No Arabic abstract
Both single-agent and multi-agent actor-critic algorithms are an important class of Reinforcement Learning algorithms. In this work, we propose three fully decentralized multi-agent natural actor-critic (MAN) algorithms. The agents objective is to collectively learn a joint policy that maximizes the sum of averaged long-term returns of these agents. In the absence of a central controller, agents communicate the information to their neighbors via a time-varying communication network while preserving privacy. We prove the convergence of all the 3 MAN algorithms to a globally asymptotically stable point of the ODE corresponding to the actor update; these use linear function approximations. We use the Fisher information matrix to obtain the natural gradients. The Fisher information matrix captures the curvature of the Kullback-Leibler (KL) divergence between polices at successive iterates. We also show that the gradient of this KL divergence between policies of successive iterates is proportional to the objective functions gradient. Our MAN algorithms indeed use this emph{representation} of the objective functions gradient. Under certain conditions on the Fisher information matrix, we prove that at each iterate, the optimal value via MAN algorithms can be better than that of the multi-agent actor-critic (MAAC) algorithm using the standard gradients. To validate the usefulness of our proposed algorithms, we implement all the 3 MAN algorithms on a bi-lane traffic network to reduce the average network congestion. We observe an almost 25% reduction in the average congestion in 2 MAN algorithms; the average congestion in another MAN algorithm is on par with the MAAC algorithm. We also consider a generic 15 agent MARL; the performance of the MAN algorithms is again as good as the MAAC algorithm. We attribute the better performance of the MAN algorithms to their use of the above representation.
Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism which selects relevant information for each agent at every timestep. This attention mechanism enables more effective and scalable learning in complex multi-agent environments, when compared to recent approaches. Our approach is applicable not only to cooperative settings with shared rewards, but also individualized reward settings, including adversarial settings, as well as settings that do not provide global states, and it makes no assumptions about the action spaces of the agents. As such, it is flexible enough to be applied to most multi-agent learning problems.
This paper extends off-policy reinforcement learning to the multi-agent case in which a set of networked agents communicating with their neighbors according to a time-varying graph collaboratively evaluates and improves a target policy while following a distinct behavior policy. To this end, the paper develops a multi-agent version of emphatic temporal difference learning for off-policy policy evaluation, and proves convergence under linear function approximation. The paper then leverages this result, in conjunction with a novel multi-agent off-policy policy gradient theorem and recent work in both multi-agent on-policy and single-agent off-policy actor-critic methods, to develop and give convergence guarantees for a new multi-agent off-policy actor-critic algorithm.
We consider the problem of demand-side energy management, where each household is equipped with a smart meter that is able to schedule home appliances online. The goal is to minimise the overall cost under a real-time pricing scheme. While previous works have introduced centralised approaches, we formulate the smart grid environment as a Markov game, where each household is a decentralised agent, and the grid operator produces a price signal that adapts to the energy demand. The main challenge addressed in our approach is partial observability and perceived non-stationarity of the environment from the viewpoint of each agent. We propose a multi-agent extension of a deep actor-critic algorithm that shows success in learning in this environment. This algorithm learns a centralised critic that coordinates training of all agents. Our approach thus uses centralised learning but decentralised execution. Simulation results show that our online deep reinforcement learning method can reduce both the peak-to-average ratio of total energy consumed and the cost of electricity for all households based purely on instantaneous observations and a price signal.
We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment, while policy gradient suffers from a variance that increases as the number of agents grows. We then present an adaptation of actor-critic methods that considers action policies of other agents and is able to successfully learn policies that require complex multi-agent coordination. Additionally, we introduce a training regimen utilizing an ensemble of policies for each agent that leads to more robust multi-agent policies. We show the strength of our approach compared to existing methods in cooperative as well as competitive scenarios, where agent populations are able to discover various physical and informational coordination strategies.
In this paper, we introduce a new scheduling algorithm MARS based on a cost-aware multi-scalable reinforcement learning approach, which serves as an intermediate layer between HPC resource manager and user application workflow, MARS ensembles the pre-generated models from users workflows and decides on the most suitable strategy for optimization. A whole workflow application would be split into several optimized subtasks. Then based on a pre-defined resource management plan. A reward will be generated after executing a scheduled task. Lastly, MARS updates the Deep Neural Network (DNN) model for future use. MARS is designed to be able to optimize the existing models through the reinforcement mechanism. MARS can adapt to the shortage of training samples and optimize the performance by itself, especially through combining the small tasks together or switching between pre-built scheduling strategy such as Backfilling, SJF, etc, then choosing the most suitable approach. We tested MARS using different real-world workflow traces. MARS can achieve between 5%-60% better performance while comparing to the other approaches.