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Stability of Multi-Agent Learning in Competitive Networks: Delaying the Onset of Chaos

arXiv 2312.11943 ↗First posted 19 Dec 2023cs.GT cs.AI cs.MAcited by 0

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Abstract (arXiv)

The behaviour of multi-agent learning in competitive network games is often studied within the context of zero-sum games, in which convergence guarantees may be obtained. However, outside of this class the behaviour of learning is known to display complex behaviours and convergence cannot be always guaranteed. Nonetheless, in order to develop a complete picture of the behaviour of multi-agent learning in competitive settings, the zero-sum assumption must be lifted. Motivated by this we study the Q-Learning dynamics, a popular model of exploration and exploitation in multi-agent learning, in competitive network games. We determine how the degree of competition, exploration rate and network connectivity impact the convergence of Q-Learning. To study generic competitive games, we parameterise network games in terms of correlations between agent payoffs and study the average behaviour of the Q-Learning dynamics across all games drawn from a choice of this parameter. This statistical approach establishes choices of parameters for which Q-Learning dynamics converge to a stable fixed point. Differently to previous works, we find that the stability of Q-Learning is explicitly dependent only on the network connectivity rather than the total number of agents. Our experiments validate these findings and show that, under certain network structures, the total number of agents can be increased without increasing the likelihood of unstable or chaotic behaviours.

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References · 10

  1. 2017Cycles in adversarial regularized learningcited by 124
  2. 2017Triple Generative Adversarial Netscited by 60
  3. 2021Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationalitycited by 21
  4. 2019Fast and Furious Learning in Zero-Sum Games: Vanishing Regret with Non-Vanishing Step Sizescited by 14
  5. 2015Transition to chaos in random neuronal networkscited by 11
  6. 2023Asymptotic Convergence and Performance of Multi-Agent Q-Learning Dynamicscited by 8
  7. 2021Learning in nonatomic games, Part I: Finite action spaces and population gamescited by 7
  8. 2019Leader-Follower Network Aggregative Game with Stochastic Agents' Communication and Activenesscited by 5
  9. 2020Exponential Convergence of Gradient Methods in Concave Network Zero-sum Gamescited by 4
  10. 2020Generalized Hamiltonian Dynamics and Chaos in Evolutionary Games on Networkscited by 2

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