A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization

Based on the idea of randomized coordinate descent of $\alpha$-averaged operators, a randomized primal-dual optimization algorithm is introduced, where a random subset of coordinates is updated at each iteration. The algorithm builds upon a variant of a recent (deterministic) algorithm proposed by V\~u and Condat that includes the well known ADMM as a particular case. The obtained algorithm is used to solve asynchronously a distributed optimization problem. A network of agents, each having a separate cost function containing a differentiable term, seek to find a consensus on the minimum of the aggregate objective. The method yields an algorithm where at each iteration, a random subset of agents wake up, update their local estimates, exchange some data with their neighbors, and go idle. Numerical results demonstrate the attractive performance of the method. The general approach can be naturally adapted to other situations where coordinate descent convex optimization algorithms are used with a random choice of the coordinates.Comment: 10 page

Deep Reinforcement Learning for Swarm Systems

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized decision making. However, concatenation scales poorly to swarm systems with a large number of homogeneous agents as it does not exploit the fundamental properties inherent to these systems: (i) the agents in the swarm are interchangeable and (ii) the exact number of agents in the swarm is irrelevant. Therefore, we propose a new state representation for deep multi-agent RL based on mean embeddings of distributions. We treat the agents as samples of a distribution and use the empirical mean embedding as input for a decentralized policy. We define different feature spaces of the mean embedding using histograms, radial basis functions and a neural network learned end-to-end. We evaluate the representation on two well known problems from the swarm literature (rendezvous and pursuit evasion), in a globally and locally observable setup. For the local setup we furthermore introduce simple communication protocols. Of all approaches, the mean embedding representation using neural network features enables the richest information exchange between neighboring agents facilitating the development of more complex collective strategies.Comment: 31 pages, 12 figures, version 3 (published in JMLR Volume 20