Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty

Fuente: arXiv
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Main Authors: Shi, Laixi, Mazumdar, Eric, Chi, Yuejie, Wierman, Adam
Format: Preprint
Published: 2024
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author Shi, Laixi
Mazumdar, Eric
Chi, Yuejie
Wierman, Adam
author_facet Shi, Laixi
Mazumdar, Eric
Chi, Yuejie
Wierman, Adam
contents To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the problem remains understudied -- despite the fact that the problems posed by environmental uncertainties are often exacerbated by strategic interactions. This work focuses on learning in distributionally robust Markov games (RMGs), a robust variant of standard Markov games, wherein each agent aims to learn a policy that maximizes its own worst-case performance when the deployed environment deviates within its own prescribed uncertainty set. This results in a set of robust equilibrium strategies for all agents that align with classic notions of game-theoretic equilibria. Assuming a non-adaptive sampling mechanism from a generative model, we propose a sample-efficient model-based algorithm (DRNVI) with finite-sample complexity guarantees for learning robust variants of various notions of game-theoretic equilibria. We also establish an information-theoretic lower bound for solving RMGs, which confirms the near-optimal sample complexity of DRNVI with respect to problem-dependent factors such as the size of the state space, the target accuracy, and the horizon length.
format Preprint
id arxiv_https___arxiv_org_abs_2404_18909
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty
Shi, Laixi
Mazumdar, Eric
Chi, Yuejie
Wierman, Adam
Machine Learning
Multiagent Systems
To overcome the sim-to-real gap in reinforcement learning (RL), learned policies must maintain robustness against environmental uncertainties. While robust RL has been widely studied in single-agent regimes, in multi-agent environments, the problem remains understudied -- despite the fact that the problems posed by environmental uncertainties are often exacerbated by strategic interactions. This work focuses on learning in distributionally robust Markov games (RMGs), a robust variant of standard Markov games, wherein each agent aims to learn a policy that maximizes its own worst-case performance when the deployed environment deviates within its own prescribed uncertainty set. This results in a set of robust equilibrium strategies for all agents that align with classic notions of game-theoretic equilibria. Assuming a non-adaptive sampling mechanism from a generative model, we propose a sample-efficient model-based algorithm (DRNVI) with finite-sample complexity guarantees for learning robust variants of various notions of game-theoretic equilibria. We also establish an information-theoretic lower bound for solving RMGs, which confirms the near-optimal sample complexity of DRNVI with respect to problem-dependent factors such as the size of the state space, the target accuracy, and the horizon length.
title Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty
topic Machine Learning
Multiagent Systems
url https://arxiv.org/abs/2404.18909