16.9LGNov 30, 2022
Global Convergence of Localized Policy Iteration in Networked Multi-Agent Reinforcement LearningYizhou Zhang, Guannan Qu, Pan Xu et al.
We study a multi-agent reinforcement learning (MARL) problem where the agents interact over a given network. The goal of the agents is to cooperatively maximize the average of their entropy-regularized long-term rewards. To overcome the curse of dimensionality and to reduce communication, we propose a Localized Policy Iteration (LPI) algorithm that provably learns a near-globally-optimal policy using only local information. In particular, we show that, despite restricting each agent's attention to only its $κ$-hop neighborhood, the agents are able to learn a policy with an optimality gap that decays polynomially in $κ$. In addition, we show the finite-sample convergence of LPI to the global optimal policy, which explicitly captures the trade-off between optimality and computational complexity in choosing $κ$. Numerical simulations demonstrate the effectiveness of LPI.
Near-Optimal Distributed Linear-Quadratic Regulator for Networked SystemsSungho Shin, Yiheng Lin, Guannan Qu et al.
This paper studies the trade-off between the degree of decentralization and the performance of a distributed controller in a linear-quadratic control setting. We study a system of interconnected agents over a graph and a distributed controller, called $κ$-distributed control, which lets the agents make control decisions based on the state information within distance $κ$ on the underlying graph. This controller can tune its degree of decentralization using the parameter $κ$ and thus allows a characterization of the relationship between decentralization and performance. We show that under mild assumptions, including stabilizability, detectability, and a subexponentially growing graph condition, the performance difference between $κ$-distributed control and centralized optimal control becomes exponentially small in $κ$. This result reveals that distributed control can achieve near-optimal performance with a moderate degree of decentralization, and thus it is an effective controller architecture for large-scale networked systems.
Convergence Rates for Localized Actor-Critic in Networked Markov Potential GamesZhaoyi Zhou, Zaiwei Chen, Yiheng Lin et al.
We introduce a class of networked Markov potential games in which agents are associated with nodes in a network. Each agent has its own local potential function, and the reward of each agent depends only on the states and actions of the agents within a neighborhood. In this context, we propose a localized actor-critic algorithm. The algorithm is scalable since each agent uses only local information and does not need access to the global state. Further, the algorithm overcomes the curse of dimensionality through the use of function approximation. Our main results provide finite-sample guarantees up to a localization error and a function approximation error. Specifically, we achieve an $\tilde{\mathcal{O}}(\tildeε^{-4})$ sample complexity measured by the averaged Nash regret. This is the first finite-sample bound for multi-agent competitive games that does not depend on the number of agents.
Diffusion for Natural Image MattingYihan Hu, Yiheng Lin, Wei Wang et al.
We aim to leverage diffusion to address the challenging image matting task. However, the presence of high computational overhead and the inconsistency of noise sampling between the training and inference processes pose significant obstacles to achieving this goal. In this paper, we present DiffMatte, a solution designed to effectively overcome these challenges. First, DiffMatte decouples the decoder from the intricately coupled matting network design, involving only one lightweight decoder in the iterations of the diffusion process. With such a strategy, DiffMatte mitigates the growth of computational overhead as the number of samples increases. Second, we employ a self-aligned training strategy with uniform time intervals, ensuring a consistent noise sampling between training and inference across the entire time domain. Our DiffMatte is designed with flexibility in mind and can seamlessly integrate into various modern matting architectures. Extensive experimental results demonstrate that DiffMatte not only reaches the state-of-the-art level on the Composition-1k test set, surpassing the best methods in the past by 5% and 15% in the SAD metric and MSE metric respectively, but also show stronger generalization ability in other benchmarks.
5.5LGOct 29, 2021
Online Optimization with Feedback Delay and Nonlinear Switching CostWeici Pan, Guanya Shi, Yiheng Lin et al.
We study a variant of online optimization in which the learner receives $k$-round $\textit{delayed feedback}$ about hitting cost and there is a multi-step nonlinear switching cost, i.e., costs depend on multiple previous actions in a nonlinear manner. Our main result shows that a novel Iterative Regularized Online Balanced Descent (iROBD) algorithm has a constant, dimension-free competitive ratio that is $O(L^{2k})$, where $L$ is the Lipschitz constant of the switching cost. Additionally, we provide lower bounds that illustrate the Lipschitz condition is required and the dependencies on $k$ and $L$ are tight. Finally, via reductions, we show that this setting is closely related to online control problems with delay, nonlinear dynamics, and adversarial disturbances, where iROBD directly offers constant-competitive online policies.
11.1LGNov 10, 2019
Online Optimization with Predictions and Non-convex LossesYiheng Lin, Gautam Goel, Adam Wierman
We study online optimization in a setting where an online learner seeks to optimize a per-round hitting cost, which may be non-convex, while incurring a movement cost when changing actions between rounds. We ask: \textit{under what general conditions is it possible for an online learner to leverage predictions of future cost functions in order to achieve near-optimal costs?} Prior work has provided near-optimal online algorithms for specific combinations of assumptions about hitting and switching costs, but no general results are known. In this work, we give two general sufficient conditions that specify a relationship between the hitting and movement costs which guarantees that a new algorithm, Synchronized Fixed Horizon Control (SFHC), provides a $1+O(1/w)$ competitive ratio, where $w$ is the number of predictions available to the learner. Our conditions do not require the cost functions to be convex, and we also derive competitive ratio results for non-convex hitting and movement costs. Our results provide the first constant, dimension-free competitive ratio for online non-convex optimization with movement costs. Further, we give an example of a natural instance, Convex Body Chasing (CBC), where the sufficient conditions are not satisfied and we can prove that no online algorithm can have a competitive ratio that converges to 1.