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Towards Equilibrium Transfer in Markov Games 胡裕靖 2013-9-9
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Outline Background Preliminary Ideas Some Results
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Background
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Multi-agent Reinforcement Learning Single-agent RL: Mountain Car Path finding RL in multi-agent tasks Robot Soccer IKEA furniture robot
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Markov Games Agent take joint actions from one agent to more than one
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Equilibrium-based MARL Some equilibrium solution concepts in game theory can be adopted
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Our Previous Work Equilibrium-based MARL: Multi-agent reinforcement learning with meta equilibrium [] Multi-agent reinforcement learning by negotiation with unshared value functions [] Focusing on combining MARL with equilibrium solution concepts Problematic issues: Equilibrium computing is complicated and time consuming A new complexity class: TFNP! [] For tasks with many agents, equilibrium-based MARL algorithms may take too much time How to accelerate the learning process of equilibrium-based MARL?
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Transfer Learning in RL Matthew E Taylor, Peter Stone. Transfer learning for reinforcement learning domains. Journal of Machine Learning Research, 2009. instance/policy/value function/model/… Alessandra Lazaric. Transfer in reinforcement learning: a framework and a survey. Reinforcement Learning, Springer, 2012. accelerate Reuse learnt knowledge
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Transfer Learning in Markov Games? instance/policy/value function/model/… …… Why not transfer between these normal-form games within a Markov game? Inter-task transfer Inner-task transfer
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Inner-task Transfer Transfer equilibrium between similar normal-form games during learning in a Markov game: Reuse the computed equilibria in previous games Reducing learning time Key problems: Which games are similar? For example: the games occur on different visits of a state How to transfer equilibrium?
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Preliminary Ideas
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Game Similarity Games with the same action space? Games with different action space? Similarity payoff distance? Equilibrium-based similarity or equilibrium-independent similarity? Drew Fudenberg and David M. Kreps. A theory of learning, experimentation and equilibrium in games. 1990.
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Game Similarity Equilibrium-based similarity Equilibrium transfer Find equilibria of two games and compute the similarity Transfer seems senseless! Weird Cycle
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Our Idea Transfer equilibrium between games which are thought to be similar. Evaluate how much the loss brought by equilibrium transfer is. Transfer is acceptable when there is a little loss. The two games are different only in one item.
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Problem Definition Approximate Nash equilibrium
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Problem Definition
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A Naïve Transfer Method Direct Transfer
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A Naïve Transfer Method
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Some Results
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Future Work Some problems: Other transfer methods? Only Nash equilibrium? Equilibrium finding algorithms Transfer between games with different action space Transfer between games with different agent numbers Game abstraction
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Thanks!
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