Personalized Multi-Agent Average Reward TD-Learning via Joint Linear Approximation

Fuente: arXiv
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Autori principali: Wang, Leo Muxing, Yang, Pengkun, Su, Lili
Natura: Preprint
Pubblicazione: 2026
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author Wang, Leo Muxing
Yang, Pengkun
Su, Lili
author_facet Wang, Leo Muxing
Yang, Pengkun
Su, Lili
contents We study personalized multi-agent average reward TD learning, in which a collection of agents interacts with different environments and jointly learns their respective value functions. We focus on the setting where there exists a shared linear representation, and the agents' optimal weights collectively lie in an unknown linear subspace. Inspired by the recent success of personalized federated learning (PFL), we study the convergence of cooperative single-timescale TD learning in which agents iteratively estimate the common subspace and local heads. We showed that this decomposition can filter out conflicting signals, effectively mitigating the negative impacts of ``misaligned'' signals, and achieving linear speedup. The main technical challenges lie in the heterogeneity, the Markovian sampling, and their intricate interplay in shaping error evolutions. Specifically, not only are the error dynamics of multiple variables closely interconnected, but there is also no direct contraction for the principal angle distance between the optimal subspace and the estimated subspace. We hope our analytical techniques can be useful to inspire research on deeper exploration into leveraging common structures. Experiments are provided to show the benefits of learning via a shared structure to the more general control problem.
format Preprint
id arxiv_https___arxiv_org_abs_2603_02426
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Personalized Multi-Agent Average Reward TD-Learning via Joint Linear Approximation
Wang, Leo Muxing
Yang, Pengkun
Su, Lili
Machine Learning
We study personalized multi-agent average reward TD learning, in which a collection of agents interacts with different environments and jointly learns their respective value functions. We focus on the setting where there exists a shared linear representation, and the agents' optimal weights collectively lie in an unknown linear subspace. Inspired by the recent success of personalized federated learning (PFL), we study the convergence of cooperative single-timescale TD learning in which agents iteratively estimate the common subspace and local heads. We showed that this decomposition can filter out conflicting signals, effectively mitigating the negative impacts of ``misaligned'' signals, and achieving linear speedup. The main technical challenges lie in the heterogeneity, the Markovian sampling, and their intricate interplay in shaping error evolutions. Specifically, not only are the error dynamics of multiple variables closely interconnected, but there is also no direct contraction for the principal angle distance between the optimal subspace and the estimated subspace. We hope our analytical techniques can be useful to inspire research on deeper exploration into leveraging common structures. Experiments are provided to show the benefits of learning via a shared structure to the more general control problem.
title Personalized Multi-Agent Average Reward TD-Learning via Joint Linear Approximation
topic Machine Learning
url https://arxiv.org/abs/2603.02426