Multi-Agent Cross-Entropy Method with Monotonic Nonlinear Critic Decomposition
Yan Wang, Ke Deng, Yongli Ren
TL;DR
CDM poses a barrier to effective CTDE MARL when suboptimal agents degrade others' learning. The authors introduce MCEM-NCD, which extends the Cross-Entropy Method to multiple agents and employs a monotonic nonlinear critic decomposition to factor $Q_{tot}$ into per-agent $Q^a$ while preserving decentralized execution. Off-policy learning is enhanced by a modified $k$-step $\\lambda$-return with Sarsa form and Retrace corrections, improving sample efficiency under a nonlinear decomposition. Empirically, MCEM-NCD outperforms state-of-the-art baselines on both discrete SMAC benchmarks and continuous Predator-Prey tasks, with ablations confirming the value of nonlinear decomposition, off-policy updates, and the percentile-greedy update scheme. Overall, MCEM-NCD offers a scalable, expressive MARL framework that robustly mitigates CDM in complex cooperative environments.
Abstract
Cooperative multi-agent reinforcement learning (MARL) commonly adopts centralized training with decentralized execution (CTDE), where centralized critics leverage global information to guide decentralized actors. However, centralized-decentralized mismatch (CDM) arises when the suboptimal behavior of one agent degrades others' learning. Prior approaches mitigate CDM through value decomposition, but linear decompositions allow per-agent gradients at the cost of limited expressiveness, while nonlinear decompositions improve representation but require centralized gradients, reintroducing CDM. To overcome this trade-off, we propose the multi-agent cross-entropy method (MCEM), combined with monotonic nonlinear critic decomposition (NCD). MCEM updates policies by increasing the probability of high-value joint actions, thereby excluding suboptimal behaviors. For sample efficiency, we extend off-policy learning with a modified k-step return and Retrace. Analysis and experiments demonstrate that MCEM outperforms state-of-the-art methods across both continuous and discrete action benchmarks.
