Deep Decentralized Multi-task Multi-Agent Reinforcement Learning under Partial Observability

Many real-world tasks involve multiple agents with partial observability and limited communication. Learning is challenging in these settings due to local viewpoints of agents, which perceive the world as non-stationary due to concurrently-exploring teammates. Approaches that learn specialized policies for individual tasks face problems when applied to the real world: not only do agents have to learn and store distinct policies for each task, but in practice identities of tasks are often non-observable, making these approaches inapplicable. This paper formalizes and addresses the problem of multi-task multi-agent reinforcement learning under partial observability. We introduce a decentralized single-task learning approach that is robust to concurrent interactions of teammates, and present an approach for distilling single-task policies into a unified policy that performs well across multiple related tasks, without explicit provision of task identity.Comment: Accepted to ICML 201

Individual specialization in multi-task environments with multiagent reinforcement learners

There is a growing interest in Multi-Agent Reinforcement Learning (MARL) as the first steps towards building general intelligent agents that learn to make low and high-level decisions in non-stationary complex environments in the presence of other agents. Previous results point us towards increased conditions for coordination, efficiency/fairness, and common-pool resource sharing. We further study coordination in multi-task environments where several rewarding tasks can be performed and thus agents don't necessarily need to perform well in all tasks, but under certain conditions may specialize. An observation derived from the study is that epsilon greedy exploration of value-based reinforcement learning methods is not adequate for multi-agent independent learners because the epsilon parameter that controls the probability of selecting a random action synchronizes the agents artificially and forces them to have deterministic policies at the same time. By using policy-based methods with independent entropy regularised exploration updates, we achieved a better and smoother convergence. Another result that needs to be further investigated is that with an increased number of agents specialization tends to be more probable.Comment: 5 pages, 2 figures, paper appeared in CCIA 201

Adaptive Mechanism Design: Learning to Promote Cooperation

In the future, artificial learning agents are likely to become increasingly widespread in our society. They will interact with both other learning agents and humans in a variety of complex settings including social dilemmas. We consider the problem of how an external agent can promote cooperation between artificial learners by distributing additional rewards and punishments based on observing the learners' actions. We propose a rule for automatically learning how to create right incentives by considering the players' anticipated parameter updates. Using this learning rule leads to cooperation with high social welfare in matrix games in which the agents would otherwise learn to defect with high probability. We show that the resulting cooperative outcome is stable in certain games even if the planning agent is turned off after a given number of episodes, while other games require ongoing intervention to maintain mutual cooperation. However, even in the latter case, the amount of necessary additional incentives decreases over time

Hierarchical Deep Multiagent Reinforcement Learning with Temporal Abstraction

Multiagent reinforcement learning (MARL) is commonly considered to suffer from non-stationary environments and exponentially increasing policy space. It would be even more challenging when rewards are sparse and delayed over long trajectories. In this paper, we study hierarchical deep MARL in cooperative multiagent problems with sparse and delayed reward. With temporal abstraction, we decompose the problem into a hierarchy of different time scales and investigate how agents can learn high-level coordination based on the independent skills learned at the low level. Three hierarchical deep MARL architectures are proposed to learn hierarchical policies under different MARL paradigms. Besides, we propose a new experience replay mechanism to alleviate the issue of the sparse transitions at the high level of abstraction and the non-stationarity of multiagent learning. We empirically demonstrate the effectiveness of our approaches in two domains with extremely sparse feedback: (1) a variety of Multiagent Trash Collection tasks, and (2) a challenging online mobile game, i.e., Fever Basketball Defense

Deep Q-Network Based Multi-agent Reinforcement Learning with Binary Action Agents

Deep Q-Network (DQN) based multi-agent systems (MAS) for reinforcement learning (RL) use various schemes where in the agents have to learn and communicate. The learning is however specific to each agent and communication may be satisfactorily designed for the agents. As more complex Deep QNetworks come to the fore, the overall complexity of the multi-agent system increases leading to issues like difficulty in training, need for higher resources and more training time, difficulty in fine-tuning, etc. To address these issues we propose a simple but efficient DQN based MAS for RL which uses shared state and rewards, but agent-specific actions, for updation of the experience replay pool of the DQNs, where each agent is a DQN. The benefits of the approach are overall simplicity, faster convergence and better performance as compared to conventional DQN based approaches. It should be noted that the method can be extended to any DQN. As such we use simple DQN and DDQN (Double Q-learning) respectively on three separate tasks i.e. Cartpole-v1 (OpenAI Gym environment) , LunarLander-v2 (OpenAI Gym environment) and Maze Traversal (customized environment). The proposed approach outperforms the baseline on these tasks by decent margins respectively

