This paper considers multi-agent reinforcement learning (MARL) in networked system control. Specifically, each agent learns a decentralized control policy based on local observations and messages from connected neighbors. We formulate such a networked MARL (NMARL) problem as a spatiotemporal Markov decision process and introduce a spatial discount factor to stabilize the training of each local agent. Further, we propose a new differentiable communication protocol, called NeurComm, to reduce information loss and non-stationarity in NMARL. Based on experiments in realistic NMARL scenarios of adaptive traffic signal control and cooperative adaptive cruise control, an appropriate spatial discount factor effectively enhances the learning curves of non-communicative MARL algorithms, while NeurComm outperforms existing communication protocols in both learning efficiency and control performance.
Ant Financial Services Group（蚂蚁金融服务集团）；Technion（以色列理工学院）；Alibaba Group（阿里巴巴集团）；Georgia Institute of Technology（佐治亚理工学院）
We consider the networked multi-agent reinforcement learning (MARL) problem in a fully decentralized setting, where agents learn to coordinate to achieve the joint success. This problem is widely encountered in many areas including traffic control, distributed control, and smart grids. We assume that the reward function for each agent can be different and observed only locally by the agent itself. Furthermore, each agent is located at a node of a communication network and can exchanges information only with its neighbors. Using softmax temporal consistency and a decentralized optimization meth…
We study multi-agent reinforcement learning (MARL) in a stochastic network of agents. The objective is to find localized policies that maximize the (discounted) global reward. In general, scalability is a challenge in this setting because the size of the global state/action space can be exponential in the number of agents. Scalable algorithms are only known in cases where dependencies are static, fixed and local, e.g., between neighbors in a fixed, time-invariant underlying graph. In this work, we propose a Scalable Actor Critic framework that applies in settings where the dependencies can be …
We apply deep reinforcement learning (DRL) to design of a networked controller with network delays to complete a temporal control task that is described by a signal temporal logic (STL) formula. STL is useful to deal with a specification with a bounded time interval for a dynamical system. In general, an agent needs not only the current system state but also the past behavior of the system to determine a desired control action for satisfying the given STL formula. Additionally, we need to consider the effect of network delays for data transmissions. Thus, we propose an extended Markov decision…
It has long been recognized that multi-agent reinforcement learning (MARL) faces significant scalability issues due to the fact that the size of the state and action spaces are exponentially large in the number of agents. In this paper, we identify a rich class of networked MARL problems where the model exhibits a local dependence structure that allows it to be solved in a scalable manner. Specifically, we propose a Scalable Actor-Critic (SAC) method that can learn a near optimal localized policy for optimizing the average reward with complexity scaling with the state-action space size of loca…
InstaDeep（InstaDeep公司）；University of Oxford（牛津大学）；Stellenbosch University（斯泰伦博斯大学）；University of Cape Town（开普敦大学）；University of Witwatersrand（威特沃特斯兰德大学）
Multi-agent reinforcement learning has recently shown great promise as an approach to networked system control. Arguably, one of the most difficult and important tasks for which large scale networked system control is applicable is common-pool resource management. Crucial common-pool resources include arable land, fresh water, wetlands, wildlife, fish stock, forests and the atmosphere, of which proper management is related to some of society's greatest challenges such as food security, inequality and climate change. Here we take inspiration from a recent research program investigating the game…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Princeton University（普林斯顿大学）；Northwestern University（西北大学）；The Hong Kong University of Science and Technology（香港科技大学）
Despite the increasing interest in multi-agent reinforcement learning (MARL) in multiple communities, understanding its theoretical foundation has long been recognized as a challenging problem. In this work, we address this problem by providing a finite-sample analysis for decentralized batch MARL with networked agents. Specifically, we consider two decentralized MARL settings, where teams of agents are connected by time-varying communication networks, and either collaborate or compete in a zero-sum game setting, without any central controller. These settings cover many conventional MARL setti…
Tsinghua University（清华大学）；Carnegie Mellon University（卡内基梅隆大学）；Duke University（杜克大学）；California Institute of Technology（加州理工学院）
We study a multi-agent reinforcement learning (MARL) problem where the agents interact over a given network. The goal of the agents is to cooperatively maximize the average of their entropy-regularized long-term rewards. To overcome the curse of dimensionality and to reduce communication, we propose a Localized Policy Iteration (LPI) algorithm that provably learns a near-globally-optimal policy using only local information. In particular, we show that, despite restricting each agent's attention to only its $κ$-hop neighborhood, the agents are able to learn a policy with an optimality gap that …
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Princeton University（普林斯顿大学）；Northwestern University（西北大学）；Tencent AI Lab（腾讯人工智能实验室）
