Hindsight Learning for MDPs with Exogenous Inputs
- URL: http://arxiv.org/abs/2207.06272v3
- Date: Mon, 23 Oct 2023 13:06:58 GMT
- Title: Hindsight Learning for MDPs with Exogenous Inputs
- Authors: Sean R. Sinclair, Felipe Frujeri, Ching-An Cheng, Luke Marshall, Hugo
Barbalho, Jingling Li, Jennifer Neville, Ishai Menache, Adith Swaminathan
- Abstract summary: We design a class of data-efficient algorithms for resource management problems called Hindsight Learning (HL)
HL algorithms achieve data efficiency by leveraging a key insight: having samples of the variables, past decisions can be revisited in hindsight to infer counterfactual consequences that can accelerate policy improvements.
We scale our algorithms to a business-critical cloud resource management problem -- allocating Virtual Machines (VMs) to physical machines, and simulate their performance with real datasets from a large public cloud provider.
- Score: 20.556789174972334
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Many resource management problems require sequential decision-making under
uncertainty, where the only uncertainty affecting the decision outcomes are
exogenous variables outside the control of the decision-maker. We model these
problems as Exo-MDPs (Markov Decision Processes with Exogenous Inputs) and
design a class of data-efficient algorithms for them termed Hindsight Learning
(HL). Our HL algorithms achieve data efficiency by leveraging a key insight:
having samples of the exogenous variables, past decisions can be revisited in
hindsight to infer counterfactual consequences that can accelerate policy
improvements. We compare HL against classic baselines in the multi-secretary
and airline revenue management problems. We also scale our algorithms to a
business-critical cloud resource management problem -- allocating Virtual
Machines (VMs) to physical machines, and simulate their performance with real
datasets from a large public cloud provider. We find that HL algorithms
outperform domain-specific heuristics, as well as state-of-the-art
reinforcement learning methods.
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