. Instruction-tuned LLMs improve textual analysis but offer limited benefits for complex tasks such as QA. FinBen has been used to host the first financial LLMs shared task at the FinNLP-AgentScen workshop during IJCAI-2024, attracting 12 teams. Their novel solutions outperformed GPT-4, showcasing FinBen's potential to drive innovations in financial LLMs. All datasets and code are publicly available for the research community, with results shared and updated regularly on the Open Financial LLM Leaderboard.
Qianqian Xie, Weiguang Han, Ruoyu Xiang, Xiao Zhang 0060, Yueru He, Mengxi Xiao, Yongfu Dai, Duanyu Feng, Yijing Xu, Haoqiang Kang, Ziyan Kuang, Chenhan Yuan, Kailai Yang, Zheheng Luo, Zhiwei Liu 0003, Guojun Xiong, Zhiyang Deng, Yuechen Jiang, Zhiyuan Yao 0001, Haohang Li, Yangyang Yu, Gang Hu 0003, Xiao-Yang Liu, Alejandro Lopez-Lira, Benyou Wang, Yanzhao Lai, Min Peng 0002, Sophia Ananiadou, Jimin Huang
NeurIPS19
2024 FinCon: A Synthesized LLM Multi-Agent System with Conceptual Verbal Reinforcement for Enhanced Financial Decision Making
abstract
Large language models (LLMs) have demonstrated notable potential in conducting complex tasks and are increasingly utilized in various financial applications. However, high-quality sequential financial investment decision-making remains challenging. These tasks require multiple interactions with a volatile environment for every decision, demanding sufficient intelligence to maximize returns and manage risks. Although LLMs have been used to develop agent systems that surpass human teams and yield impressive investment returns, opportunities to enhance multi-source information synthesis and optimize decision-making outcomes through timely experience refinement remain unexplored. Here, we introduce FinCon, an LLM-based multi-agent framework tailored for diverse financial tasks. Inspired by effective real-world investment firm organizational structures, FinCon utilizes a manager-analyst communication hierarchy. This structure allows for synchronized cross-functional agent collaboration towards unified goals through natural language interactions and equips each agent with greater memory capacity than humans. Additionally, a risk-control component in FinCon enhances decision quality by episodically initiating a self-critiquing mechanism to update systematic investment beliefs. The conceptualized beliefs serve as verbal reinforcement for the future agent’s behavior and can be selectively propagated to the appropriate node that requires knowledge updates. This feature significantly improves performance while reducing unnecessary peer-to-peer communication costs. Moreover, FinCon demonstrates strong generalization capabilities in various financial tasks, including stock trading and portfolio management.
Yangyang Yu, Zhiyuan Yao 0001, Haohang Li, Zhiyang Deng, Yuechen Jiang, Yupeng Cao, Jordan W. Suchow, Zhenyu Cui, Zhaozhuo Xu, K. P. Subbalakshmi, Guojun Xiong, Yueru He, Jimin Huang, Qianqian Xie
NeurIPS14
2024 Whittle Index-Based Q-Learning for Wireless Edge Caching With Linear Function Approximation
abstract
We consider the problem of content caching at the wireless edge to serve a set of end users via unreliable wireless channels so as to minimize the average latency experienced by end users due to the constrained wireless edge cache capacity. We formulate this problem as a Markov decision process, or more specifically a restless multi-armed bandit problem, which is provably hard to solve. We begin by investigating a discounted counterpart, and prove that it admits an optimal policy of the threshold-type. We then show that this result also holds for average latency problem. Using this structural result, we establish the indexability of our problem, and employ the Whittle index policy to minimize average latency. Since system parameters such as content request rates and wireless channel conditions are often unknown and time-varying, we further develop a model-free reinforcement learning algorithm dubbed asQ+-Whittlethat relies on Whittle index policy. However,Q+-Whittlerequires to store the Q-function values for all state-action pairs, the number of which can be extremely large for wireless edge caching. To this end, we approximate the Q-function by a parameterized function class with a much smaller dimension, and further design aQ+-Whittlealgorithm with linear function approximation, which is calledQ+-Whittle-LFA. We provide a finite-time bound on the mean-square error ofQ+-Whittle-LFA. Simulation results using real traces demonstrate thatQ+-Whittle-LFAyields excellent empirical performance.
