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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>On Estimating Action Regret and Learning From It in Route Choice</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Gabriel de O. Ramos</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Ana L. C. Bazzan</string-name>
          <email>bazzang@inf.ufrgs.br</email>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Instituto de Informa ́tica Universidade Federal do Rio Grande do Sul</institution>
        </aff>
      </contrib-group>
      <abstract>
        <p>The notion of regret has been extensively employed to measure the performance of reinforcement learning agents. The regret of an agent measures how much worse it performs following its current policy in comparison to following the best possible policy. As such, measuring regret requires complete knowledge of the environment. However, such an assumption is not realistic in most multiagent scenarios. In this paper, we address the route choice problem, in which each driver must choose the best route between its origin and its destination. The expected outcome corresponds to an equilibrium point in the space of policies where no driver benefits from deviating from its policy, a concept known as User Equilibrium (UE). Considering the limited observability of such a scenario, we investigate how the agents can estimate their regret based exclusively on their experience. To this regard, we introduce the concept of estimated action regret, through which an agent can estimate how much worsen it performs by taking a given action rather than the best in hindsight. Additionally, we show how such estimations can be used as a reinforcement signal to improve their performance. We empirically evaluate our approach in different route choice scenarios, showing that the agents produce reasonable estimations of their regret. Furthermore, we show that using such estimations as the reinforcement signal provides good approximations to the UE.</p>
      </abstract>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Reinforcement learning (RL) in multiagent domains is a
challenging task. In RL, an agent must learn by trial-and-error
how to behave within the environment in order to maximise
its utility. When multiple agents share a common
environment, they must adapt their behaviour to those of others. The
problem becomes even harder when the agents are selfish and
compete for a common resource. An example is the route
choice problem, which concerns how rational drivers1
behave when choosing routes between their origins and
desti1Henceforth, we use the terms agent and driver alternately.
nations to minimise their travel costs. Learning is a
fundamental aspect of route choice because the agents must adapt
their choices to account for the changing traffic conditions. In
other words, the agents must adapt to each others’ decisions.</p>
      <p>An interesting class of multiagent RL techniques
comprises the regret minimisation approaches. In this context,
regret has been typically employed to measure the performance
of reinforcement learning agents. Specifically, regret
measures how much worse an agent performs following its
current policy in comparison to following the best possible
policy one in hindsight. In this sense, regret minimisation can be
seen as an inherent definition on how rational agents behave
over time. Along these lines, the regret measure naturally fits
as a guide of the learning process.</p>
      <p>In recent works [Zinkevich et al., 2008; Bowling and
Zinkevich, 2012; Waugh et al., 2015], regret has been used
to improve the learning process. However, calculating
regret requires complete knowledge of the environment (i.e.,
the utility associated with every possible policy). In fact, one
may assume that an online service broadcasts the required
information through mobile devices. Nevertheless,
investigating methods to accomplish such a task in the absence of
any global information is more challenging and is also
relevant, especially in highly competitive scenarios like traffic
[Bazzan and Klu¨gl, 2013; Stone and Veloso, 2000].</p>
      <p>In this paper, we address the route choice problem by
minimising regret. Specifically, we investigate how the agents
can estimate their regret locally (i.e., based exclusively on
their experience) and how such estimations can be employed
to guide the RL process. To this regard, each agent keeps an
internal history of experienced rewards, which is used for
estimating the regret associated with each of its actions. We
refer to such measure as the estimated action regret and employ
it for updating the agents’ policies. The expected outcome
corresponds to an equilibrium point in the space of policies in
which no driver benefits from deviating from its policy. This
is the so-called User Equilibrium (UE) [Wardrop, 1952]. To
the best of our knowledge, this is the first attempt to improve
the learning process by using regret estimations as the
reinforcement signal.</p>
      <p>Through experiments, we show that our approach provides
fairly precise estimations of the agents’ regret relying only
on agents’ experience. Moreover, we present good evidence
that using such regret estimates as the reinforcement signal is
beneficial for the learning process. Consequently, in all tested
cases, the results are reasonably close to the UE.</p>
      <p>We remark that this work represents our very first step
towards developing rational agents able to analyse their
learning performance and to improve their expected outcome. In
the medium-term, we aim at investigating formal aspects of
the learning process to guarantee the efficiency of RL under
multiagent domains.</p>
      <p>This paper is organised as follows. The background on
route choice, RL and regret algorithms is presented in
Section 2. In Sections 3 and 4, we describe how the agents can
estimate their regret locally and how they can learn using such
estimations, respectively. The experimental evaluation is
discussed in Section 5. Finally, Section 6 presents the
concluding remarks and future work directions.
