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On the Convergence and Sample Complexity Analysis of Deep Q-Networks with \epsilon -Greedy Exploration

Neural Information Processing Systems

This paper provides a theoretical understanding of deep Q-Network (DQN) with the $\varepsilon$-greedy exploration in deep reinforcement learning.Despite the tremendous empirical achievement of the DQN, its theoretical characterization remains underexplored.First, the exploration strategy is either impractical or ignored in the existing analysis. Second, in contrast to conventional Q-learning algorithms, the DQN employs the target network and experience replay to acquire an unbiased estimation of the mean-square Bellman error (MSBE) utilized in training the Q-network. However,the existing theoretical analysis of DQNs lacks convergence analysis or bypasses the technical challenges by deploying a significantly overparameterized neural network, which is not computationally efficient. This paper provides the first theoretical convergence and sample complexity analysis of the practical setting of DQNs with $\epsilon$-greedy policy. We prove an iterative procedure with decaying $\epsilon$ converges to the optimal Q-value function geometrically. Moreover, a higher level of $\epsilon$ values enlarges the region of convergence but slows down the convergence, while the opposite holds for a lower level of $\epsilon$ values. Experiments justify our established theoretical insights on DQNs.


Reinforced Few-Shot Acquisition Function Learning for Bayesian Optimization

Neural Information Processing Systems

Bayesian optimization (BO) conventionally relies on handcrafted acquisition functions (AFs) to sequentially determine the sample points. However, it has been widely observed in practice that the best-performing AF in terms of regret can vary significantly under different types of black-box functions. It has remained a challenge to design one AF that can attain the best performance over a wide variety of black-box functions. This paper aims to attack this challenge through the perspective of reinforced few-shot AF learning (FSAF). Specifically, we first connect the notion of AFs with Q-functions and view a deep Q-network (DQN) as a surrogate differentiable AF. While it serves as a natural idea to combine DQN and an existing few-shot learning method, we identify that such a direct combination does not perform well due to severe overfitting, which is particularly critical in BO due to the need of a versatile sampling policy. To address this, we present a Bayesian variant of DQN with the following three features: (i) It learns a distribution of Q-networks as AFs based on the Kullback-Leibler regularization framework. This inherently provides the uncertainty required in sampling for BO and mitigates overfitting.


IPPO Learns the Game, Not the Team: A Study on Generalization in Heterogeneous Agent Teams

LeRoy, Ryan, Kolb, Jack

arXiv.org Artificial Intelligence

Multi-Agent Reinforcement Learning (MARL) is commonly deployed in settings where agents are trained via self-play with homogeneous teammates, often using parameter sharing and a single policy architecture. This opens the question: to what extent do self-play PPO agents learn general coordination strategies grounded in the underlying game, compared to overfitting to their training partners' behaviors? This paper investigates the question using the Heterogeneous Multi-Agent Challenge (HeMAC) environment, which features distinct Observer and Drone agents with complementary capabilities. We introduce Rotating Policy Training (RPT), an approach that rotates heterogeneous teammate policies of different learning algorithms during training, to expose the agent to a broader range of partner strategies. When playing alongside a withheld teammate policy (DDQN), we find that RPT achieves similar performance to a standard self-play baseline, IPPO, where all agents were trained sharing a single PPO policy. This result indicates that in this heterogeneous multi-agent setting, the IPPO baseline generalizes to novel teammate algorithms despite not experiencing teammate diversity during training. This shows that a simple IPPO baseline may possess the level of generalization to novel teammates that a diverse training regimen was designed to achieve.