Personalized Federated Hypernetworks for Privacy Preservation in Multi-Task Reinforcement Learning

Multi-Agent Reinforcement Learning currently focuses on implementations where all data and training can be centralized to one machine. But what if local agents are split across multiple tasks, and need to keep data private between each? We develop the first application of Personalized Federated Hypernetworks (PFH) to Reinforcement Learning (RL). We then present a novel application of PFH to few-shot transfer, and demonstrate significant initial increases in learning. PFH has never been demonstrated beyond supervised learning benchmarks, so we apply PFH to an important domain: RL price-setting for energy demand response. We consider a general case across where agents are split across multiple microgrids, wherein energy consumption data must be kept private within each microgrid. Together, our work explores how the fields of personalized federated learning and RL can come together to make learning efficient across multiple tasks while keeping data secure. As Reinforcement Learning (RL) is brought to bear on pressing societal issues such as the green energy transition, the types of environments that RL must perform well in may display characteristics exotic to classical RL environments. Real applications at scale may require privacy guarantees which are not provided by modern multi-agent RL algorithms as they may train on privileged or corporate data (Lowe et al., 2017; Sunehag et al., 2017; Rashid et al., 2018); any app that personalizes an RL agent to individual users must take care to protect their privacy by not storing all their data in a central server. Real world applications will also likely feature heterogeneous tasks; every user, robot, energy system will have different traits that cannot be accounted for by "one size fits all" algorithms.