Federated Stochastic Approximation under Markov Noise and Heterogeneity: Applications in Reinforcement Learning
Sajad Khodadadian, Pranay Sharma, Gauri Joshi, Siva Theja Maguluri
TL;DR
This paper proposes a general framework for federated stochastic approximation with Markovian noise and heterogeneity, and applies this framework to federated reinforcement learning algorithms, examining the convergence of federated on-policy TD, off-policy TD, and Q-learning.
Abstract
Since reinforcement learning algorithms are notoriously data-intensive, the task of sampling observations from the environment is usually split across multiple agents. However, transferring these observations from the agents to a central location can be prohibitively expensive in terms of communication cost, and it can also compromise the privacy of each agent's local behavior policy. Federated reinforcement learning is a framework in which $N$ agents collaboratively learn a global model, without sharing their individual data and policies. This global model is the unique fixed point of the average of $N$ local operators, corresponding to the $N$ agents. Each agent maintains a local copy of the global model and updates it using locally sampled data. In this paper, we show that by careful collaboration of the agents in solving this joint fixed point problem, we can find the global model $N$ times faster, also known as linear speedup. We first propose a general framework for federated stochastic approximation with Markovian noise and heterogeneity, showing linear speedup in convergence. We then apply this framework to federated reinforcement learning algorithms, examining the convergence of federated on-policy TD, off-policy TD, and $Q$-learning.