Model-based offline multi-agent reinforcement learning (MARL) provides a promising approach to multi-agent decision-making under partial observability, where the global state is unavailable from offline data. However, limited dataset coverage can lead to substantial out-of-distribution (OOD) model errors, which may mislead policy optimization and degrade downstream performance. Existing model-based offline MARL methods typically rely on access to global states or mitigate model errors through pessimistic or conservative policy optimization, leaving the reliability and refinement of learned world models less explored. We propose a Bayesian offline MARL framework that infers latent global states from decentralized observation-action histories and iteratively refines a posterior world model using only offline data. Building on posterior information loss, we extend this criterion to the multi-agent setting as multi-agent posterior information loss (MPIL), which provides a reliability measure for world model refinement and offline evaluation. Theoretically, we establish an upper bound on policy regret that is monotonic in MPIL and further characterize its dependence on the size and state-joint-action coverage of the offline dataset. Experiments on partially observable multi-agent variants of D4RL MuJoCo tasks demonstrate competitive policy performance across diverse offline data conditions, while MPIL-guided refinement improves world model prediction and downstream policy performance. These results support a principled connection between world model reliability, offline data coverage, and policy performance in partially observable offline MARL.
George Nigmatulin, Valentin Mohl, Sascha Frey, Kang Li, Aramis Marti-Shahandeh, Mihai Cucuringu, Anisoara Calinescu, Jakob Foerster 等 9 位作者
Realistic market impact is essential for generative limit order book (LOB) models to serve as world models for trading agents. If a simulator misprices this mechanism, agents learn policies that are optimal in the simulator but wrong in the real market. Existing metrics assess generated streams purely through distributional comparison with historical data, leaving counterfactual response to an agent's own orders largely unexplored. Here, we show that market impact emerges naturally in neural LOB generators trained solely for next-token prediction. We inject execution-style metaorders into the generated message flow of five autoregressive models across five NASDAQ stocks and measure the response using estimators from the empirical impact literature, validated on baselines whose physics is known in advance. Our benchmark evaluates any message-level generator in three phases: free generation (reading order-flow persistence against price diffusivity); metaorder injection (yielding the impact law's exponent and amplitude); and a post-execution window (measuring relaxation). In addition, comparing each visible injection to a blind, simulator-only control isolates the model's learned response from standard book mechanics. For every model on every stock, we measure how the impact responds as a function of cumulative metaorder participation. Interestingly, we observe emergent impact in generative models of market data, with exponents in the range of 0.63 to 1.21, slightly above the traditional 0.5 of the square-root law of impact. In the family of models tested, we are so far unable to observe impact decay during relaxation. We tentatively attribute this to the still-short context windows of the models. We release the benchmark as open source to validate future generative models for market data.
Yutaro Yamada, Robert Tjarko Lange, Cong Lu, Shengran Hu, Chris Lu, Jakob Foerster, Jeff Clune, David Ha
AI is increasingly playing a pivotal role in transforming how scientific discoveries are made. We introduce The AI Scientist-v2, an end-to-end agentic system capable of producing the first entirely AI generated peer-review-accepted workshop paper. This system iteratively formulates scientific hypotheses, designs and executes experiments, analyzes and visualizes data, and autonomously authors scientific manuscripts. Compared to its predecessor (v1, Lu et al., 2024 arXiv:2408.06292), The AI Scientist-v2 eliminates the reliance on human-authored code templates, generalizes effectively across diverse machine learning domains, and leverages a novel progressive agentic tree-search methodology managed by a dedicated experiment manager agent. Additionally, we enhance the AI reviewer component by integrating a Vision-Language Model (VLM) feedback loop for iterative refinement of content and aesthetics of the figures. We evaluated The AI Scientist-v2 by submitting three fully autonomous manuscripts to a peer-reviewed ICLR workshop. Notably, one manuscript achieved high enough scores to exceed the average human acceptance threshold, marking the first instance of a fully AI-generated paper successfully navigating a peer review. This accomplishment highlights the growing capability of AI in conducting all aspects of scientific research. We anticipate that further advancements in autonomous scientific discovery technologies will profoundly impact human knowledge generation, enabling unprecedented scalability in research productivity and significantly accelerating scientific breakthroughs, greatly benefiting society at large. We have open-sourced the code at https://github.com/SakanaAI/AI-Scientist-v2 to foster the future development of this transformative technology. We also discuss the role of AI in science, including AI safety.