Permutation Invariant Policy Optimization for Mean-Field Multi-Agent Reinforcement Learning: A Principled Approach

• URL: http://arxiv.org/abs/2105.08268v1
• Date: Tue, 18 May 2021 04:35:41 GMT
• Title: Permutation Invariant Policy Optimization for Mean-Field Multi-Agent Reinforcement Learning: A Principled Approach
• Authors: Yan Li, Lingxiao Wang, Jiachen Yang, Ethan Wang, Zhaoran Wang, Tuo Zhao, Hongyuan Zha
• Abstract summary: We propose the mean-field proximal policy optimization (MF-PPO) algorithm, at the core of which is a permutation-invariant actor-critic neural architecture. We prove that MF-PPO attains the globally optimal policy at a sublinear rate of convergence. In particular, we show that the inductive bias introduced by the permutation-invariant neural architecture enables MF-PPO to outperform existing competitors.
• Score: 128.62787284435007
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Multi-agent reinforcement learning (MARL) becomes more challenging in the presence of more agents, as the capacity of the joint state and action spaces grows exponentially in the number of agents. To address such a challenge of scale, we identify a class of cooperative MARL problems with permutation invariance, and formulate it as a mean-field Markov decision processes (MDP). To exploit the permutation invariance therein, we propose the mean-field proximal policy optimization (MF-PPO) algorithm, at the core of which is a permutation-invariant actor-critic neural architecture. We prove that MF-PPO attains the globally optimal policy at a sublinear rate of convergence. Moreover, its sample complexity is independent of the number of agents. We validate the theoretical advantages of MF-PPO with numerical experiments in the multi-agent particle environment (MPE). In particular, we show that the inductive bias introduced by the permutation-invariant neural architecture enables MF-PPO to outperform existing competitors with a smaller number of model parameters, which is the key to its generalization performance.

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