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Poster
RMIX: Learning Risk-Sensitive Policies for Cooperative Reinforcement Learning Agents
Wei Qiu · Xinrun Wang · Runsheng Yu · Rundong Wang · Xu He · Bo An · Svetlana Obraztsova · Zinovi Rabinovich

Thu Dec 09 12:30 AM -- 02:00 AM (PST) @
in Poster Session 5 »

Current value-based multi-agent reinforcement learning methods optimize individual Q values to guide individuals' behaviours via centralized training with decentralized execution (CTDE). However, such expected, i.e., risk-neutral, Q value is not sufficient even with CTDE due to the randomness of rewards and the uncertainty in environments, which causes the failure of these methods to train coordinating agents in complex environments. To address these issues, we propose RMIX, a novel cooperative MARL method with the Conditional Value at Risk (CVaR) measure over the learned distributions of individuals' Q values. Specifically, we first learn the return distributions of individuals to analytically calculate CVaR for decentralized execution. Then, to handle the temporal nature of the stochastic outcomes during executions, we propose a dynamic risk level predictor for risk level tuning. Finally, we optimize the CVaR policies with CVaR values used to estimate the target in TD error during centralized training and the CVaR values are used as auxiliary local rewards to update the local distribution via Quantile Regression loss. Empirically, we show that our method outperforms many state-of-the-art methods on various multi-agent risk-sensitive navigation scenarios and challenging StarCraft II cooperative tasks, demonstrating enhanced coordination and revealing improved sample efficiency.

Keywords: Reinforcement Learning and Planning

Author Information

Wei Qiu (Nanyang Technological University)
Xinrun Wang (Nanyang Technological University)
Runsheng Yu (Xiaomi Intelligent Technology Co., Ltd)
Rundong Wang (Nanyang Technological University)
Xu He (Nanyang Technological University)
Bo An (Nanyang Technological University)
Svetlana Obraztsova (Nanyang Technological University)
Zinovi Rabinovich (Nanyang Technological University)

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