Guojun Xiong, Shufan Wang, Jian Li 0008, Rahul Singh 0001
IEEE/ACM Trans. Netw.1
2024 Structured Reinforcement Learning for Delay-Optimal Data Transmission in Dense mmWave Networks
abstract
We study the data packet transmission problem (mmDPT) in dense cell-free millimeter wave (mmWave) networks, i.e., users sending data packet requests to access points (APs) via uplinks and APs transmitting requested data packets to users via downlinks. Our objective is to minimize the average delay in the system due to APs’ limited service capacity and unreliable wireless channels between APs and users. This problem can be formulated as a restless multi-armed bandits problem with fairness constraint (RMAB-F). Since finding the optimal policy forRMAB-Fis intractable, existing learning algorithms are computationally expensive and not suitable for practical dynamic dense mmWave networks. In this paper, we propose a structured reinforcement learning (RL) solution formmDPTby exploiting the inherent structure encoded inRMAB-F. To achieve this, we first design a low-complexity and provably asymptotically optimal index policy forRMAB-F. Then, we leverage this structure information to develop a structured RL algorithm calledmmDPT-TS, which provably achieves an$\tilde {\mathcal {O}}(\sqrt {T})$Bayesian regret. More importantly,mmDPT-TSis computation-efficient and thus amenable to practical implementation, as it fully exploits the structure of index policy for making decisions. Extensive emulation based on data collected in realistic mmWave networks demonstrate significant gains ofmmDPT-TSover existing approaches.
Shufan Wang, Guojun Xiong, Shichen Zhang 0001, Huacheng Zeng, Jian Li 0008, Shivendra S. Panwar
IEEE Trans. Wirel. Commun.2
2023 Decentralized Stochastic Multi-Player Multi-Armed Walking Bandits
abstract
Multi-player multi-armed bandit is an increasingly relevant decision-making problem, motivated by applications to cognitive radio systems. Most research for this problem focuses exclusively on the settings that players have full access to all arms and receive no reward when pulling the same arm. Hence all players solve the same bandit problem with the goal of maximizing their cumulative reward. However, these settings neglect several important factors in many real-world applications, where players have limited access to a dynamic local subset of arms (i.e., an arm could sometimes be ``walking'' and not accessible to the player). To this end, this paper proposes a multi-player multi-armed walking bandits model, aiming to address aforementioned modeling issues. The goal now is to maximize the reward, however, players can only pull arms from the local subset and only collect a full reward if no other players pull the same arm. We adopt Upper Confidence Bound (UCB) to deal with the exploration-exploitation tradeoff and employ distributed optimization techniques to properly handle collisions. By carefully integrating these two techniques, we propose a decentralized algorithm with near-optimal guarantee on the regret, and can be easily implemented to obtain competitive empirical performance.
Guojun Xiong
AAAI1
2023 Finite-Time Analysis of Whittle Index based Q-Learning for Restless Multi-Armed Bandits with Neural Network Function Approximation
abstract
Whittle index policy is a heuristic to the intractable restless multi-armed bandits (RMAB) problem. Although it is provably asymptotically optimal, finding Whittle indices remains difficult. In this paper, we present Neural-Q-Whittle, a Whittle index based Q-learning algorithm for RMAB with neural network function approximation, which is an example of nonlinear two-timescale stochastic approximation with Q-function values updated on a faster timescale and Whittle indices on a slower timescale. Despite the empirical success of deep Q-learning, the non-asymptotic convergence rate of Neural-Q-Whittle, which couples neural networks with two-timescale Q-learning largely remains unclear. This paper provides a finite-time analysis of Neural-Q-Whittle, where data are generated from a Markov chain, and Q-function is approximated by a ReLU neural network. Our analysis leverages a Lyapunov drift approach to capture the evolution of two coupled parameters, and the nonlinearity in value function approximation further requires us to characterize the approximation error. Combing these provide Neural-Q-Whittle with $\mathcal{O}(1/k^{2/3})$ convergence rate, where $k$ is the number of iterations.