2
2.1</p>
    </sec>
    <sec id="sec-2">
      <title>Background</title>
      <sec id="sec-2-1">
        <title>Route Choice</title>
        <p>The route choice problem concerns how rational drivers
behave when choosing routes between their origins and
destinations. In this section, we introduce the basic concepts related
to route choice. For a more comprehensive overview, we refer
the reader to [Ortu´zar and Willumsen, 2011].</p>
        <p>A road network can be represented as a directed graph
G = (N; L), where the set of nodes N represent the
intersections and the set of links L represent the roads between
intersections. The demand for trips generates a flow of vehicles
on the links, with fl the flow on link l. To this regard, each
link l 2 L has a cost cl : fl ! R+ associated with crossing
it. Let Tij be the demand for trips between origin i 2 N and
destination j 2 N (we refer to an origin-destination pair as
simply OD pair). The set of all such demands is represented
by an OD matrix T = fTij j 8i; j 2 N; i 6= j; Tij 0g.
The total demand is denoted d = PTij2T Tij . A trip is made
by means of a route R L, which is a sequence of links
connecting an origin to a destination. The cost of a route R is
given by CR = Pl2R cl.</p>
        <p>The cost of a link is typically modelled using the
volumedelay function (VDF) abstraction. A VDF takes as input the
flow of vehicles within a link and, based on its attributes (such
as length and capacity), returns the cost (travel time) of such
link. A simple VDF is presented in Equation (1), with tl
denoting the free flow travel time (i.e., minimum travel time,
when the link is not congested). In this particular VDF, the
travel time on link l is increased by 0:02 for each vehicle/hour
of flow.</p>
        <p>cl(fl) = tl + 0:02
fl
(1)</p>
        <p>In the route choice process, drivers decide which route to
take every day to reach their destinations. Usually, this
process is modelled as a commuting scenario, where drivers’
daily trips occur under approximately the same conditions.
In this sense, each driver i 2 D, with jDj = d, is modelled as
an agent, which repeatedly deals with the problem of
choosing the route that takes the least time to its destination. The
utility ui : R ! R received by driver i after taking route R is
inversely associated with the route’s cost, as in Equation (2).
The expected outcome of this problem can be described by
the Wardrop’s first principle: “the cost on all the routes
actually used are equal, and less than those which would be
experienced by a single vehicle on any unused route” [Wardrop,
1952]. Such a solution concept is known as User Equilibrium
(UE). However, observe that the UE does not describe the
system at its best operation. Indeed, such an state is only
achieved when the average travel cost is minimum, as
described by the Wardrop’s second principle [Wardrop, 1952].
To this regard, such solution concept is commonly referred as
System Optimum (SO).</p>
        <p>ui(R) =</p>
        <p>CR
(2)
2.2</p>
      </sec>
      <sec id="sec-2-2">
        <title>Reinforcement Learning</title>
        <p>Reinforcement learning (RL) concerns with how an agent
learns a behaviour by reward and punishment from
interactions with its environment. We can formulate the RL
problem as a Markov decision process (MDP). An MDP is a tuple
hS; A; T; ri, where: S is the set of environment states; A is
the set of actions; T : S A S ! [0; 1] is the state
transition function, with T (s; a; s0) = P (s0 j s; a) representing the
probability of reaching state s0 after taking action a in state
s; and r : S A ! R is the reward function, with r(s; a)
denoting the reward received after taking action a in state s
[Sutton and Barto, 1998].</p>
        <p>In the context of the route choice problem, the actions of
an agent represent the choice of routes between his origin and
destination. Such a set of actions is known a priori by the
agents. In this sense, the set of states and, consequently, the
transition functions can be ignored. Moreover, we can define
the reward received after taking action a as r(a) = u(R),
with a = R (we will refer to reward and utility, rather than
cost, hereinafter). On this basis, we can model the route
choice problem as a stateless2 MDP.</p>
        <p>Solving a stateless MDP involves finding a policy (i.e.,
which route to take) that maximises the accumulated reward.
