Consensus-Based Distributed Exp3 Policy Over Directed Time-Varying Networks

IF 0.4 4区 计算机科学 Q4 COMPUTER SCIENCE, HARDWARE & ARCHITECTURE Ieice Transactions on Fundamentals of Electronics Communications and Computer Sciences Pub Date : 2023-01-01 DOI:10.1587/transfun.2023map0008
Tomoki NAKAMURA, Naoki HAYASHI, Masahiro INUIGUCHI
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Abstract

In this paper, we consider distributed decision-making over directed time-varying multi-agent systems. We consider an adversarial bandit problem in which a group of agents chooses an option from among multiple arms to maximize the total reward. In the proposed method, each agent cooperatively searches for the optimal arm with the highest reward by a consensus-based distributed Exp3 policy. To this end, each agent exchanges the estimation of the reward of each arm and the weight for exploitation with the nearby agents on the network. To unify the explored information of arms, each agent mixes the estimation and the weight of the nearby agents with their own values by a consensus dynamics. Then, each agent updates the probability distribution of arms by combining the Hedge algorithm and the uniform search. We show that the sublinearity of a pseudo-regret can be achieved by appropriately setting the parameters of the distributed Exp3 policy.
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有向时变网络上基于共识的分布式Exp3策略
本文研究了有向时变多智能体系统的分布式决策问题。我们考虑一个对抗盗匪问题,其中一组智能体从多个武器中选择一个选项以最大化总奖励。在该方法中,每个智能体通过基于共识的分布式Exp3策略协同搜索具有最高奖励的最优手臂。为此,每个agent与网络上邻近的agent交换对每条手臂的奖励和开发权值的估计。为了统一武器的探索信息,每个智能体通过共识动力学将附近智能体的估计和权重与自己的值混合。然后,将套期保值算法与均匀搜索相结合,更新每个agent的臂的概率分布。通过适当设置分布式Exp3策略的参数,可以实现伪后悔的亚线性性。
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来源期刊
CiteScore
1.10
自引率
20.00%
发文量
137
审稿时长
3.9 months
期刊介绍: Includes reports on research, developments, and examinations performed by the Society''s members for the specific fields shown in the category list such as detailed below, the contents of which may advance the development of science and industry: (1) Reports on new theories, experiments with new contents, or extensions of and supplements to conventional theories and experiments. (2) Reports on development of measurement technology and various applied technologies. (3) Reports on the planning, design, manufacture, testing, or operation of facilities, machinery, parts, materials, etc. (4) Presentation of new methods, suggestion of new angles, ideas, systematization, software, or any new facts regarding the above.
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