Learning Progress Driven Multi-Agent Curriculum
Wenshuai Zhao, Zhiyuan Li, Joni Pajarinen
TL;DR
This paper tackles the challenge of curriculum design in multi-agent reinforcement learning (MARL) with sparse rewards, focusing on how the number of agents influences exploration and credit assignment. It moves beyond reward-based curricula by introducing a learning-progress driven approach that uses TD-error based learning progress to guide context distributions, transitioning from easier to target tasks. The authors present SPRLM as an MARL extension of self-paced curriculum learning and then introduce Self-Paced MARL (SPMARL), which estimates learning progress from the critic and reduces variance in curriculum estimation. Through experiments on MPE Simple-Spread, XOR, and SMAC-v2 Protoss tasks, SPMARL consistently outperforms baselines, demonstrating faster learning and more stable curricula with practical impact for scalable MARL in sparse-reward settings.
Abstract
The number of agents can be an effective curriculum variable for controlling the difficulty of multi-agent reinforcement learning (MARL) tasks. Existing work typically uses manually defined curricula such as linear schemes. We identify two potential flaws while applying existing reward-based automatic curriculum learning methods in MARL: (1) The expected episode return used to measure task difficulty has high variance; (2) Credit assignment difficulty can be exacerbated in tasks where increasing the number of agents yields higher returns which is common in many MARL tasks. To address these issues, we propose to control the curriculum by using a TD-error based *learning progress* measure and by letting the curriculum proceed from an initial context distribution to the final task specific one. Since our approach maintains a distribution over the number of agents and measures learning progress rather than absolute performance, which often increases with the number of agents, we alleviate problem (2). Moreover, the learning progress measure naturally alleviates problem (1) by aggregating returns. In three challenging sparse-reward MARL benchmarks, our approach outperforms state-of-the-art baselines.