Guojun Xiong
NeurIPS1
2023 Reinforcement Learning for Dynamic Dimensioning of Cloud Caches: A Restless Bandit Approach
abstract
We study the dynamic cache dimensioning problem, where the objective is to decide how much storage to place in the cache to minimize the total costs with respect to the storage and content delivery latency. We formulate this problem as a Markov decision process, which turns out to be a restless multi-armed bandit problem and is provably hard to solve. For given dimensioning decisions, it is possible to develop solutions based on the celebrated Whittle index policy. However, Whittle index policy has not been studied for dynamic cache dimensioning, mainly because cache dimensioning needs to be repeatedly solved and jointly optimized with content caching. To overcome this difficulty, we propose a low-complexity fluid Whittle index policy, which jointly determines dimensioning and content caching. We show that this policy is asymptotically optimal. We further develop a lightweight reinforcement learning augmented algorithm dubbed fW-UCB when the content request and delivery rates are unavailable. fW-UCB is shown to achieve a sub-linear regret as it fully exploits the structure of the near-optimal fluid Whittle index policy and hence can be easily implemented. Extensive simulations using real traces support our theoretical results.
Guojun Xiong, Shufan Wang, Gang Yan 0002, Jian Li 0008
IEEE/ACM Trans. Netw.1
2022 Reinforcement Learning Augmented Asymptotically Optimal Index Policy for Finite-Horizon Restless Bandits
abstract
We study a finite-horizon restless multi-armed bandit problem with multiple actions, dubbed as R(MA)^2B. The state of each arm evolves according to a controlled Markov decision process (MDP), and the reward of pulling an arm depends on both the current state and action of the corresponding MDP. Since finding the optimal policy is typically intractable, we propose a computationally appealing index policy entitled Occupancy-Measured-Reward Index Policy for the finite-horizon R(MA)^2B. Our index policy is well-defined without the requirement of indexability condition and is provably asymptotically optimal as the number of arms tends to infinity. We then adopt a learning perspective where the system parameters are unknown, and propose R(MA)^2B-UCB, a generative model based reinforcement learning augmented algorithm that can fully exploit the structure of Occupancy-Measured-Reward Index Policy. Compared to existing algorithms, R(MA)^2B-UCB performs close to offline optimum, and achieves a sub-linear regret and a low computational complexity all at once. Experimental results show that R(MA)^2B-UCB outperforms existing algorithms in both regret and running time.
Guojun Xiong, Jian Li 0008, Rahul Singh 0001
AAAI1
2022 Reinforcement Learning for Dynamic Dimensioning of Cloud Caches: A Restless Bandit Approach
abstract
We study the dynamic cache dimensioning problem, where the objective is to decide how much storage to place in the cache to minimize the total costs with respect to the storage and content delivery latency. We formulate this problem as a Markov decision process, which turns out to be a restless multi-armed bandit problem and is provably hard to solve. For given dimensioning decisions, it is possible to develop solutions based on the celebrated Whittle index policy. However, Whittle index policy has not been studied for dynamic cache dimensioning, mainly because cache dimensioning needs to be repeatedly solved and jointly optimized with content caching. To overcome this difficulty, we propose a low-complexity fluid Whittle index policy, which jointly determines dimensioning and content caching. We show that this policy is asymptotically optimal. We further develop a lightweight reinforcement learning augmented algorithm dubbed fW-UCB when the content request and delivery rates are unavailable. fW-UCB is shown to achieve a sub-linear regret as it fully exploits the structure of the near-optimal fluid Whittle index policy and hence can be easily implemented. Extensive simulations using real traces support our theoretical results.
