Sequential Nonlinear Learning for Distributed Multiagent Systems via Extreme Learning Machines

We study online nonlinear learning over distributed multiagent systems, where each agent employs a single hidden layer feedforward neural network (SLFN) structure to sequentially minimize arbitrary loss functions. In particular, each agent trains its own SLFN using only the data that is revealed to itself. On the other hand, the aim of the multiagent system is to train the SLFN at each agent as well as the optimal centralized batch SLFN that has access to all the data, by exchanging information between neighboring agents. We address this problem by introducing a distributed subgradient-based extreme learning machine algorithm. The proposed algorithm provides guaranteed upper bounds on the performance of the SLFN at each agent and shows that each of these individual SLFNs asymptotically achieves the performance of the optimal centralized batch SLFN. Our performance guarantees explicitly distinguish the effects of data-and network-dependent parameters on the convergence rate of the proposed algorithm. The experimental results illustrate that the proposed algorithm achieves the oracle performance significantly faster than the state-of-the-art methods in the machine learning and signal processing literature. Hence, the proposed method is highly appealing for the applications involving big data. © 2016 IEEE

Monotonic Value Function Factorisation for Deep Multi-Agent Reinforcement Learning

In many real-world settings, a team of agents must coordinate its behaviour while acting in a decentralised fashion. At the same time, it is often possible to train the agents in a centralised fashion where global state information is available and communication constraints are lifted. Learning joint action-values conditioned on extra state information is an attractive way to exploit centralised learning, but the best strategy for then extracting decentralised policies is unclear. Our solution is QMIX, a novel value-based method that can train decentralised policies in a centralised end-to-end fashion. QMIX employs a mixing network that estimates joint action-values as a monotonic combination of per-agent values. We structurally enforce that the joint-action value is monotonic in the per-agent values, through the use of non-negative weights in the mixing network, which guarantees consistency between the centralised and decentralised policies. To evaluate the performance of QMIX, we propose the StarCraft Multi-Agent Challenge (SMAC) as a new benchmark for deep multi-agent reinforcement learning. We evaluate QMIX on a challenging set of SMAC scenarios and show that it significantly outperforms existing multi-agent reinforcement learning methods.Comment: Extended version of the ICML 2018 conference paper (arXiv:1803.11485