Finite-Time Analysis of Asynchronous Multi-Agent TD Learning

Nicolò Dal Fabbro, Arman Adibi, Aritra Mitra, George J. Pappas
7/29/2024
cs.MA

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Abstract

Recent research endeavours have theoretically shown the beneficial effect of cooperation in multi-agent reinforcement learning (MARL). In a setting involving $N$ agents, this beneficial effect usually comes in the form of an $N$-fold linear convergence speedup, i.e., a reduction - proportional to $N$ - in the number of iterations required to reach a certain convergence precision. In this paper, we show for the first time that this speedup property also holds for a MARL framework subject to asynchronous delays in the local agents' updates. In particular, we consider a policy evaluation problem in which multiple agents cooperate to evaluate a common policy by communicating with a central aggregator. In this setting, we study the finite-time convergence of \texttt{AsyncMATD}, an asynchronous multi-agent temporal difference (TD) learning algorithm in which agents' local TD update directions are subject to asynchronous bounded delays. Our main contribution is providing a finite-time analysis of \texttt{AsyncMATD}, for which we establish a linear convergence speedup while highlighting the effect of time-varying asynchronous delays on the resulting convergence rate.

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Cite this paper

@article{fabbro2024finitetime,
  title  = {Finite-Time Analysis of Asynchronous Multi-Agent TD Learning},
  author = {Nicolò Dal Fabbro and Arman Adibi and Aritra Mitra and George J. Pappas},
  year   = {2024},
  eprint = {2407.20441},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2407.20441v1}
}

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