Temporal Difference Learning with Compressed Updates: Error-Feedback meets Reinforcement Learning

Published: 23 May 2024, Last Modified: 23 May 2024Accepted by TMLREveryoneRevisionsBibTeX
Abstract: In large-scale distributed machine learning, recent works have studied the effects of compressing gradients in stochastic optimization to alleviate the communication bottleneck. These works have collectively revealed that stochastic gradient descent (SGD) is robust to structured perturbations such as quantization, sparsification, and delays. Perhaps surprisingly, despite the surge of interest in multi-agent reinforcement learning, almost nothing is known about the analogous question: \textit{Are common reinforcement learning (RL) algorithms also robust to similar perturbations?} We investigate this question by studying a variant of the classical temporal difference (TD) learning algorithm with a perturbed update direction, where a general compression operator is used to model the perturbation. Our work makes three important technical contributions. First, we prove that compressed TD algorithms, coupled with an error-feedback mechanism used widely in optimization, exhibit the same non-asymptotic theoretical guarantees as their SGD counterparts. Second, we show that our analysis framework extends seamlessly to nonlinear stochastic approximation schemes that subsume Q-learning. Third, we prove that for multi-agent TD learning, one can achieve linear convergence speedups with respect to the number of agents while communicating just $\tilde{O}(1)$ bits per iteration. Notably, these are the first finite-time results in RL that account for general compression operators and error-feedback in tandem with linear function approximation and Markovian sampling. Our proofs hinge on the construction of novel Lyapunov functions that capture the dynamics of a memory variable introduced by error-feedback.
Submission Length: Regular submission (no more than 12 pages of main content)
Assigned Action Editor: ~Sebastian_Tschiatschek1
Submission Number: 1735
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