Finite-Time Analysis of Asynchronous Multi-Agent TD Learning

Fuente: arXiv
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Auteurs principaux: Fabbro, Nicolò Dal, Adibi, Arman, Mitra, Aritra, Pappas, George J.
Format: Preprint
Publié: 2024
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author Fabbro, Nicolò Dal
Adibi, Arman
Mitra, Aritra
Pappas, George J.
author_facet Fabbro, Nicolò Dal
Adibi, Arman
Mitra, Aritra
Pappas, George J.
contents Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear convergence speedup, i.e., a reduction - proportional to $N$ - in the number of iterations required to reach a certain convergence precision. In this paper, we show for the first time that this speedup property also holds for a MARL framework subject to asynchronous delays in the local agents' updates. In particular, we consider a policy evaluation problem in which multiple agents cooperate to evaluate a common policy by communicating with a central aggregator. In this setting, we study the finite-time convergence of \texttt{AsyncMATD}, an asynchronous multi-agent temporal difference (TD) learning algorithm in which agents' local TD update directions are subject to asynchronous bounded delays. Our main contribution is providing a finite-time analysis of \texttt{AsyncMATD}, for which we establish a linear convergence speedup while highlighting the effect of time-varying asynchronous delays on the resulting convergence rate.
format Preprint
id arxiv_https___arxiv_org_abs_2407_20441
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Finite-Time Analysis of Asynchronous Multi-Agent TD Learning
Fabbro, Nicolò Dal
Adibi, Arman
Mitra, Aritra
Pappas, George J.
Multiagent Systems
Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear convergence speedup, i.e., a reduction - proportional to $N$ - in the number of iterations required to reach a certain convergence precision. In this paper, we show for the first time that this speedup property also holds for a MARL framework subject to asynchronous delays in the local agents' updates. In particular, we consider a policy evaluation problem in which multiple agents cooperate to evaluate a common policy by communicating with a central aggregator. In this setting, we study the finite-time convergence of \texttt{AsyncMATD}, an asynchronous multi-agent temporal difference (TD) learning algorithm in which agents' local TD update directions are subject to asynchronous bounded delays. Our main contribution is providing a finite-time analysis of \texttt{AsyncMATD}, for which we establish a linear convergence speedup while highlighting the effect of time-varying asynchronous delays on the resulting convergence rate.
title Finite-Time Analysis of Asynchronous Multi-Agent TD Learning
topic Multiagent Systems
url https://arxiv.org/abs/2407.20441