When the model of the environment dynamics (i.e., the
reward function r) are known by the agent, finding such an
optimal policy is trivial. However, this is rarely the case,
especially in multiagent settings. To this regard, the agent must
repeatedly interact with the environment to learn a model of
its dynamics. A particularly suitable class of RL algorithms
here comprises the so-called temporal-difference algorithms,
through which an agent can learn without an explicit model
of the environment.</p>
        <p>The Q-learning algorithm is a good representative of
temporal-difference methods [Watkins and Dayan, 1992]. In
the case of a stateless MDP, a Q-learning agent learns the
expected return Q(a) for selecting each action a by exploring
the environment. The exploration of the environment must
balance exploration (gain of knowledge) and exploitation (use
of knowledge). A typical strategy here is -greedy, in which
the agent chooses a random action with probability
(exploration) or choosing the best action with probability 1
(ex2Observe that a stateless MDP is equivalent to having an initial
state with actions corresponding to the routes available to the agent,
and an ending state with no actions. When an agent chooses action
a on the initial state, it performs the desired action and reaches the
ending state with probability 1, receiving reward r(a).
ploitation). Usually, starts with 1:0 and, at the end of each
learning episode, it is multiplied by a decay rate in order to
increase exploitation as the agent converges to its best action.
After taking action a and receiving reward r(a), the stateless
Q-learning algorithm updates Q(a) using Equation (3), where
the learning rate 2 [0; 1] weights how much of the
previous estimate should be retained. The Q-learning algorithm is
guaranteed to converge to an optimal policy in the limit under
certain assumptions.</p>
        <p>Q(a) = (1
)Q(a) + r(a)
(3)
2.3</p>
      </sec>
      <sec id="sec-2-3">
        <title>Regret</title>
        <p>The regret concept was introduced in the context of
evaluating the performance of learning rules [Hannan, 1957]. Regret
measures how much worse an agent i performs, on average,
by following its current policy i 2 as compared to
following the best possible policy in hindsight. Precisely, the regret
RiT of agent i at time T is given by Equation (4), where rt(a)
represents the reward of action a at time t and, slightly
abusing notation, t represents the action taken at time t under
policy . Therefore, regret can be seen as the average amount
lost for following a policy other than the best one.</p>
        <p>T
RiT = max 1 X rt( t)
2 T
t=1</p>
        <p>T
1 X rt( it)
T
t=1
(4)</p>
        <p>In the context of reinforcement learning (RL), regret has
been typically used as a measure of convergence [Shoham et
al., 2007; Bus¸oniu et al., 2008; Zinkevich, 2003; Bowling and
Veloso, 2002; Powers and Shoham, 2005; Banerjee and Peng,
2005]. An RL algorithm is said no-regret if it learns a policy
for which RT ! 0 as T ! 1 [Hannan, 1957]. Along these
lines, regret minimisation can be seen as a natural definition
on how rational agents behave over time. In this paper, we
use the regret measure to guide the learning process.</p>
        <p>We remark that, by definition, computing regret assumes
complete knowledge of the environment. Specifically, an
agent cannot compute its regret without knowing the reward
of every other action along time. Consequently, agents
cannot (i) calculate their regret and (ii) learn using their regret,
except if very strong assumptions are made (e.g., assuming
that every agent knows the reward of all actions along time).
