Breaking the curse of many agents: Provable mean embedding q-iteration for mean-field reinforcement learning

Lingxiao Wang*, Zhuoran Yang, Zhaoran Wang

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Multi-Agent reinforcement learning (MARL) achieves significant empirical successes. However, MARL suffers from the curse of many agents. In this paper, we exploit the symmetry of agents in MARL. In the most generic form, we study a mean-field MARL problem. Such a mean-field MARL is defined on mean-field states, which are distributions that are supported on continuous space. Based on the mean embedding of the distributions, we propose MF-FQI algorithm, which solves the mean-field MARL and establishes a non-Asymptotic analysis for MF-FQI algorithm. We highlight that MF-FQI algorithm enjoys a "blessing of many agents" property in the sense that a larger number of observed agents improves the performance of MF-FQI algorithm.

Original languageEnglish (US)
Title of host publication37th International Conference on Machine Learning, ICML 2020
EditorsHal Daume, Aarti Singh
PublisherInternational Machine Learning Society (IMLS)
Pages10034-10045
Number of pages12
ISBN (Electronic)9781713821120
StatePublished - 2020
Externally publishedYes
Event37th International Conference on Machine Learning, ICML 2020 - Virtual, Online
Duration: Jul 13 2020Jul 18 2020

Publication series

Name37th International Conference on Machine Learning, ICML 2020
VolumePartF168147-13

Conference

Conference37th International Conference on Machine Learning, ICML 2020
CityVirtual, Online
Period7/13/207/18/20

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Human-Computer Interaction
  • Software

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