Convergence Guarantees for Federated SARSA with Local Training and Heterogeneous Agents

Fuente: arXiv
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Autores principales: Mangold, Paul, Berthier, Eloïse, Moulines, Eric
Formato: Preprint
Publicado: 2025
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author Mangold, Paul
Berthier, Eloïse
Moulines, Eric
author_facet Mangold, Paul
Berthier, Eloïse
Moulines, Eric
contents We present a novel theoretical analysis of Federated SARSA (FedSARSA) with linear function approximation and local training. We establish convergence guarantees for FedSARSA in the presence of heterogeneity, both in local transitions and rewards, providing the first sample and communication complexity bounds in this setting. At the core of our analysis is a new, exact multi-step error expansion for single-agent SARSA, which is of independent interest. Our analysis precisely quantifies the impact of heterogeneity, demonstrating the convergence of FedSARSA with multiple local updates. Crucially, we show that FedSARSA achieves linear speed-up with respect to the number of agents, up to higher-order terms due to Markovian sampling. Numerical experiments support our theoretical findings.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17688
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Convergence Guarantees for Federated SARSA with Local Training and Heterogeneous Agents
Mangold, Paul
Berthier, Eloïse
Moulines, Eric
Machine Learning
We present a novel theoretical analysis of Federated SARSA (FedSARSA) with linear function approximation and local training. We establish convergence guarantees for FedSARSA in the presence of heterogeneity, both in local transitions and rewards, providing the first sample and communication complexity bounds in this setting. At the core of our analysis is a new, exact multi-step error expansion for single-agent SARSA, which is of independent interest. Our analysis precisely quantifies the impact of heterogeneity, demonstrating the convergence of FedSARSA with multiple local updates. Crucially, we show that FedSARSA achieves linear speed-up with respect to the number of agents, up to higher-order terms due to Markovian sampling. Numerical experiments support our theoretical findings.
title Convergence Guarantees for Federated SARSA with Local Training and Heterogeneous Agents
topic Machine Learning
url https://arxiv.org/abs/2512.17688