Therefore, using the regret of Equation (4) to guide the
learning process is not realistic in multiagent scenarios.</p>
        <p>Zinkevich et al. introduced the concept of counterfactual
regret and proposed an algorithm for minimising it
[Zinkevich et al., 2008]. The counterfactual regret is used to
estimate the regret when the information about states is
incomplete (useful in extensive form games with imperfect
information). This is one of the first works to include the regret in
the learning process. Subsequently, Waugh et al. employed
a regression algorithm to provide enhanced estimates on the
counterfactual regret [Waugh et al., 2015]. However, these
works assume that the regret is known by the agents, which
is unrealistic for the problem we are considering.</p>
        <p>In [Bowling and Zinkevich, 2012], the authors propose a
graph representation to express the relation between actions
and the associated regret. Such a representation was
employed to mimic the structure of local search methods, thus
allowing no-regret algorithms to minimise a broader class
of optimisation problems. Nevertheless, their work also
assumes that the utility function is available to the agents.</p>
        <p>Powers and Shoham proposed a set of performance
criteria regarding multiagent learning and proposed an algorithm
that meets such criteria [Powers and Shoham, 2005]. Their
algorithm, however, makes some strong assumptions
regarding the environment observability (e.g., an agent can observe
its opponents’ rewards). Banerjee and Peng extended
Powers and Shoham’s approach to a class of no-regret algorithms
and dropped some of the observability assumptions [Banerjee
and Peng, 2005]. Notwithstanding, these approaches do not
employ the regret to guide the learning process.</p>
        <p>Along these lines, in this paper we investigate how agents
can estimate their regret based on their experience and
propose the use of such estimations to guide the agents’ learning
process. Moreover, we disaggregate the regret formulation
by measuring the regret of actions rather than of policies. We
show that performing such estimates is realistic and improves
the learning process. To the best of our knowledge, this is the
first effort towards addressing regret estimation and learning
through such regret.
3</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>Estimating Regret Locally</title>
      <p>In this section, we discuss how agents can estimate their
regret. As discussed in Section 2.3, the agents cannot compute
their real regret (using Equation (4)) due to the lack of
information regarding the routes rewards. The point is that regret
is measured considering (i) the agent’s average reward under
their current policy and (ii) the average reward under the best
policy in hindsight. Calculating the latter requires knowing
the rewards of all routes along time. However, after each trip,
an agent can observe the reward of the route taken, but cannot
observe the reward of the other routes. Such a full
observability property would only be possible under strong
assumptions (e.g., a central authority broadcasting such information),
which can be unrealistic in traffic domains. Furthermore,
investigating methods to accomplish such a task in the absence
of any supporting service is more challenging and is also
relevant, especially in the highly competitive settings considered
here [Stone and Veloso, 2000].</p>
      <p>In this paper, we investigate how agents can estimate their
regret based exclusively on local information (i.e., the
rewards actually experienced by them). To this regard, we
propose an alternative definition of regret that describes the
estimated regret of each action.</p>
      <p>Let Ai A denote3 the set of routes of agent i. At time t,
agent i performs a given action ait 2 Ai and receives a reward
of rt(ait). We represent the history of experiences of agent i
t t
as Hi = fri;a j a 2 Ai; t 2 [1; T ]g, with ri;a the reward
experience of driver i for taking action a at time t. However,
recall that an agent cannot observe the reward of action a on
time t except if it has taken such action at that time, i.e., if a =
ait. To this regard, the agents can assume the reward of non
taken actions to be the same as the most up to date experience
t
on that route. Precisely, let r~i;a represent the newest reward
3We slightly abuse notation here to account for drivers with
different OD pairs, whose route sets are obviously different.
experience of agent i for taking action a on time t (either
the current reward or the last4 actually experienced one), as
given by Equation (5). The history of experiences of agent i
t
can then be rewritten as Hi = fr~i;a j a 2 Ai; t 2 [1; T ]g.
t
r~i;a =
rt(ait) if a = at</p>
      <p>i
r~it;a1 otherwise</p>
      <p>Given the above definitions, we can now formulate the
average estimated regret of agent i for taking action a at time
t as in Equation (6). In general terms, we will refer to this
formulation as estimated action regret. The estimated action
regret R~ it;a can be seen as the estimated amount lost by agent
i for taking action a at time t instead of the best action
regarding its experience. Additionally, we can reformulate Equation
(4) to obtain the estimated agent regret, as in Equation (7).
