Recent success in cooperative multi-agent reinforcement learning (MARL) relies on centralized training and policy sharing. Centralized training eliminates the issue of non-stationarity MARL yet induces large communication costs, and policy sharing is empirically crucial to efficient learning in certain tasks yet lacks theoretical justification. In this paper, we formally characterize a subclass of cooperative Markov games where agents exhibit a certain form of homogeneity such that policy sharing provably incurs no suboptimality. This enables us to develop the first consensus-based decentralized actor-critic method where the consensus update is applied to both the actors and the critics while ensuring convergence. We also develop practical algorithms based on our decentralized actor-critic method to reduce the communication cost during training, while still yielding policies comparable with centralized training.
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying Markov random processes parameterized by the underlying optimization variable. These time-varying samples make gradient directions in our update biased and dependent, which can potentially lead to the divergence of the iterates. In our two-time-scale approach, one scale is to estimate the true gradient from these samples, which is then used to update the estimate of the optimal solution. While these two iterates are implemented simultaneously, the former is updated "faster" (using bigger step sizes) than the latter (using smaller step sizes). Our first contribution is to characterize the finite-time complexity of the proposed two-time-scale stochastic gradient method. In particular, we provide explicit formulas for the convergence rates of this method under different structural assumptions, namely, strong convexity, convexity, the Polyak-Lojasiewicz condition, and general non-convexity. We apply our framework to two problems in control and reinforcement learning. First, we look at the standard online actor-critic algorithm over finite state and action spaces and derive a convergence rate of O(k^(-2/5)), which recovers the best known rate derived specifically for this problem. Second, we study an online actor-critic algorithm for the linear-quadratic regulator and show that a convergence rate of O(k^(-2/3)) is achieved. This is the first time such a result is known in the literature. Finally, we support our theoretical analysis with numerical simulations where the convergence rates are visualized.
Federated learning (FL) aims to minimize the communication complexity of training a model over heterogeneous data distributed across many clients. A common approach is local methods, where clients take multiple optimization steps over local data before communicating with the server (e.g., FedAvg). Local methods can exploit similarity between clients' data. However, in existing analyses, this comes at the cost of slow convergence in terms of the dependence on the number of communication rounds R. On the other hand, global methods, where clients simply return a gradient vector in each round (e.g., SGD), converge faster in terms of R but fail to exploit the similarity between clients even when clients are homogeneous. We propose FedChain, an algorithmic framework that combines the strengths of local methods and global methods to achieve fast convergence in terms of R while leveraging the similarity between clients. Using FedChain, we instantiate algorithms that improve upon previously known rates in the general convex and PL settings, and are near-optimal (via an algorithm-independent lower bound that we show) for problems that satisfy strong convexity. Empirical results support this theoretical gain over existing methods.
In this paper, we introduce $\mathsf{CO}_3$, an algorithm for communication-efficiency federated Deep Neural Network (DNN) training.$\mathsf{CO}_3$ takes its name from three processing applied steps which reduce the communication load when transmitting the local gradients from the remote users to the Parameter Server.Namely:(i) gradient quantization through floating-point conversion, (ii) lossless compression of the quantized gradient, and (iii) quantization error correction.We carefully design each of the steps above so as to minimize the loss in the distributed DNN training when the communication overhead is fixed.In particular, in the design of steps (i) and (ii), we adopt the assumption that DNN gradients are distributed according to a generalized normal distribution.This assumption is validated numerically in the paper. For step (iii), we utilize an error feedback with memory decay mechanism to correct the quantization error introduced in step (i). We argue that this coefficient, similarly to the learning rate, can be optimally tuned to improve convergence. The performance of $\mathsf{CO}_3$ is validated through numerical simulations and is shown having better accuracy and improved stability at a reduced communication payload.
We study the decentralized consensus and stochastic optimization problems with compressed communications over static directed graphs. We propose an iterative gradient-based algorithm that compresses messages according to a desired compression ratio. The proposed method provably reduces the communication overhead on the network at every communication round. Contrary to existing literature, we allow for arbitrary compression ratios in the communicated messages. We show a linear convergence rate for the proposed method on the consensus problem. Moreover, we provide explicit convergence rates for decentralized stochastic optimization problems on smooth functions that are either (i) strongly convex, (ii) convex, or (iii) non-convex. Finally, we provide numerical experiments to illustrate convergence under arbitrary compression ratios and the communication efficiency of our algorithm.
Emulators that can bypass computationally expensive scientific calculations with high accuracy and speed can enable new studies of fundamental science as well as more potential applications. In this work we discuss solving a system of constraint equations efficiently using a self-learning emulator. A self-learning emulator is an active learning protocol that can be used with any emulator that faithfully reproduces the exact solution at selected training points. The key ingredient is a fast estimate of the emulator error that becomes progressively more accurate as the emulator is improved, and the accuracy of the error estimate can be corrected using machine learning. We illustrate with three examples. The first uses cubic spline interpolation to find the solution of a transcendental equation with variable coefficients. The second example compares a spline emulator and a reduced basis method emulator to find solutions of a parameterized differential equation. The third example uses eigenvector continuation to find the eigenvectors and eigenvalues of a large Hamiltonian matrix that depends on several control parameters.
