Agents
On-Demand Sampling: Learning Optimally from Multiple Distributions ∗ Nika Haghtalab, Michael I. Jordan, and Eric Zhao University of California, Berkeley
Societal and real-world considerations such as robustness, fairness, social welfare and multi-agent tradeoffs have given rise to multi-distribution learning paradigms, such as collaborative [5], group distributionally robust [36], and fair federated learning [27]. In each of these settings, a learner seeks to minimize its worstcase loss over a set of n predefined distributions, while using as few samples as possible. In this paper, we establish the optimal sample complexity of these learning paradigms and give algorithms that meet this sample complexity.
A Background
A.1 Partially Observable Mackov Decision Process We follow previous works [25] to consider MARL as a partially observable Markov games [22]. We define a set of states S describing the possible configurations of all n agents. Then, each agent i gets rewards as a function of the state and agent's action r In the following paragraph, we use superscript to indicate agent's index and subscript to indicate time step for states, observations, rewards and actions. A.2 Decision Transformer Decision Transformer [3] using Transformer [44] which is an architecture to efficiently model sequential data shows its ability to cast the problem of RL as conditional sequence modeling. The core component of transformer is attention mechanism [44].
Offline Multi-Agent Reinforcement Learning with Knowledge Distillation, Lin Yen-Chen
We introduce an offline multi-agent reinforcement learning (offline MARL) framework that utilizes previously collected data without additional online data collection. Our method reformulates offline MARL as a sequence modeling problem and thus builds on top of the simplicity and scalability of the Transformer architecture. In the fashion of centralized training and decentralized execution, we propose to first train a teacher policy who has the privilege to access every agent's observations, actions, and rewards. After the teacher policy has identified and recombined the "good" behavior in the dataset, we create separate student policies and distill not only the teacher policy's features but also its structural relations among different agents' features to student policies. We show that our framework significantly improves performances on a range of tasks and outperforms state-of-the-art offline MARL baselines. Furthermore, we demonstrate that the proposed method has a better convergence rate, is more sample efficient, and is more robust to various demonstration qualities compared with baselines.
On Sample Optimality in Personalized Collaborative and Federated Learning Mathieu Even
In personalized federated learning, each member of a potentially large set of agents aims to train a model minimizing its loss function averaged over its local data distribution. We study this problem under the lens of stochastic optimization, focusing on a scenario with a large number of agents, that each possess very few data samples from their local data distribution. Specifically, we prove novel matching lower and upper bounds on the number of samples required from all agents to approximately minimize the generalization error of a fixed agent. We provide strategies matching these lower bounds, based on a gradient filtering approach: given prior knowledge on some notion of distance between local data distributions, agents filter and aggregate stochastic gradients received from other agents, in order to achieve an optimal bias-variance trade-off. Finally, we quantify the impact of using rough estimations of the distances between local distributions of agents, based on a very small number of local samples.
On Sample Optimality in Personalized Collaborative and Federated Learning Mathieu Even
In personalized federated learning, each member of a potentially large set of agents aims to train a model minimizing its loss function averaged over its local data distribution. We study this problem under the lens of stochastic optimization, focusing on a scenario with a large number of agents, that each possess very few data samples from their local data distribution. Specifically, we prove novel matching lower and upper bounds on the number of samples required from all agents to approximately minimize the generalization error of a fixed agent. We provide strategies matching these lower bounds, based on a gradient filtering approach: given prior knowledge on some notion of distance between local data distributions, agents filter and aggregate stochastic gradients received from other agents, in order to achieve an optimal bias-variance trade-off. Finally, we quantify the impact of using rough estimations of the distances between local distributions of agents, based on a very small number of local samples.
