论文标题
潜在游戏的独立自然政策梯度方法:有限的全球融合与熵正规化
Independent Natural Policy Gradient Methods for Potential Games: Finite-time Global Convergence with Entropy Regularization
论文作者
论文摘要
多代理系统中的一个主要挑战是,系统的复杂性随着代理的数量以及其动作空间的大小而显着增长,在现实世界中,这是典型的,例如自动驾驶汽车,机器人团队,网络路由等。因此,它仅需在每个局部范围内就需要进行众多范围,而不需要在每个局部范围内进行介绍,而不是在各种范围内进行介绍,而众所周知要进行众所周知的更新。机制。 在这项工作中,我们研究了潜在游戏的独立熵调查自然策略梯度(NPG)方法的有限时间收敛,在这些方法中,由于单方面偏差而导致的代理商效用函数的差异与普通潜在功能完全匹配。提出的熵注册的NPG方法使每个代理都可以根据自己的回报部署对称,分散和乘法更新。我们表明,所提出的方法以均方根速率收敛到熵调查游戏的平衡(QRE) - 与熵登记的游戏的平衡,该速率与动作空间的大小无关,并且最能与代理数量增长。有吸引力的是,收敛率进一步与相同利益游戏的重要特殊情况的代理数量变得独立,从而导致了第一种以无维度收敛的方法。我们的方法可以用作平滑技术,以找到未注册的问题的近似NASH平衡(NE),而不会假设固定策略是隔离的。
A major challenge in multi-agent systems is that the system complexity grows dramatically with the number of agents as well as the size of their action spaces, which is typical in real world scenarios such as autonomous vehicles, robotic teams, network routing, etc. It is hence in imminent need to design decentralized or independent algorithms where the update of each agent is only based on their local observations without the need of introducing complex communication/coordination mechanisms. In this work, we study the finite-time convergence of independent entropy-regularized natural policy gradient (NPG) methods for potential games, where the difference in an agent's utility function due to unilateral deviation matches exactly that of a common potential function. The proposed entropy-regularized NPG method enables each agent to deploy symmetric, decentralized, and multiplicative updates according to its own payoff. We show that the proposed method converges to the quantal response equilibrium (QRE) -- the equilibrium to the entropy-regularized game -- at a sublinear rate, which is independent of the size of the action space and grows at most sublinearly with the number of agents. Appealingly, the convergence rate further becomes independent with the number of agents for the important special case of identical-interest games, leading to the first method that converges at a dimension-free rate. Our approach can be used as a smoothing technique to find an approximate Nash equilibrium (NE) of the unregularized problem without assuming that stationary policies are isolated.