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Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity

Neural Information Processing Systems

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. We show that model-based MARL achieves a sample complexity of $\tilde \cO(|\cS||\cA||\cB|(1-\gamma)^{-3}\epsilon^{-2})$ for finding the Nash equilibrium (NE) \emph{value} up to some $\epsilon$ error, and the $\epsilon$-NE \emph{policies}, where $\gamma$ is the discount factor, and $\cS,\cA,\cB$ denote the state space, and the action spaces for the two agents. We also show that this method is near-minimax optimal with a tight dependence on $1-\gamma$ and $|\cS|$ by providing a lower bound of $\Omega(|\cS|(|\cA|+|\cB|)(1-\gamma)^{-3}\epsilon^{-2})$. Our results justify the efficiency of this simple model-based approach in the multi-agent RL setting.


Review for NeurIPS paper: Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity

Neural Information Processing Systems

Additional Feedback: NOTE (post rebuttal): I didn't change my review, as a matter of expediency. But, I appreciate the authors' acknowledgement of my comments and support the plan for addressing them. I guess a brief clarification wouldn't hurt, but I wouldn't suggest using space to delve into the setting more deeply.) "corner stones" - "cornerstones" "the sample complexity of model based MARL algorithms has rarely been investigated": The Rmax paper was one of the first papers to study RL sample complexity AND dealt with MARL. Maybe it hasn't been "recently" investigated?


Review for NeurIPS paper: Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity

Neural Information Processing Systems

All reviewers agree that this is a solid work that deserves publication. We encourage the authors to follow the reviewers' suggestions when preparing the camera-ready version of their paper.


Model-Based Multi-Agent RL in Zero-Sum Markov Games with Near-Optimal Sample Complexity

Neural Information Processing Systems

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.