The Gradient Convergence Bound of Federated Multi-Agent Reinforcement Learning with Efficient Communication
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The paper considers a distributed version of deep reinforcement learning (DRL) for multi-agent decision-making process in the paradigm of federated learning. Since the deep neural network models in federated learning are trained locally and aggregated iteratively through a central server, frequent information exchange incurs a large amount of communication overheads. Besides, due to the heterogeneity of agents, Markov state transition trajectories from different agents are usually unsynchronized within the same time interval, which will further influence the convergence bound of the aggregated deep neural network models. Therefore, it is of vital importance to reasonably evaluate the effectiveness of different optimization methods. Accordingly, this paper proposes a utility function to consider the balance between reducing communication overheads and improving convergence performance. Meanwhile, this paper develops two new optimization methods on top of variation-aware periodic averaging methods: 1) the decay-based method which gradually decreases the weight of the model's local gradients within the progress of local updating, and 2) the consensus-based method which introduces the consensus algorithm into federated learning for the exchange of the model's local gradients. This paper also provides novel convergence guarantees for both developed methods and demonstrates their effectiveness and efficiency through theoretical analysis and numerical simulation results.
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