Fairness in Multi-agent Reinforcement Learning for Stock Trading

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for multiple clients with the same target assets but different order sizes and diverse requirements such as time frame and risk aversion level, thereby total earning and individual earning cannot be optimized at the same time. Orders executed earlier would affect the market price level, so late execution usually means additional implementation cost. In this paper, we propose a novel scheme that utilizes multi-agent reinforcement learning systems to derive stock trading strategies for all clients which keep a balance between revenue and fairness. First, we demonstrate that Reinforcement learning (RL) is able to learn from experience and adapt the trading strategies to the complex market environment. Secondly, we show that the Multi-agent RL system allows developing trading strategies for all clients individually, thus optimizing individual revenue. Thirdly, we use the Generalized Gini Index (GGI) aggregation function to control the fairness level of the revenue across all clients. Lastly, we empirically demonstrate the superiority of the novel scheme in improving fairness meanwhile maintaining optimization of revenue.Comment: arXiv admin note: substantial text overlap with arXiv:1906.11046; text overlap with arXiv:1907.10323 by other author

Efficient Ridesharing Dispatch Using Multi-Agent Reinforcement Learning

With the advent of ride-sharing services, there is a huge increase in the number of people who rely on them for various needs. Most of the earlier approaches tackling this issue required handcrafted functions for estimating travel times and passenger waiting times. Traditional Reinforcement Learning (RL) based methods attempting to solve the ridesharing problem are unable to accurately model the complex environment in which taxis operate. Prior Multi-Agent Deep RL based methods based on Independent DQN (IDQN) learn decentralized value functions prone to instability due to the concurrent learning and exploring of multiple agents. Our proposed method based on QMIX is able to achieve centralized training with decentralized execution. We show that our model performs better than the IDQN baseline on a fixed grid size and is able to generalize well to smaller or larger grid sizes. Also, our algorithm is able to outperform IDQN baseline in the scenario where we have a variable number of passengers and cars in each episode. Code for our paper is publicly available at: https://github.com/UMich-ML-Group/RL-Ridesharing

R-MADDPG for Partially Observable Environments and Limited Communication

There are several real-world tasks that would benefit from applying multiagent reinforcement learning (MARL) algorithms, including the coordination among self-driving cars. The real world has challenging conditions for multiagent learning systems, such as its partial observable and nonstationary nature. Moreover, if agents must share a limited resource (e.g. network bandwidth) they must all learn how to coordinate resource use. This paper introduces a deep recurrent multiagent actor-critic framework (R-MADDPG) for handling multiagent coordination under partial observable set-tings and limited communication. We investigate recurrency effects on performance and communication use of a team of agents. We demonstrate that the resulting framework learns time dependencies for sharing missing observations, handling resource limitations, and developing different communication patterns among agents.Comment: Reinforcement Learning for Real Life (RL4RealLife) Workshop in the 36th International Conference on Machine Learning, Long Beach, California, USA, 201

Multi-Agent Actor-Critic for Mixed Cooperative-Competitive Environments

We explore deep reinforcement learning methods for multi-agent domains. We begin by analyzing the difficulty of traditional algorithms in the multi-agent case: Q-learning is challenged by an inherent non-stationarity of the environment, while policy gradient suffers from a variance that increases as the number of agents grows. We then present an adaptation of actor-critic methods that considers action policies of other agents and is able to successfully learn policies that require complex multi-agent coordination. Additionally, we introduce a training regimen utilizing an ensemble of policies for each agent that leads to more robust multi-agent policies. We show the strength of our approach compared to existing methods in cooperative as well as competitive scenarios, where agent populations are able to discover various physical and informational coordination strategies

Negative Update Intervals in Deep Multi-Agent Reinforcement Learning

In Multi-Agent Reinforcement Learning (MA-RL), independent cooperative learners must overcome a number of pathologies to learn optimal joint policies. Addressing one pathology often leaves approaches vulnerable towards others. For instance, hysteretic Q-learning addresses miscoordination while leaving agents vulnerable towards misleading stochastic rewards. Other methods, such as leniency, have proven more robust when dealing with multiple pathologies simultaneously. However, leniency has predominately been studied within the context of strategic form games (bimatrix games) and fully observable Markov games consisting of a small number of probabilistic state transitions. This raises the question of whether these findings scale to more complex domains. For this purpose we implement a temporally extend version of the Climb Game, within which agents must overcome multiple pathologies simultaneously, including relative overgeneralisation, stochasticity, the alter-exploration and moving target problems, while learning from a large observation space. We find that existing lenient and hysteretic approaches fail to consistently learn near optimal joint-policies in this environment. To address these pathologies we introduce Negative Update Intervals-DDQN (NUI-DDQN), a Deep MA-RL algorithm which discards episodes yielding cumulative rewards outside the range of expanding intervals. NUI-DDQN consistently gravitates towards optimal joint-policies in our environment, overcoming the outlined pathologies.Comment: 11 Pages, 6 Figures, AAMAS2019 Conference Proceeding