Randomized Exploration in Cooperative Multi-Agent Reinforcement Learning

• URL: http://arxiv.org/abs/2404.10728v1
• Date: Tue, 16 Apr 2024 17:01:38 GMT
• Title: Randomized Exploration in Cooperative Multi-Agent Reinforcement Learning
• Authors: Hao-Lun Hsu, Weixin Wang, Miroslav Pajic, Pan Xu,
• Abstract summary: We present the first study on provably efficient randomized exploration in cooperative multi-agent reinforcement learning (MARL) We propose a unified algorithm framework for randomized exploration in parallel Markov Decision Processes (MDPs), and two Thompson Sampling (TS)-type algorithms, CoopTS-PHE and CoopTS-LMC. We evaluate our proposed method on multiple parallel RL environments, including a deep exploration problem (textiti.e., $N$-chain), a video game, and a real-world problem in energy systems.
• Score: 15.46907000938726
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We present the first study on provably efficient randomized exploration in cooperative multi-agent reinforcement learning (MARL). We propose a unified algorithm framework for randomized exploration in parallel Markov Decision Processes (MDPs), and two Thompson Sampling (TS)-type algorithms, CoopTS-PHE and CoopTS-LMC, incorporating the perturbed-history exploration (PHE) strategy and the Langevin Monte Carlo exploration (LMC) strategy respectively, which are flexible in design and easy to implement in practice. For a special class of parallel MDPs where the transition is (approximately) linear, we theoretically prove that both CoopTS-PHE and CoopTS-LMC achieve a $\widetilde{\mathcal{O}}(d^{3/2}H^2\sqrt{MK})$ regret bound with communication complexity $\widetilde{\mathcal{O}}(dHM^2)$, where $d$ is the feature dimension, $H$ is the horizon length, $M$ is the number of agents, and $K$ is the number of episodes. This is the first theoretical result for randomized exploration in cooperative MARL. We evaluate our proposed method on multiple parallel RL environments, including a deep exploration problem (\textit{i.e.,} $N$-chain), a video game, and a real-world problem in energy systems. Our experimental results support that our framework can achieve better performance, even under conditions of misspecified transition models. Additionally, we establish a connection between our unified framework and the practical application of federated learning.

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