arXiv subjects

Fnu Hairi

Publications and source records attributed to Fnu Hairi.

3 recordsLinked to original sources

arXiv2025

Enabling Pareto-Stationarity Exploration in Multi-Objective Reinforcement Learning: A Multi-Objective Weighted-Chebyshev Actor-Critic Approach

In many multi-objective reinforcement learning (MORL) applications, being able to systematically explore the Pareto-stationary solutions under multiple non-convex reward objectives with theoretical finite-time sample complexity guarantee is an important and yet under-explored problem. This motivates us to take the first step and fill the important gap in MORL. Specifically, in this paper, we propose a \uline{M}ulti-\uline{O}bjective weighted-\uline{CH}ebyshev \uline{A}ctor-critic (MOCHA) algorithm for MORL, which judiciously integrates the weighted-Chebychev (WC) and actor-critic framework to enable Pareto-stationarity exploration systematically with finite-time sample complexity guarantee. Sample complexity result of MOCHA algorithm reveals an interesting dependency on $p_{\min}$ in finding an $\epsilon$-Pareto-stationary solution, where $p_{\min}$ denotes the minimum entry of a given weight vector $\mathbf{p}$ in WC-scarlarization. By carefully choosing learning rates, the sample complexity for each exploration can be $\tilde{\mathcal{O}}(\epsilon^{-2})$. Furthermore, simulation studies on a large KuaiRand offline dataset, show that the performance of MOCHA algorithm significantly outperforms other baseline MORL approaches.

cs.LG↗

arXiv2024

Sample and Communication Efficient Fully Decentralized MARL Policy Evaluation via a New Approach: Local TD update

In actor-critic framework for fully decentralized multi-agent reinforcement learning (MARL), one of the key components is the MARL policy evaluation (PE) problem, where a set of $N$ agents work cooperatively to evaluate the value function of the global states for a given policy through communicating with their neighbors. In MARL-PE, a critical challenge is how to lower the sample and communication complexities, which are defined as the number of training samples and communication rounds needed to converge to some $\epsilon$-stationary point. To lower communication complexity in MARL-PE, a "natural'' idea is to perform multiple local TD-update steps between each consecutive rounds of communication to reduce the communication frequency. However, the validity of the local TD-update approach remains unclear due to the potential "agent-drift'' phenomenon resulting from heterogeneous rewards across agents in general. This leads to an interesting open question: Can the local TD-update approach entail low sample and communication complexities? In this paper, we make the first attempt to answer this fundamental question. We focus on the setting of MARL-PE with average reward, which is motivated by many multi-agent network optimization problems. Our theoretical and experimental results confirm that allowing multiple local TD-update steps is indeed an effective approach in lowering the sample and communication complexities of MARL-PE compared to consensus-based MARL-PE algorithms. Specifically, the local TD-update steps between two consecutive communication rounds can be as large as $\mathcal{O}(1/\epsilon^{1/2}\log{(1/\epsilon)})$ in order to converge to an $\epsilon$-stationary point of MARL-PE. Moreover, we show theoretically that in order to reach the optimal sample complexity, the communication complexity of local TD-update approach is $\mathcal{O}(1/\epsilon^{1/2}\log{(1/\epsilon)})$.

cs.LG↗

arXiv2020

Beyond Scaling: Calculable Error Bounds of the Power-of-Two-Choices Mean-Field Model in Heavy-Traffic

This paper provides a recipe for deriving calculable approximation errors of mean-field models in heavy-traffic with the focus on the well-known load balancing algorithm---power-of-two-choices (Po2). The recipe combines Stein's method for linearized mean-field models and State Space Concentration (SSC) based on geometric tail bounds. In particular, we divide the state space into two regions, a neighborhood near the mean-field equilibrium and the complement of that. We first use a tail bound to show that the steady-state probability being outside the neighborhood is small. Then, we use a linearized mean-field model and Stein's method to characterize the generator difference, which provides the dominant term of the approximation error. From the dominant term, we are able to obtain an asymptotically-tight bound, a calculable bound, not order-wise scaling results like most results in the literature. Finally, we compare the theoretical bound with numerical evaluations to show the effectiveness of our results. We note that the simulation results show that the bound is valid even for small size systems such as a system with only hundred servers.

cs.PF↗