Model-based reinforcement learning (RL), which finds an optimal policy using an empirical model, has long been recognized as one of the cornerstones of RL. It is especially suitable for multi-agent RL (MARL), as it naturally decouples the learning and the planning phases, and avoids the non-stationarity problem when all agents are improving their policies simultaneously using samples. Though intuitive and widely-used, the sample complexity of model-based MARL algorithms has been investigated relatively much less often. In this paper, we aim to address the fundamental open question about the sample complexity of model-based MARL. We study arguably the most basic MARL setting: two-player discounted zero-sum Markov games, given only access to a generative model of state transition.

Despite the success of cooperative multi-agent reinforcement learning algorithms, most of them focus on a single team composition, which prevents them from being used in more realistic scenarios where dynamic team composition is possible. While some studies attempt to solve this problem via multi-task learning in a fixed set of team compositions, there is still a risk of overfitting to the training set, which may lead to catastrophic performance when facing dramatically varying team compositions during execution. To address this problem, we propose to use mutual information (MI) as an augmented reward to prevent individual policies from relying too much on team-related information and encourage agents to learn policies that are robust in different team compositions. Optimizing this MI-augmented objective in an off-policy manner can be intractable due to the existence of dynamic marginal distribution. To alleviate this problem, we first propose a multi-agent policy iteration algorithm with a fixed marginal distribution and prove its convergence and optimality.

Utilizing messages from teammates can improve coordination in cooperative Multi-agent Reinforcement Learning (MARL). To obtain meaningful information for decision-making, previous works typically combine raw messages generated by teammates with local information as inputs for policy. However, neglecting the aggregation of multiple messages poses great inefficiency for policy learning. Motivated by recent advances in representation learning, we argue that efficient message aggregation is essential for good coordination in MARL. In this paper, we propose Multi-Agent communication via Self-supervised Information Aggregation (MASIA), with which agents can aggregate the received messages into compact representations with high relevance to augment the local policy.

A great challenge in cooperative decentralized multi-agent reinforcement learning (MARL) is generating diversified behaviors for each individual agent when receiving only a team reward. Prior studies have paid much effort on reward shaping or designing a centralized critic that can discriminatively credit the agents. In this paper, we propose to merge the two directions and learn each agent an intrinsic reward function which diversely stimulates the agents at each time step. Specifically, the intrinsic reward for a specific agent will be involved in computing a distinct proxy critic for the agent to direct the updating of its individual policy. Meanwhile, the parameterized intrinsic reward function will be updated towards maximizing the expected accumulated team reward from the environment so that the objective is consistent with the original MARL problem. The proposed method is referred to as learning individual intrinsic reward (LIIR) in MARL.

Consider N cooperative agents such that for T turns, each agent n takes an action a_{n} and receives a stochastic reward r_{n}\left(a_{1},\ldots,a_{N}\right) . Agents cannot observe the actions of other agents and do not know even their own reward function. The agents can communicate with their neighbors on a connected graph G with diameter d\left(G\right) . We want each agent n to achieve an expected average reward of at least \lambda_{n} over time, for a given quality of service (QoS) vector \boldsymbol{\lambda} . By giving up on immediate reward, knowing that the other agents will compensate later, agents can improve their achievable capacity region.

The growing literature of Federated Learning (FL) has recently inspired Federated Reinforcement Learning (FRL) to encourage multiple agents to federatively build a better decision-making policy without sharing raw trajectories. Despite its promising applications, existing works on FRL fail to I) provide theoretical analysis on its convergence, and II) account for random system failures and adversarial attacks. Towards this end, we propose the first FRL framework the convergence of which is guaranteed and tolerant to less than half of the participating agents being random system failures or adversarial attackers. We prove that the sample efficiency of the proposed framework is guaranteed to improve with the number of agents and is able to account for such potential failures or attacks. All theoretical results are empirically verified on various RL benchmark tasks.

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 as if the MARL dataset is generated by a single agent. 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. Despite its simplicity, the proposed method outperforms state-of-the-art model-free offline MARL baselines while being more robust to demonstration's quality on several environments.

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.

We developed a new method PROTES for black-box optimization, which is based on the probabilistic sampling from a probability density function given in the low-parametric tensor train format. We tested it on complex multidimensional arrays and discretized multivariable functions taken, among others, from real-world applications, including unconstrained binary optimization and optimal control problems, for which the possible number of elements is up to 2 {1000} . In numerical experiments, both on analytic model functions and on complex problems, PROTES outperforms popular discrete optimization methods (Particle Swarm Optimization, Covariance Matrix Adaptation, Differential Evolution, and others).

Climate change poses an existential threat, necessitating effective climate policies to enact impactful change. Decisions in this domain are incredibly complex, involving conflicting entities and evidence. In the last decades, policymakers increasingly use simulations and computational methods to guide some of their decisions. Integrated Assessment Models (IAMs) are one of such methods, which combine social, economic, and environmental simulations to forecast potential policy effects. For example, the UN uses outputs of IAMs for their recent Intergovernmental Panel on Climate Change (IPCC) reports. Traditionally these have been solved using recursive equation solvers, but have several shortcomings, e.g. struggling at decision making under uncertainty. Recent preliminary work using Reinforcement Learning (RL) to replace the traditional solvers shows promising results in decision making in uncertain and noisy scenarios. We extend on this work by introducing multiple interacting RL agents as a preliminary analysis on modelling the complex interplay of socio-interactions between various stakeholders or nations that drives much of the current climate crisis. Our findings show that cooperative agents in this framework can consistently chart pathways towards more desirable futures in terms of reduced carbon emissions and improved economy. However, upon introducing competition between agents, for instance by using opposing reward functions, desirable climate futures are rarely reached. Modelling competition is key to increased realism in these simulations, as such we employ policy interpretation by visualising what states lead to more uncertain behaviour, to understand algorithm failure. Finally, we highlight the current limitations and avenues for further work to ensure future technology uptake for policy derivation.