We consider the problem of \emph{fully decentralized} multi-agent reinforcement learning (MARL), where the agents are located at the nodes of a time-varying communication network. Specifically, we assume that the reward functions of the agents might correspond to different tasks, and are only known to the corresponding agent. Moreover, each agent makes individual decisions based on both the information observed locally and the messages received from its neighbors over the network. Within this setting, the collective goal of the agents is to maximize the globally averaged return over the networ…
Princeton University（普林斯顿大学）；University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
Multi-agent reinforcement learning (MARL) has long been a significant and everlasting research topic in both machine learning and control. With the recent development of (single-agent) deep RL, there is a resurgence of interests in developing new MARL algorithms, especially those that are backed by theoretical analysis. In this paper, we review some recent advances a sub-area of this topic: decentralized MARL with networked agents. Specifically, multiple agents perform sequential decision-making in a common environment, without the coordination of any central controller. Instead, the agents ar…
Carnegie Mellon University（卡内基梅隆大学）；California Institute of Technology（加州理工学院）；Harvard University（哈佛大学）
We study reinforcement learning (RL) in a setting with a network of agents whose states and actions interact in a local manner where the objective is to find localized policies such that the (discounted) global reward is maximized. A fundamental challenge in this setting is that the state-action space size scales exponentially in the number of agents, rendering the problem intractable for large networks. In this paper, we propose a Scalable Actor Critic (SAC) framework that exploits the network structure and finds a localized policy that is an $O(ρ^κ)$-approximation of a stationary point of th…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Georgia Institute of Technology（佐治亚理工学院）；University of Nevada, Reno（内华达大学里诺分校）
Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the optimal control problem of a networked MAS into several local optimal control problems in factorial subsystems, such that each (central) agent behaves optimally to minimize the joint cost function of a subsystem that comprises a central agent and its neighboring agents, and the local control actions (policies) only rely on the knowledge of local observation…
In this paper, we study the problem of networked multi-agent reinforcement learning (MARL), where a number of agents are deployed as a partially connected network and each interacts only with nearby agents. Networked MARL requires all agents to make decisions in a decentralized manner to optimize a global objective with restricted communication between neighbors over the network. Inspired by the fact that sharing plays a key role in human's learning of cooperation, we propose LToS, a hierarchically decentralized MARL framework that enables agents to learn to dynamically share reward with neigh…
University of Washington（华盛顿大学）；Microsoft Research（微软研究院）
Inspired by applications such as supply chain management, epidemics, and social networks, we formulate a stochastic game model that addresses three key features common across these domains: 1) network-structured player interactions, 2) pair-wise mixed cooperation and competition among players, and 3) limited global information toward individual decision-making. In combination, these features pose significant challenges for black box approaches taken by deep learning-based multi-agent reinforcement learning (MARL) algorithms and deserve more detailed analysis. We formulate a networked stochasti…
Scalable Policy Optimization for Networked Multi-Agent Reinforcement Learning with Continuous State-Action Spaces
Department of Electrical and Computer Engineering, University of California, Riverside（加州大学河滨分校电气与计算机工程系）；Engineering Systems and Design Pillar, Singapore University of Technology and Design（新加坡科技与设计大学工程系统与设计学院）；Frontiers Science Center for Mobile Information Communication and Security, School of Mathematics, Southeast University（东南大学数学学院移动信息通信与安全前沿科学中心）
Paderborn University（帕德博恩大学）；Karlstad University（卡尔斯塔德大学）；Hasso-Plattner-Institute（哈索·普拉特纳研究所）；University of Potsdam（波茨坦大学）
We present Distributed Deep Deterministic Policy Gradient (3DPG), a multi-agent actor-critic (MAAC) algorithm for Markov games. Unlike previous MAAC algorithms, 3DPG is fully distributed during both training and deployment. 3DPG agents calculate local policy gradients based on the most recently available local data (states, actions) and local policies of other agents. During training, this information is exchanged using a potentially lossy and delaying communication network. The network therefore induces Age of Information (AoI) for data and policies. We prove the asymptotic convergence of 3DP…
Peking University（北京大学）；Chinese Academy of Sciences（中国科学院）；University College London（伦敦大学学院）；King’s College London（伦敦国王学院）；Xiamen University（厦门大学）；BIGAI（北京通用人工智能研究院）
Reinforcement learning algorithms require a large amount of samples; this often limits their real-world applications on even simple tasks. Such a challenge is more outstanding in multi-agent tasks, as each step of operation is more costly requiring communications or shifting or resources. This work aims to improve data efficiency of multi-agent control by model-based learning. We consider networked systems where agents are cooperative and communicate only locally with their neighbors, and propose the decentralized model-based policy optimization framework (DMPO). In our method, each agent lear…