The estimated agent regret R~ it expresses how much worse
agent i performed, on average, up to time t for not taking
only the best action regarding its experience. The main
advantage of this formulation over the real regret (Equation (4))
is that it can be computed locally by the agents, eliminating
the need for a central authority. Moreover, as the required
information is already available to the agents, they can use such
regret to guide their learning process.</p>
      <p>t
R~ it;a = max 1 X r~is;b
b2Ai t s=1</p>
      <p>t
R~ it = max 1 X r~is;a
a2Ai t s=1</p>
      <p>t
1 X r~i;a</p>
      <p>s
t
s=1
s
1 X rs(ais)
t
s=1
4</p>
    </sec>
    <sec id="sec-4">
      <title>Learning Through Regret</title>
      <p>In this section, we present a simple algorithmic solution for
the agents to learn using the estimated action regret of
Equation (6). To this end, we employ the Q-learning algorithm
(as presented in Section 2.1). We highlight, however, that any
other reinforcement learning algorithm could be used as well.</p>
      <p>Every driver i 2 D is represented by a Q-learning agent.
The route choice problem can then be modelled as a stateless
MDP. As such, the states and the transition functions can be
ignored. Let A = fAi j i 2 Dg be the set of agents’ actions,
where Ai is the set of routes of agent i, with Ai = Aj if
agents i and j belong to the same OD pair. The reward for
taking action a at time t is given by rt(a).</p>
      <p>The learning process works as follows. At each episode
t 2 [1; T ], each agent i 2 D chooses an action ait 2 Ai
using the -greedy strategy. After taking the chosen action,
the agent receives a reward of rt(ait). Afterwards, the agent
updates its history Hi using Equation (5) and calculates the
estimated regret of action ait using Equation (6). Finally, the
agent updates Qi(ait) using Equation (3). This process is
repeated for each episode, aiming at minimising agents’ regret.</p>
      <p>Recall that the original definition of regret of Equation (4)
measures the regret of the agent, not of his actions. However,
4As initial value, one can consider the minimum possible reward,
which is computed using the links’ free flow travel times (as
described in Section 2.1). From a practical perspective, such
information could be easily obtained using any offline navigation device.
(5)
(6)
(7)
the agent regret is not useful in the learning process because
it does not consider how much the reward of a single action
contributes to the regret. In other words, as we consider the
average regret, the reward of a good-performing action could
be penalised by those of bad-performing actions. Moreover,
the learning process works by adjusting the expected value (or
regret) of each action of the agent. In this sense, our estimated
action regret definition isolates the regret per action, thus
allowing the actions to be evaluated singly. The estimated
action regret is more suitable to evaluate how promising a given
action is as compared to the others.</p>
      <p>Finally, it is worth noting that, although each driver
minimises its actions’ regret, this is equivalent to minimising its
total regret. Recall that the estimated action regret measures
how much worse an action performs as compared to the best
one. By employing such a value in the learning process,
the agent puts more weight on the actions with smaller
regret. Moreover, using the -greedy strategy, the agent tends
to choose the action with the smallest regret with a higher
probability. Consequently, we can state that minimising the
estimated action regret along time is equivalent to minimising
the estimated agent regret.
