Multi-Agent Thompson Sampling for Bandit Applications with Sparse Neighbourhood Structures.

Multi-agent coordination is prevalent in many real-world applications. However, such coordination is challenging due to its combinatorial nature. An important observation in this regard is that agents in the real world often only directly affect a limited set of neighbouring agents. Leveraging such loose couplings among agents is key to making coordination in multi-agent systems feasible. In this work, we focus on learning to coordinate. Specifically, we consider the multi-agent multi-armed bandit framework, in which fully cooperative loosely-coupled agents must learn to coordinate their decisions to optimize a common objective. We propose multi-agent Thompson sampling (MATS), a new Bayesian exploration-exploitation algorithm that leverages loose couplings. We provide a regret bound that is sublinear in time and low-order polynomial in the highest number of actions of a single agent for sparse coordination graphs. Additionally, we empirically show that MATS outperforms the state-of-the-art algorithm, MAUCE, on two synthetic benchmarks, and a novel benchmark with Poisson distributions. An example of a loosely-coupled multi-agent system is a wind farm. Coordination within the wind farm is necessary to maximize power production. As upstream wind turbines only affect nearby downstream turbines, we can use MATS to efficiently learn the optimal control mechanism for the farm. To demonstrate the benefits of our method toward applications we apply MATS to a realistic wind farm control task. In this task, wind turbines must coordinate their alignments with respect to the incoming wind vector in order to optimize power production. Our results show that MATS improves significantly upon state-of-the-art coordination methods in terms of performance, demonstrating the value of using MATS in practical applications with sparse neighbourhood structures.

Open-Ended Learning: A Conceptual Framework Based on Representational Redescription.

Reinforcement learning (RL) aims at building a policy that maximizes a task-related reward within a given domain. When the domain is known, i.e., when its states, actions and reward are defined, Markov Decision Processes (MDPs) provide a convenient theoretical framework to formalize RL. But in an open-ended learning process, an agent or robot must solve an unbounded sequence of tasks that are not known in advance and the corresponding MDPs cannot be built at design time. This defines the main challenges of open-ended learning: how can the agent learn how to behave appropriately when the adequate states, actions and rewards representations are not given? In this paper, we propose a conceptual framework to address this question. We assume an agent endowed with low-level perception and action capabilities. This agent receives an external reward when it faces a task. It must discover the state and action representations that will let it cast the tasks as MDPs in order to solve them by RL. The relevance of the action or state representation is critical for the agent to learn efficiently. Considering that the agent starts with a low level, task-agnostic state and action spaces based on its low-level perception and action capabilities, we describe open-ended learning as the challenge of building the adequate representation of states and actions, i.e., of redescribing available representations. We suggest an iterative approach to this problem based on several successive Representational Redescription processes, and highlight the corresponding challenges in which intrinsic motivations play a key role.