Dueling Over Dessert, Mastering the Art of Repeated Cake Cutting
Brânzei, Simina, Hajiaghayi, MohammadTaghi, Phillips, Reed, Shin, Suho, Wang, Kun
We consider the setting of repeated fair division between two players, denoted Alice and Bob, with private valuations over a cake. In each round, a new cake arrives, which is identical to the ones in previous rounds. Alice cuts the cake at a point of her choice, while Bob chooses the left piece or the right piece, leaving the remainder for Alice. We consider two versions: sequential, where Bob observes Alice's cut point before choosing left/right, and simultaneous, where he only observes her cut point after making his choice. The simultaneous version was first considered by Aumann and Maschler (1995). We observe that if Bob is almost myopic and chooses his favorite piece too often, then he can be systematically exploited by Alice through a strategy akin to a binary search. This strategy allows Alice to approximate Bob's preferences with increasing precision, thereby securing a disproportionate share of the resource over time. We analyze the limits of how much a player can exploit the other one and show that fair utility profiles are in fact achievable. Specifically, the players can enforce the equitable utility profile of $(1/2, 1/2)$ in the limit on every trajectory of play, by keeping the other player's utility to approximately $1/2$ on average while guaranteeing they themselves get at least approximately $1/2$ on average. We show this theorem using a connection with Blackwell approachability. Finally, we analyze a natural dynamic known as fictitious play, where players best respond to the empirical distribution of the other player. We show that fictitious play converges to the equitable utility profile of $(1/2, 1/2)$ at a rate of $O(1/\sqrt{T})$.
Evaluating the Effectiveness of Index-Based Treatment Allocation
Boehmer, Niclas, Nair, Yash, Shah, Sanket, Janson, Lucas, Taneja, Aparna, Tambe, Milind
When resources are scarce, an allocation policy is needed to decide who receives a resource. This problem occurs, for instance, when allocating scarce medical resources and is often solved using modern ML methods. This paper introduces methods to evaluate index-based allocation policies -- that allocate a fixed number of resources to those who need them the most -- by using data from a randomized control trial. Such policies create dependencies between agents, which render the assumptions behind standard statistical tests invalid and limit the effectiveness of estimators. Addressing these challenges, we translate and extend recent ideas from the statistics literature to present an efficient estimator and methods for computing asymptotically correct confidence intervals. This enables us to effectively draw valid statistical conclusions, a critical gap in previous work. Our extensive experiments validate our methodology in practical settings, while also showcasing its statistical power. We conclude by proposing and empirically verifying extensions of our methodology that enable us to reevaluate a past randomized control trial to evaluate different ML allocation policies in the context of a mHealth program, drawing previously invisible conclusions.
Strategic Vote Timing in Online Elections With Public Tallies
Yaish, Aviv, Abramova, Svetlana, Böhme, Rainer
Many elections are conducted sequentially, where interim results are known to the electorate and can be used by voters to inform their decisions. Given empirical work showing that voters tend to vote for the leading candidates when votes are public [MM+15; ZM+15; RR+17; MG+20; AG22], it is natural to consider the strategic aspect of choosing when to vote in such settings. The power of strategic vote timing is illustrated by the commonplace show-of-hands vote: "early bird" voters may sway undecided voters to follow in their direction. Furthermore, if there are costs associated with voting (e. g., having to commute to a distant polling station), waiting to observe interim results allows voters to save costs, if their preferred outcome appears to have garnered enough support to win. In particular, previous work found that voting costs affect voter turnout in blockchain governance voting, where votes are irrevocable and interim results are public [DY+23; MP+23]. This also applies to settings in which costs may be implicit, such as in democratic deliberation dialogues [FP+23] and social networks [AB+12], where voters may face social consequences if their vote does not conform to the accepted norms (e. g., liking a controversial social media post). 1
An Approach to Bounded Rationality
A central question in game theory and artificial intelligence is how a rational agent should behave in a complex environment, given that it cannot perform unbounded computations. We study strategic aspects of this question by formulating a simple model of a game with additional costs (computational or otherwise) for each strategy. First we connect this to zero-sum games, proving a counter-intuitive generalization of the classic min-max theorem to zero-sum games with the addition of strategy costs. We then show that potential games with strategy costs remain potential games. Both zero-sum and potential games with strategy costs maintain a very appealing property: simple learning dynamics converge to equilibrium. 1 The Approach and Basic Model How should an intelligent agent play a complicated game like chess, given that it does not have unlimited time to think?
Multi-Agent Filtering with Infinitely Nested Beliefs
In partially observable worlds with many agents, nested beliefs are formed when agents simultaneously reason about the unknown state of the world and the beliefs of the other agents. The multi-agent filtering problem is to efficiently represent and update these beliefs through time as the agents act in the world. In this paper, we formally define an infinite sequence of nested beliefs about the state of the world at the current time t and present a filtering algorithm that maintains a finite representation which can be used to generate these beliefs. In some cases, this representation can be updated exactly in constant time; we also present a simple approximation scheme to compact beliefs if they become too complex. In experiments, we demonstrate efficient filtering in a range of multi-agent domains.