Reinforcement Learning for Large Group Systems using Hierarchical Kernel Representations

Wei Zhang, Jr-Shin Li

Primary Area: reinforcement learning

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Keywords: Reinforcement learning, Group Systems, Control Theory

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TL;DR: We provide a nested reinforcement learning framework for learning optimal policies of parameterized group systems with convergence guarantee.

Abstract: Policy learning for targeted coordination of massive-scale populations of, in the limit a continuum spectrum of, intelligent agents has been a missing component in reinforcement learning research. The purpose of this work is to fill in this literature gap by addressing the major challenge: the curse of dimensionality caused by the huge population size. To this end, we formulate such an intelligent agent population as a parameterized deterministic dynamical system, referred to as a group system, and then introduce the novel moment representation to the system. Under this representation, we propose a nested reinforcement learning algorithm to learn the optimal policy for the system hierarchically. As a significant advantage, each hierarchy preserves the optimality of all its lower-level children, which then leads to the fast convergence of the nested algorithm.

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Submission Number: 8686