Learning effective policies for real-world problems is still an open challenge for the field of reinforcement learning (RL). The main limitation being the amount of data needed and the pace at which that data can be obtained. In this paper, we study how to build lightweight simulators of complicated systems that can run sufficiently fast for deep RL to be applicable. We focus on domains where agents interact with a reduced portion of a larger environment while still being affected by the global dynamics. Our method combines the use of local simulators with learned models that mimic the influen…
Causality Meets Locality: Provably Generalizable and Scalable Policy Learning for Networked Systems
King’s College London（伦敦国王学院）；Eindhoven University of Technology（埃因霍温理工大学）；University of California, San Diego（加州大学圣地亚哥分校）；The Alan Turing Institute（艾伦·图灵研究所）
Near-Optimal Reinforcement Learning with Shuffle Differential Privacy
College of Control Science and Engineering, Zhejiang University（控制科学与工程学院，浙江大学）；Department of Computer Science, University of Copenhagen（计算机科学系，哥本哈根大学）
University of California, Los Angeles（加州大学洛杉矶分校）；Ecole Polytechnique Federale de Lausanne (EPFL)（洛桑联邦理工学院）
A new amortized variance-reduced gradient (AVRG) algorithm was developed in \cite{ying2017convergence}, which has constant storage requirement in comparison to SAGA and balanced gradient computations in comparison to SVRG. One key advantage of the AVRG strategy is its amenability to decentralized implementations. In this work, we show how AVRG can be extended to the network case where multiple learning agents are assumed to be connected by a graph topology. In this scenario, each agent observes data that is spatially distributed and all agents are only allowed to communicate with direct neighb…
Southwest Jiaotong University（西南交通大学）；University of York（约克大学）；PUC-Rio（里约热内卢天主教大学）
This work develops a robust diffusion recursive least squares algorithm to mitigate the performance degradation often experienced in networks of agents in the presence of impulsive noise. This algorithm minimizes an exponentially weighted least-squares cost function subject to a time-dependent constraint on the squared norm of the intermediate estimate update at each node. With the help of side information, the constraint is recursively updated in a diffusion strategy. Moreover, a control strategy for resetting the constraint is also proposed to retain good tracking capability when the estimat…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Georgia Institute of Technology（佐治亚理工学院）
In this paper, we discuss the methodology of generalizing the optimal control law from learned component tasks to unlearned composite tasks on Multi-Agent Systems (MASs), by using the linearity composition principle of linearly solvable optimal control (LSOC) problems. The proposed approach achieves both the compositionality and optimality of control actions simultaneously within the cooperative MAS framework in both discrete- and continuous-time in a sample-efficient manner, which reduces the burden of re-computation of the optimal control solutions for the new task on the MASs. We investigat…
University of Lisbon（里斯本大学）；Instituto Superior de Ciências Sociais e Políticas (ISCSP)（高等社会与政治科学研究所（ISCSP））
An artificial agent for financial risk and returns' prediction is built with a modular cognitive system comprised of interconnected recurrent neural networks, such that the agent learns to predict the financial returns, and learns to predict the squared deviation around these predicted returns. These two expectations are used to build a volatility-sensitive interval prediction for financial returns, which is evaluated on three major financial indices and shown to be able to predict financial returns with higher than 80% success rate in interval prediction in both training and testing, raising …
Networked Information Aggregation for Binary Classification
University of Maryland, College Park, MD, USA（马里兰大学学院市分校）；Google Research, New York City, NY, USA（谷歌研究纽约市分校）；University of California, Irvine, CA, USA（加州大学尔湾分校）
With the increasing scale, complexity, and heterogeneity of the next generation networked systems, seamless control, management, and security of such systems becomes increasingly challenging. Many diverse applications have driven interest in networked systems, including large-scale distributed learning, multi-agent optimization, 5G service provisioning, and network slicing, etc. In this paper, we propose trust as a measure to evaluate the status of network agents and improve the decision-making process. We interpret trust as a relation among entities that participate in various protocols. Trus…
Near-Optimal Distributed Linear-Quadratic Regulator for Networked Systems
Mathematics and Computer Science Division, Argonne National Laboratory（阿贡国家实验室数学与计算机科学部）；California Institute of Technology（加州理工学院）；Department of Electrical and Computer Engineering, Carnegie Mellon University（卡内基梅隆大学电气与计算机工程系）；Department of Statistics, University of Chicago（芝加哥大学统计系）
Payame Noor University（帕亚梅努尔大学）；University of Virginia（弗吉尼亚大学）
Networks are landmarks of many complex phenomena where interweaving interactions between different agents transform simple local rule-sets into nonlinear emergent behaviors. While some recent studies unveil associations between the network structure and the underlying dynamical process, identifying stochastic nonlinear dynamical processes continues to be an outstanding problem. Here we develop a simple data-driven framework based on operator-theoretic techniques to identify and control stochastic nonlinear dynamics taking place over large-scale networks. The proposed approach requires no prior…
