arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2107.04050stat.MLcs.LGcs.MA
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高效基于模型的多智能体平均场强化学习

Efficient Model-Based Multi-Agent Mean-Field Reinforcement Learning

ETH Zürich(苏黎世联邦理工学院);University College London(伦敦大学学院)

Barna Pásztor, Ilija Bogunovic, Andreas Krause

AI总结:

针对未知动力学的平均场控制问题,提出基于模型的强化学习算法M^3-UCRL,通过回合制平衡探索与利用,首次给出通用遗憾界,并支持神经网络等模型实例化。

摘要:

在多智能体系统中进行学习极具挑战性,这源于多个因素,包括智能体交互引入的非平稳性以及其状态和动作空间的组合性质。具体而言,我们考虑平均场控制(MFC)问题,该问题假设存在渐近无穷多个相同智能体,它们旨在协作最大化集体奖励。在许多情况下,MFC问题的解是大规模系统的良好近似,因此,针对MFC的高效学习对于具有众多智能体的类似离散智能体设置具有重要价值。我们特别关注系统动力学未知的情形,其目标是在优化奖励的同时从经验中学习。我们提出了一种高效的基于模型的强化学习算法$M^3-UCRL$,该算法以回合制运行,在策略学习过程中平衡探索与利用,并可在理论上保证解决此问题。我们的主要理论贡献是首次为基于模型的MFC强化学习提供了通用遗憾界,这是通过一种新颖的平均场类型分析获得的。为了学习系统动力学,$M^3-UCRL$可实例化为各种统计模型,例如神经网络或高斯过程。此外,我们为核心优化问题提供了一种实用的参数化方法,当与可微动力学近似方法(如神经网络)结合时,该方法便于采用基于梯度的优化技术。

英文摘要:

Learning in multi-agent systems is highly challenging due to several factors including the non-stationarity introduced by agents' interactions and the combinatorial nature of their state and action spaces. In particular, we consider the Mean-Field Control (MFC) problem which assumes an asymptotically infinite population of identical agents that aim to collaboratively maximize the collective reward. In many cases, solutions of an MFC problem are good approximations for large systems, hence, efficient learning for MFC is valuable for the analogous discrete agent setting with many agents. Specifically, we focus on the case of unknown system dynamics where the goal is to simultaneously optimize for the rewards and learn from experience. We propose an efficient model-based reinforcement learning algorithm, $M^3-UCRL$, that runs in episodes, balances between exploration and exploitation during policy learning, and provably solves this problem. Our main theoretical contributions are the first general regret bounds for model-based reinforcement learning for MFC, obtained via a novel mean-field type analysis. To learn the system's dynamics, $M^3-UCRL$ can be instantiated with various statistical models, e.g., neural networks or Gaussian Processes. Moreover, we provide a practical parametrization of the core optimization problem that facilitates gradient-based optimization techniques when combined with differentiable dynamics approximation methods such as neural networks.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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