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Taming Multi-Agent Reinforcement Learning with Estimator Variance Reduction

Jafferjee, T; Ziomek, J; Yang, T; Dai, Z; Wang, J; Taylor, ME; Shao, K; ... Mguni, D; + view all (2025) Taming Multi-Agent Reinforcement Learning with Estimator Variance Reduction. In: AAMAS '25: Proceedings of the 24th International Conference on Autonomous Agents and Multiagent Systems. (pp. pp. 1042-1050). ACM (Association for Computing Machinery): Detroit, MI, USA. Green open access

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Abstract

Multi-agent reinforcement learning (MARL) enables systems of autonomous agents to solve complex tasks from jointly gathered experiences of the environment. Many MARL algorithms perform centralized training (CT), often in a simulated environment, where at each time-step the critic makes use of a single sample of the agents' joint-action for training. Yet, as agents update their policies during training, these single samples may poorly represent the agents' joint-policy leading to high variance gradient estimates that hinder learning. In this paper, we examine the effect on MARL estimators of allowing the number of joint-action samples taken at each time-step to be greater than 1 in training. Our theoretical analysis shows that even modestly increasing the number of joint-action samples shown to the critic leads to TD updates that closely approximate the true expected value under the current joint-policy. In particular, we prove this reduces variance in value estimates similar to that of decentralized training while maintaining the learning benefits of CT. We describe how such a protocol can be seamlessly realized by sharing policy parameters between the agents during training and apply the technique to induce lower variance in estimates in MARL methods within a general apparatus which we call Performance Enhancing Reinforcement Learning Apparatus (PERLA). Lastly, we demonstrate PERLA's performance improvements and estimator variance reduction capabilities in a range of environments including Multi-agent Mujoco, and StarCraft II.

Type: Proceedings paper
Title: Taming Multi-Agent Reinforcement Learning with Estimator Variance Reduction
Event: AAMAS '25: 24th International Conference on Autonomous Agents and Multiagent Systems
Location: MI, Detroit
Dates: 19 May 2025 - 23 May 2025
Open access status: An open access version is available from UCL Discovery
DOI: 10.5555/3709347.3743624
Publisher version: https://dl.acm.org/doi/10.5555/3709347.3743624
Language: English
Additional information: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
Keywords: Multi-agent Reinforcement Learning, Centralised Training-Decentralised Execution, Variance Reduction
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI: https://discovery.ucl.ac.uk/id/eprint/10217055
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