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V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL

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arxiv 2110.14555 v1 pith:3ZI67ZN3 submitted 2021-10-27 cs.LG cs.AIcs.GTcs.MAstat.ML

V-Learning -- A Simple, Efficient, Decentralized Algorithm for Multiagent RL

classification cs.LG cs.AIcs.GTcs.MAstat.ML
keywords v-learningalgorithmalgorithmsequilibriamarlnumbersettingaction
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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A major challenge of multiagent reinforcement learning (MARL) is the curse of multiagents, where the size of the joint action space scales exponentially with the number of agents. This remains to be a bottleneck for designing efficient MARL algorithms even in a basic scenario with finitely many states and actions. This paper resolves this challenge for the model of episodic Markov games. We design a new class of fully decentralized algorithms -- V-learning, which provably learns Nash equilibria (in the two-player zero-sum setting), correlated equilibria and coarse correlated equilibria (in the multiplayer general-sum setting) in a number of samples that only scales with $\max_{i\in[m]} A_i$, where $A_i$ is the number of actions for the $i^{\rm th}$ player. This is in sharp contrast to the size of the joint action space which is $\prod_{i=1}^m A_i$. V-learning (in its basic form) is a new class of single-agent RL algorithms that convert any adversarial bandit algorithm with suitable regret guarantees into a RL algorithm. Similar to the classical Q-learning algorithm, it performs incremental updates to the value functions. Different from Q-learning, it only maintains the estimates of V-values instead of Q-values. This key difference allows V-learning to achieve the claimed guarantees in the MARL setting by simply letting all agents run V-learning independently.

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Cited by 7 Pith papers

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