Guojun Xiong, Shufan Wang, Gang Yan 0002, Jian Li 0008
INFOCOM1
2022 Index-aware reinforcement learning for adaptive video streaming at the wireless edge
abstract
We study adaptive video streaming for multiple users in wireless access edge networks with unreliable channels. The key challenge is to jointly optimize the video bitrate adaptation and resource allocation such that the users' cumulative quality of experience is maximized. This problem is a finite-horizon restless multi-armed multi-action bandit problem and is provably hard to solve. To overcome this challenge, we propose a computationally appealing index policy entitled Quality Index Policy, which is well-defined without the Whittle indexability condition and is provably asymptotically optimal without the global attractor condition. These two conditions are widely needed in the design of most existing index policies, which are difficult to establish in general. Since the wireless access edge network environment is highly dynamic with system parameters unknown and time-varying, we further develop an index-aware reinforcement learning (RL) algorithm dubbed QA-UCB. We show that QA-UCB achieves a sub-linear regret with a low-complexity since it fully exploits the structure of the Quality Index Policy for making decisions. Extensive simulations using real-world traces demonstrate significant gains of proposed policies over conventional approaches. We note that the proposed framework for designing index policy and index-aware RL algorithm is of independent interest and could be useful for other large-scale multi-user problems.
Guojun Xiong, Xudong Qin, Bin Li 0014, Rahul Singh 0001, Jian Li 0008
MobiHoc1
2022 Learning Infinite-Horizon Average-Reward Restless Multi-Action Bandits via Index Awareness
abstract
We consider the online restless bandits with average-reward and multiple actions, where the state of each arm evolves according to a Markov decision process (MDP), and the reward of pulling an arm depends on both the current state of the corresponding MDP and the action taken. Since finding the optimal control is typically intractable for restless bandits, existing learning algorithms are often computationally expensive or with a regret bound that is exponential in the number of arms and states. In this paper, we advocate \textit{index-aware reinforcement learning} (RL) solutions to design RL algorithms operating on a much smaller dimensional subspace by exploiting the inherent structure in restless bandits. Specifically, we first propose novel index policies to address dimensionality concerns, which are provably optimal. We then leverage the indices to develop two low-complexity index-aware RL algorithms, namely, (i) GM-R2MAB, which has access to a generative model; and (ii) UC-R2MAB, which learns the model using an upper confidence style online exploitation method. We prove that both algorithms achieve a sub-linear regret that is only polynomial in the number of arms and states. A key differentiator between our algorithms and existing ones stems from the fact that our RL algorithms contain a novel exploitation that leverages our proposed provably optimal index policies for decision-makings.
Guojun Xiong, Shufan Wang, Jian Li 0008
NeurIPS1
2019 Leveraging subspace information for low-rank matrix reconstruction
Wei Zhang 0103, Taejoon Kim, Guojun Xiong, Shu Hung Leung
Signal Process.3
2017 Distributed Filter Design and Power Allocation for Small-Cell MIMO Networks
abstract
A primary challenge for deploying dense small-cell networks comes from the lack of practical techniques that efficiently handle the increased network interference at a low cost. This has aroused considerable interest in the design of distributed precoder/combiner coordination techniques that leverage channel reciprocity, while relying on the local channel state information (CSI) available at each communication end. We present, in this paper, a power-efficient distributed coordination technique for dense small-cell multiple-input multiple-output (MIMO) networks. We optimize the linear filters by minimizing the transmit power subject to target signal-to- interference-plus-noise ratios (SINRs). Although this strategy enhances the power efficiency, the considered optimization problem is non-convex and not directly solvable even under centralized coordination. To address this difficulty, we propose distributed filter adaptation and power allocation techniques that are based on the primal and its dual problem formulations. Under this construction, the two sub-problems, i.e., the linear filter design and power allocation problems, are separable. To solve them, we devise the distributed Jacobi-type power allocation and maximum SINR filter design techniques. Improved power efficiency of the proposed technique as compared to other existing distributed techniques is evidenced.
Guojun Xiong, Taejoon Kim, David J. Love
VTC Fall1