Bayesian learning for multi-agent coordination

Multi-agent systems draw together a number of significant trends in modern technology: ubiquity, decentralisation, openness, dynamism and uncertainty. As work in these fields develops, such systems face increasing challenges. Two particular challenges are decision making in uncertain and partially-observable environments, and coordination with other agents in such environments. Although uncertainty and coordination have been tackled as separate problems, formal models for an integrated approach are typically restricted to simple classes of problem and are not scalable to problems with tens of agents and millions of states.We improve on these approaches by extending a principled Bayesian model into more challenging domains, using Bayesian networks to visualise specific cases of the model and thus as an aid in deriving the update equations for the system. One approach which has been shown to scale well for networked offline problems uses finite state machines to model other agents. We used this insight to develop an approximate scalable algorithm applicable to our general model, in combination with adapting a number of existing approximation techniques, including state clustering.We examine the performance of this approximate algorithm on several cases of an urban rescue problem with respect to differing problem parameters. Specifically, we consider first scenarios where agents are aware of the complete situation, but are not certain about the behaviour of others; that is, our model with all elements but the actions observable. Secondly, we examine the more complex case where agents can see the actions of others, but cannot see the full state and thus are not sure about the beliefs of others. Finally, we look at the performance of the partially observable state model when the system is dynamic or open. We find that our best response algorithm consistently outperforms a handwritten strategy for the problem, more noticeably as the number of agents and the number of states involved in the problem increase

Context-Aware Bayesian Network Actor-Critic Methods for Cooperative Multi-Agent Reinforcement Learning

Executing actions in a correlated manner is a common strategy for human coordination that often leads to better cooperation, which is also potentially beneficial for cooperative multi-agent reinforcement learning (MARL). However, the recent success of MARL relies heavily on the convenient paradigm of purely decentralized execution, where there is no action correlation among agents for scalability considerations. In this work, we introduce a Bayesian network to inaugurate correlations between agents' action selections in their joint policy. Theoretically, we establish a theoretical justification for why action dependencies are beneficial by deriving the multi-agent policy gradient formula under such a Bayesian network joint policy and proving its global convergence to Nash equilibria under tabular softmax policy parameterization in cooperative Markov games. Further, by equipping existing MARL algorithms with a recent method of differentiable directed acyclic graphs (DAGs), we develop practical algorithms to learn the context-aware Bayesian network policies in scenarios with partial observability and various difficulty. We also dynamically decrease the sparsity of the learned DAG throughout the training process, which leads to weakly or even purely independent policies for decentralized execution. Empirical results on a range of MARL benchmarks show the benefits of our approach

Coordinated Multi-Agent Imitation Learning

We study the problem of imitation learning from demonstrations of multiple coordinating agents. One key challenge in this setting is that learning a good model of coordination can be difficult, since coordination is often implicit in the demonstrations and must be inferred as a latent variable. We propose a joint approach that simultaneously learns a latent coordination model along with the individual policies. In particular, our method integrates unsupervised structure learning with conventional imitation learning. We illustrate the power of our approach on a difficult problem of learning multiple policies for fine-grained behavior modeling in team sports, where different players occupy different roles in the coordinated team strategy. We show that having a coordination model to infer the roles of players yields substantially improved imitation loss compared to conventional baselines.Comment: International Conference on Machine Learning 201

Scalable Multiagent Coordination with Distributed Online Open Loop Planning

We propose distributed online open loop planning (DOOLP), a general framework for online multiagent coordination and decision making under uncertainty. DOOLP is based on online heuristic search in the space defined by a generative model of the domain dynamics, which is exploited by agents to simulate and evaluate the consequences of their potential choices. We also propose distributed online Thompson sampling (DOTS) as an effective instantiation of the DOOLP framework. DOTS models sequences of agent choices by concatenating a number of multiarmed bandits for each agent and uses Thompson sampling for dealing with action value uncertainty. The Bayesian approach underlying Thompson sampling allows to effectively model and estimate uncertainty about (a) own action values and (b) other agents' behavior. This approach yields a principled and statistically sound solution to the exploration-exploitation dilemma when exploring large search spaces with limited resources. We implemented DOTS in a smart factory case study with positive empirical results. We observed effective, robust and scalable planning and coordination capabilities even when only searching a fraction of the potential search space