A distributed adaptive policy gradient method based on momentum for multi-agent reinforcement learning

Abstract

Policy Gradient (PG) method is one of the most popular algorithms in Reinforcement Learning (RL). However, distributed adaptive variants of PG are rarely studied in multi-agent. For this reason, this paper proposes a distributed adaptive policy gradient algorithm (IS-DAPGM) incorporated with Adam-type updates and importance sampling technique. Furthermore, we also establish the theoretical convergence rate of O(1/T)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\mathcal {O}(1/\\sqrt{T})$$\\end{document}, where T represents the number of iterations, it can match the convergence rate of the state-of-the-art centralized policy gradient methods. In addition, many experiments are conducted in a multi-agent environment, which is a modification on the basis of Particle world environment. By comparing with some other distributed PG methods and changing the number of agents, we verify the performance of IS-DAPGM is more efficient than the existing methods.