5
5.1</p>
    </sec>
    <sec id="sec-5">
      <title>Experimental Evaluation</title>
      <sec id="sec-5-1">
        <title>Setup</title>
        <p>In order to evaluate our approach, we employ five different
road networks that are available in the literature.</p>
        <p>Pigou : this is a classical network introduced in [Pigou,
1920]. It comprises only two links l1 and l2, with
cl1 (fl1 ) = 1:0 and cl2 (fl2 ) = fl2 =d. We set the number
of drivers to d = 100, all of them belonging to the same
OD pair. In this scenario, there are only two actions (one
corresponding to each link), i.e., jAj = 2.</p>
        <p>OW : is a small, synthetic network, with jN j = 13, jLj = 48,
and d = 1700 [Ortu´zar and Willumsen, 2011, exercise
10.1]. The vehicles are distributed among four OD pairs.
The costs of the links are calculated using Equation (1).
In this network, the number of possible routes for each
OD pair is high. To this regard, we employ the KSP
algorithm [Yen, 1971] to find the k shortest routes for
each OD pair, i.e., jAj = k.</p>
        <p>Braess graphs : these are expanded versions of the
network introduced in [Braess, 1968]. Specifically, let
p 2 f1; 2; : : :g be the pth expansion of such graph,
where 1st Braess graph is equivalent to the
original graph [Roughgarden, 2006]. We generalise such
model to consider a discrete set of drivers. The
complete description of these graphs is available in
Appendix A. We employ the 1st Braess graph, 2nd
Braess graph and 3rd Braess graph, and
define d = 4000, with all drivers belonging to the same
OD pair, and, by definition, jAj = 2p + 1.</p>
        <p>An experiment corresponds to a complete execution, with
1000 episodes, of the Q-learning algorithm on a single
network. After an execution is completed, we measure its
performance by means of the average travel time (avg-tt
hereafter, measured in minutes) and the average estimated agent
regret (using Equation (7)), both regarding the last episode.
We tested different combinations for the Q-learning
parameters. For each such combination, 30 repetitions were
performed. The best5 combination found was = 0:5, = 1:0
and = 0:99. Moreover, in the case of the OW network, we
also tested different values for k (the KSP algorithm is run
once for each OD pair, in the beginning of the experiment).
The best results were achieved for k = 8. The results of such
configurations were selected for further analysis in the next
subsection.</p>
        <p>The main hypotheses of our work are that: (i) the results
approach the user equilibrium (UE), and (ii) the regret
estimations are reasonably precise. In the next subsection, we
analyse how successful our approach performed regarding
our initial hypotheses.
5.2</p>
      </sec>
      <sec id="sec-5-2">
        <title>Results</title>
        <p>The performance of our approach in all tested road networks
is presented in Table 1. In the table, we show the two main
performance metrics avg-tt and average estimated agent
regret. Additionally, in order to analyse such results, we present
the UE (as reported in the literature), the average real agent
regret (using Equation (4)6), and the relative difference
between the estimated and real regrets.</p>
        <p>Our first hypothesis states that the avg-tt results are close to
the UE. As shown in Table 1, such results are indeed close to
the UE values reported in the literature. The results become
slightly far from the UE for the Braess graphs, especially the
larger ones (p &gt; 1). This phenomenon can be explained by
the nature of such graphs. Under UE, only the so-called
typeP routes are used (see Appendix A for a detailed description).
However, such routes have very similar costs. Consequently,
it becomes harder for the agents to choose which route to
take. The problem becomes even harder for larger Braess
graphs because the number of type-P routes also increases
with p. Furthermore, the Braess graphs were designed so that
the UE values are the farthest possible from the System
Op5The best value for varied slightly from one network to
another. However, such a value was reasonably close to 0:5 in all tested
cases. Thus, for uniformity, we chose = 0:5 for all networks.</p>
        <p>6In order to compute the real regret of Equation (4), we
considered that the space of policies consists of a simple mapping from
routes to deterministic policies. In fact, ignoring mixed policies over
the set of available actions is a common practice in the literature
[Banerjee and Peng, 2005; Zinkevich et al., 2008].
timum (SO). Nonetheless, observe that, for these particular
graphs, our avg-tt results are closer to the SO than those of
the UE. Therefore, such results evidence that our approach
provides good approximations to the UE.</p>
        <p>Regarding our second aforementioned hypothesis, its
validation involves evaluating how precise the regret estimations
are. To analyse such precision, we compare the real and
estimated agent regrets by means of their relative difference.
