Breakthrough the Suboptimal Stable Point in Value-Factorization-Based Multi-Agent Reinforcement Learning
- URL: http://arxiv.org/abs/2604.05297v1
- Date: Tue, 07 Apr 2026 01:05:13 GMT
- Title: Breakthrough the Suboptimal Stable Point in Value-Factorization-Based Multi-Agent Reinforcement Learning
- Abstract summary: We introduce the stable point, which characterizes the potential convergence of value factorization in general cases.<n>We show that non-optimal stable points are the primary cause of poor performance.<n>We propose a novel Multi-Round Value Factorization (MRVF) framework.
- Score: 45.92643622013714
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Value factorization, a popular paradigm in MARL, faces significant theoretical and algorithmic bottlenecks: its tendency to converge to suboptimal solutions remains poorly understood and unsolved. Theoretically, existing analyses fail to explain this due to their primary focus on the optimal case. To bridge this gap, we introduce a novel theoretical concept: the stable point, which characterizes the potential convergence of value factorization in general cases. Through an analysis of stable point distributions in existing methods, we reveal that non-optimal stable points are the primary cause of poor performance. However, algorithmically, making the optimal action the unique stable point is nearly infeasible. In contrast, iteratively filtering suboptimal actions by rendering them unstable emerges as a more practical approach for global optimality. Inspired by this, we propose a novel Multi-Round Value Factorization (MRVF) framework. Specifically, by measuring a non-negative payoff increment relative to the previously selected action, MRVF transforms inferior actions into unstable points, thereby driving each iteration toward a stable point with a superior action. Experiments on challenging benchmarks, including predator-prey tasks and StarCraft II Multi-Agent Challenge (SMAC), validate our analysis of stable points and demonstrate the superiority of MRVF over state-of-the-art methods.
Related papers
- Lyapunov Stability of Stochastic Vector Optimization: Theory and Numerical Implementation [0.0]
We use a drift--diffusion model for unconstrained vector optimization in which the drift is induced by a common descent direction.<n>We implement the resulting algorithm as an open-source Python framework for multi-objective optimization.<n> Empirical results on DTLZ2 with objective counts from three to fifteen indicate a consistent trade-off.
arXiv Detail & Related papers (2026-03-04T14:04:24Z) - The Power of Decaying Steps: Enhancing Attack Stability and Transferability for Sign-based Optimizers [9.020853139493239]
We argue that one cause for non-convergence and instability is their non-decaying step-size scheduling.<n>We propose a series of new attack algorithms that enforce Monotonically Decreasing Coordinate-wise Step-sizes within sign-based adversarials.
arXiv Detail & Related papers (2026-02-22T08:37:06Z) - Stochastic Optimization with Optimal Importance Sampling [49.484190237840714]
We propose an iterative-based algorithm that jointly updates the decision and the IS distribution without requiring time-scale separation between the two.<n>Our method achieves the lowest possible variable variance and guarantees global convergence under convexity of the objective and mild assumptions on the IS distribution family.
arXiv Detail & Related papers (2025-04-04T16:10:18Z) - Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problems [2.66854711376491]
Proposed dynamics are based on the proximal augmented Lagrangian and they provide a viable alternative to ADMM.<n>We leverage various structural properties to establish global (exponential) convergence guarantees for the proposed dynamics.<n>Our assumptions are much weaker than those required to prove (exponential) stability of primal-dual dynamics.
arXiv Detail & Related papers (2024-08-28T17:43:18Z) - Learning to Optimize with Stochastic Dominance Constraints [103.26714928625582]
In this paper, we develop a simple yet efficient approach for the problem of comparing uncertain quantities.
We recast inner optimization in the Lagrangian as a learning problem for surrogate approximation, which bypasses apparent intractability.
The proposed light-SD demonstrates superior performance on several representative problems ranging from finance to supply chain management.
arXiv Detail & Related papers (2022-11-14T21:54:31Z) - Trustworthy Multimodal Regression with Mixture of Normal-inverse Gamma
Distributions [91.63716984911278]
We introduce a novel Mixture of Normal-Inverse Gamma distributions (MoNIG) algorithm, which efficiently estimates uncertainty in principle for adaptive integration of different modalities and produces a trustworthy regression result.
Experimental results on both synthetic and different real-world data demonstrate the effectiveness and trustworthiness of our method on various multimodal regression tasks.
arXiv Detail & Related papers (2021-11-11T14:28:12Z) - Saddle Point Optimization with Approximate Minimization Oracle and its
Application to Robust Berthing Control [7.347989843033034]
We propose an approach to saddle point optimization relying only on oracles that solve minimization problems approximately.
We analyze its convergence property on a strongly convex--concave problem and show its linear convergence toward the global min-max saddle point.
An implementation of the developed approach using the (1+1)-CMA-ES as the minimization oracle, namely Adversarial-CMA-ES, is shown to outperform several existing approaches on test problems.
arXiv Detail & Related papers (2021-05-25T00:08:47Z) - Fast Objective & Duality Gap Convergence for Non-Convex Strongly-Concave
Min-Max Problems with PL Condition [52.08417569774822]
This paper focuses on methods for solving smooth non-concave min-max problems, which have received increasing attention due to deep learning (e.g., deep AUC)
arXiv Detail & Related papers (2020-06-12T00:32:21Z) - Distributionally Robust Bayesian Optimization [121.71766171427433]
We present a novel distributionally robust Bayesian optimization algorithm (DRBO) for zeroth-order, noisy optimization.
Our algorithm provably obtains sub-linear robust regret in various settings.
We demonstrate the robust performance of our method on both synthetic and real-world benchmarks.
arXiv Detail & Related papers (2020-02-20T22:04:30Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.