Stochastic optimization algorithms implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the communication overhead for exchanging information such as stochastic gradients between different workers. Sparse communication with memory and the adaptive aggregation methodology are two successful frameworks among the various techniques proposed to address this issue. In this paper, we exploit the advantages of Sparse communication and Adaptive aggregated Stochastic Gradients to design a communication-efficient distributed algorithm named SASG. Specifically, we determine the workers who need to communicate with the parameter server based on the adaptive aggregation rule and then sparsify the transmitted information. Therefore, our algorithm reduces both the overhead of communication rounds and the number of communication bits in the distributed system. We define an auxiliary sequence and provide convergence results of the algorithm with the help of Lyapunov function analysis. Experiments on training deep neural networks show that our algorithm can significantly reduce the communication overhead compared to the previous methods, with little impact on training and testing accuracy.
This paper studies node classification in the inductive setting, i.e., aiming to learn a model on labeled training graphs and generalize it to infer node labels on unlabeled test graphs. This problem has been extensively studied with graph neural networks (GNNs) by learning effective node representations, as well as traditional structured prediction methods for modeling the structured output of node labels, e.g., conditional random fields (CRFs). In this paper, we present a new approach called the Structured Proxy Network (SPN), which combines the advantages of both worlds. SPN defines flexible potential functions of CRFs with GNNs. However, learning such a model is nontrivial as it involves optimizing a maximin game with high-cost inference. Inspired by the underlying connection between joint and marginal distributions defined by Markov networks, we propose to solve an approximate version of the optimization problem as a proxy, which yields a near-optimal solution, making learning more efficient. Extensive experiments on two settings show that our approach outperforms many competitive baselines.
Games and simulators can be a valuable platform to execute complex multi-agent, multiplayer, imperfect information scenarios with significant parallels to military applications: multiple participants manage resources and make decisions that command assets to secure specific areas of a map or neutralize opposing forces. These characteristics have attracted the artificial intelligence (AI) community by supporting development of algorithms with complex benchmarks and the capability to rapidly iterate over new ideas. The success of artificial intelligence algorithms in real-time strategy games such as StarCraft II have also attracted the attention of the military research community aiming to explore similar techniques in military counterpart scenarios. Aiming to bridge the connection between games and military applications, this work discusses past and current efforts on how games and simulators, together with the artificial intelligence algorithms, have been adapted to simulate certain aspects of military missions and how they might impact the future battlefield. This paper also investigates how advances in virtual reality and visual augmentation systems open new possibilities in human interfaces with gaming platforms and their military parallels.
Effective multi-robot teams require the ability to move to goals in complex environments in order to address real-world applications such as search and rescue. Multi-robot teams should be able to operate in a completely decentralized manner, with individual robot team members being capable of acting without explicit communication between neighbors. In this paper, we propose a novel game theoretic model that enables decentralized and communication-free navigation to a goal position. Robots each play their own distributed game by estimating the behavior of their local teammates in order to identify behaviors that move them in the direction of the goal, while also avoiding obstacles and maintaining team cohesion without collisions. We prove theoretically that generated actions approach a Nash equilibrium, which also corresponds to an optimal strategy identified for each robot. We show through extensive simulations that our approach enables decentralized and communication-free navigation by a multi-robot system to a goal position, and is able to avoid obstacles and collisions, maintain connectivity, and respond robustly to sensor noise.
Recent years have witnessed significant advances in technologies and services in modern network applications, including smart grid management, wireless communication, cybersecurity as well as multi-agent autonomous systems. Considering the heterogeneous nature of networked entities, emerging network applications call for game-theoretic models and learning-based approaches in order to create distributed network intelligence that responds to uncertainties and disruptions in a dynamic or an adversarial environment. This paper articulates the confluence of networks, games and learning, which establishes a theoretical underpinning for understanding multi-agent decision-making over networks. We provide an selective overview of game-theoretic learning algorithms within the framework of stochastic approximation theory, and associated applications in some representative contexts of modern network systems, such as the next generation wireless communication networks, the smart grid and distributed machine learning. In addition to existing research works on game-theoretic learning over networks, we highlight several new angles and research endeavors on learning in games that are related to recent developments in artificial intelligence. Some of the new angles extrapolate from our own research interests. The overall objective of the paper is to provide the reader a clear picture of the strengths and challenges of adopting game-theoretic learning methods within the context of network systems, and further to identify fruitful future research directions on both theoretical and applied studies.