The lower such difference, the better. Of course, such
difference cannot be computed by the agents, otherwise the
regret estimation would not be necessary. As can be seen in
Table 1, the estimated regrets are reasonably close to the
real ones, especially for the networks Pigou, OW and 1st
Braess graph. For the larger Braess graphs, the results
were somewhat worse. The point here, again, is that the
Braess graphs are more challenging because they were
designed to be among the hardest networks. As the agents have
more difficulty to learn their best routes, the network takes
longer to reach a more stable point. Consequently, the agents
estimations need to be updated more frequently to account
for the high variations in the routes costs. However, despite
the difficulties, the estimations were reasonable. We highlight
that such estimations could be greatly improved by adopting
more sophisticated estimation methods (e.g., using a
nonlinear regressor). Thus, the present results also evidence that
our regret estimation mechanism reaches a reasonable level
of precision.</p>
        <p>Along these lines, we can conclude, at least
experimentally, that the agents can, in fact, estimate their regret locally
and use such information to learn their best routes.
Obviously, these results are not definitive. As initially mentioned,
this work represents a very first step towards a more formal
investigation regarding formal guarantees for RL algorithms,
which is our medium-term objective.
6</p>
      </sec>
    </sec>
    <sec id="sec-6">
      <title>Concluding Remarks</title>
      <p>In this paper, we addressed the route choice problem by
minimising the drivers’ regret. This problem concerns how
rational drivers learn which route to take so as to minimise their
expected travel costs. To this regard, we developed methods
for learning agents to estimate their regret locally (i.e., based
exclusively on their experience) and to learn using such
estimations. Specifically, each agent keeps a history of
experimented rewards, which is used to compute the so-called
estimated action regret.</p>
      <p>Based on experiments, we have shown that our approach
provides reasonably precise estimations of the agents’ regret
and that such estimations are useful in the learning process.
We recall that this work represents an initial effort towards
a more formal investigation of efficiency guarantees for RL
algorithms, which is our medium-term objective.</p>
      <p>For future work, we would like to investigate formally
how precise the regret estimations might be. We expect that
more sophisticated methods could be employed to estimate
the agents’ regret (e.g., using a nonlinear regressor).
Moreover, we would like to study how much our approach benefits
when the agents can communicate to improve their
estimations. We also consider investigating the benefits of
employing an online service for providing global information for the
agents. Regarding the learning process, a promising
direction would be adopting algorithms that learn mixed policies
over the actions rather than only the best action. Furthermore,
considering this work is a proof-of-concept, no comparison
was made against other methods in the literature. Thereby,
making such a comparison is an obviously important step to
provide a more complete analysis of our approach. Last but
not least, it would be interesting to explore how the learning
process could be shaped towards globally efficient routes.</p>
    </sec>
    <sec id="sec-7">
      <title>Acknowledgments</title>
      <p>We are very grateful to the anonymous reviewers for their
valuable comments. The authors are partially supported by
CNPq and CAPES grants.</p>
    </sec>
    <sec id="sec-8">
      <title>Expanding the Braess Graphs</title>
      <p>The original Braess graph was designed to illustrate the
counter-intuitive phenomenon that removing a link from a
road network may improve its outcome [Braess, 1968]. This
is the so-called Braess paradox. In this paper, we are not
interested in the paradox itself. However, we employed the Braess
graph for validating our approach given it poses some
interesting challenges in the drivers’ decision process (as seen in
Section 5.2). Roughgarden devised a method for generating
the pth expansion of the original Braess graph
[Roughgarden, 2006]. Nonetheless, the proposed modelling required
the flow (i.e., the number of vehicles) to be normalised in the
interval [0; p], with p the order of the Braess graph. In order
to overcome such limitation, we extend Roughgarden’s
modelling dropping such a requirement, thus delivering a more
general model. Moreover, we provide updated theoretical
results for the System Optimal (SO) and User Equilibrium (UE)
solution concepts, as well as the results for the Braess
paradox and the price of anarchy.</p>
      <p>A.1</p>
      <sec id="sec-8-1">
        <title>Graphs Generation Process</title>
        <p>Consider the modelling introduced in Section 2.1. Let Bp be
the pth Braess graph, with B1 being equivalent to the
original Braess graph. The set of nodes can be described as N p =
fs; n1; : : : ; np; o1; : : : ; op; tg, with jN pj = 2p + 2 and s 2 N
and t 2 N representing the source and target nodes,
respectively, for all d drivers (i.e., all drivers share the same OD
pair). Let (i; j) represent a link from i 2 N to j 2 N . The set
of links can be formulated as Lp = f(s; ni); (ni; oi); (oi; t) :
1 i pg [ f(ni; oi 1) : 2 i pg [ f(n1; t); (s; op)g,
with jLpj = 4p + 1. The links are grouped into three distinct
types, each with a corresponding cost function, as follows.
