Publication Type
Conference Proceeding Article
Version
publishedVersion
Publication Date
12-2021
Abstract
Current value-based multi-agent reinforcement learning methods optimize individual Q values to guide individuals' behaviours via centralized training with decentralized execution (CTDE). However, such expected, i.e., risk-neutral, Q value is not sufficient even with CTDE due to the randomness of rewards and the uncertainty in environments, which causes the failure of these methods to train coordinating agents in complex environments. To address these issues, we propose RMIX, a novel cooperative MARL method with the Conditional Value at Risk (CVaR) measure over the learned distributions of individuals' Q values. Specifically, we first learn the return distributions of individuals to analytically calculate CVaR for decentralized execution. Then, to handle the temporal nature of the stochastic outcomes during executions, we propose a dynamic risk level predictor for risk level tuning. Finally, we optimize the CVaR policies with CVaR values used to estimate the target in TD error during centralized training and the CVaR values are used as auxiliary local rewards to update the local distribution via Quantile Regression loss. Empirically, we show that our method outperforms many state-of-the-art methods on various multi-agent risk-sensitive navigation scenarios and challenging StarCraft II cooperative tasks, demonstrating enhanced coordination and revealing improved sample efficiency.
Discipline
Artificial Intelligence and Robotics | Theory and Algorithms
Research Areas
Intelligent Systems and Optimization
Areas of Excellence
Digital transformation
Publication
Proceedings of the 35th Annual Conference on Neural Information Processing Systems (NeurIPS): Virtual, December 6-14
Volume
28
First Page
23049
Last Page
23062
ISBN
9781713845393
Publisher
NIPS Foundation
City or Country
Washington, DC
Citation
QIU, Wei; WANG, Xinrun; YU, Runsheng; HE, Xu; WANG, Rundong; AN, Bo; OBRAZTSOVA, Svetlana; and RABINOVICH, Zinovi.
RMIX: Learning risk-sensitive policies for cooperative reinforcement learning agents. (2021). Proceedings of the 35th Annual Conference on Neural Information Processing Systems (NeurIPS): Virtual, December 6-14. 28, 23049-23062.
Available at: https://ink.library.smu.edu.sg/sis_research/9137
Copyright Owner and License
Authors
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.