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Register a new userCooperative Multi-Agent Bandits with Heavy Tails
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Abhimanyu Dubey
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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We study the heavy-tailed stochastic bandit problem in the cooperative multi-agent setting, where a group of agents interact with a common bandit problem, while communicating on a network with delays. Existing algorithms for the stochastic bandit in this setting utilize confidence intervals arising from an averaging-based communication protocol known as~textit{running consensus}, that does not lend itself to robust estimation for heavy-tailed settings. We propose textsc{MP-UCB}, a decentralized multi-agent algorithm for the cooperative stochastic bandit that incorporates robust estimation with a message-passing protocol. We prove optimal regret bounds for textsc{MP-UCB} for several problem settings, and also demonstrate its superiority to existing methods. Furthermore, we establish the first lower bounds for the cooperative bandit problem, in addition to providing efficient algorithms for robust bandit estimation of location.
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Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated learning. In this paper, we discuss the problem of cooperative multi-agent RL with function approximation, where a group of agents communicates with each other to jointly solve an episodic MDP. We demonstrate that via careful message-passing and cooperative value iteration, it is possible to achieve near-optimal no-regret learning even with a fixed constant communication budget. Next, we demonstrate that even in heterogeneous cooperative settings, it is possible to achieve Pareto-optimal no-regret learning with limited communication. Our work generalizes several ideas from the multi-agent contextual and multi-armed bandit literature to MDPs and reinforcement learning.
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Action and observation delays exist prevalently in the real-world cyber-physical systems which may pose challenges in reinforcement learning design. It is particularly an arduous task when handling multi-agent systems where the delay of one agent could spread to other agents. To resolve this problem, this paper proposes a novel framework to deal with delays as well as the non-stationary training issue of multi-agent tasks with model-free deep reinforcement learning. We formally define the Delay-Aware Markov Game that incorporates the delays of all agents in the environment. To solve Delay-Aware Markov Games, we apply centralized training and decentralized execution that allows agents to use extra information to ease the non-stationarity issue of the multi-agent systems during training, without the need of a centralized controller during execution. Experiments are conducted in multi-agent particle environments including cooperative communication, cooperative navigation, and competitive experiments. We also test the proposed algorithm in traffic scenarios that require coordination of all autonomous vehicles to show the practical value of delay-awareness. Results show that the proposed delay-aware multi-agent reinforcement learning algorithm greatly alleviates the performance degradation introduced by delay. Codes and demo videos are available at: https://github.com/baimingc/delay-aware-MARL.
Effective coordination is crucial to solve multi-agent collaborative (MAC) problems. While centralized reinforcement learning methods can optimally solve small MAC instances, they do not scale to large problems and they fail to generalize to scenarios different from those seen during training. In this paper, we consider MAC problems with some intrinsic notion of locality (e.g., geographic proximity) such that interactions between agents and tasks are locally limited. By leveraging this property, we introduce a novel structured prediction approach to assign agents to tasks. At each step, the assignment is obtained by solving a centralized optimization problem (the inference procedure) whose objective function is parameterized by a learned scoring model. We propose different combinations of inference procedures and scoring models able to represent coordination patterns of increasing complexity. The resulting assignment policy can be efficiently learned on small problem instances and readily reused in problems with more agents and tasks (i.e., zero-shot generalization). We report experimental results on a toy search and rescue problem and on several target selection scenarios in StarCraft: Brood War, in which our model significantly outperforms strong rule-based baselines on instances with 5 times more agents and tasks than those seen during training.
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