type-A : for all links on the form (ni; oi), we use clp(fl) = 0;
type-B : for all links on the form (ni; oi 1), (s; op), and
(n1; t), we use clp(fl) = 1;
type-C : for all links on the form (oi; t) and (s; np i+1),
with i 2 f1; : : : ; pg, we use a piecewise, continuous,
non-decreasing function as in Equation (8). Using this
function, the maximum possible cost of a type-C link
(when fl = d) is ip2. The shape of the type-C cost
function is illustrated in Figure 1.</p>
        <p>clp(fl) =
(0
ip(pfl+fl d)
d
if fl
otherwise
d=(p + 1)
(8)</p>
        <p>The routes are divided into two groups. Let P denote7
the set of routes without any type-C link, i.e., P = fPi =
(s; ni; oi; t) j i 2 [1; p]g, with jP j = p. All the other
routes, with type-C links, are then represented by Q =
f(s; n1; t)g[fQi = (s; ni; oi 1; t) j i 2 [2; p]g[f(s; op; t)g,
with jQj = p + 1. We will distinguish the routes from these
two groups as type-P and type-Q routes.</p>
        <p>7We slightly abuse notation here, using (s; : : : ; t) to represent a
sequence of connected links f(s; ); : : : ; ( ; t)g that form a route.
t i
s
o
c
0
0</p>
        <p>d
p+1
d
p
d
flow
Given the above formulation, we can define theoretical
results for the System Optimum (SO) and the User Equilibrium
(UE) as follows. The SO is achieved when the total flow d is
equally divided among the p + 1 type-Q routes. In this case,
each such route receives a portion d=(p + 1) of the flow and
the type-P routes are not used. Under such conditions, each
route has a cost of 1 and the avg-tt is also 1.</p>
        <p>The UE, on the other hand, is achieved when only the p
type-P routes are used. In this case, each such route receives
a flow of d=p, thus costing p + 1. Under such circumstances,
the avg-tt is also p + 1. By comparing the SO and UE results,
we can define the price of anarchy to be p + 1 [Koutsoupias
and Papadimitriou, 1999].</p>
        <p>Observe that, in both solution concepts, the avg-tt and the
route costs are always the same. This is due to the fact that, in
both cases, all routes being used have precisely the same flow
and cost, i.e., under SO all used routes have a flow of d=(p+1)
and cost 1 each, and under UE all used routes have a flow of
d=p and cost p + 1. Consequently, as all vehicles experiment
the same cost, we have that the avg-tt and the route costs are
always the same.</p>
        <p>Regarding the Braess paradox, our modelling does not
invalidate it. Observe that, whenever the type-A links (those
in the form (ni; oi)) are removed, all type-P routes are also
eliminated. Moreover, recall that, under UE, the cost of the
flow is p + 1. However, after the type-P routes are removed,
the UE is achieved when the flow is equally divided among
the type-Q routes, which is precisely the SO. Thus,
removing the type-P routes leads to an improvement in the overall
performance, meaning that the Braess paradox exists.</p>
      </sec>
    </sec>
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