19/08/2021

Mean Field Games Flock! The Reinforcement Learning Way

Sarah Perrin, Mathieu Laurière, Julien Pérolat, Matthieu Geist, Romuald Élie, Olivier Pietquin

Keywords: Agent-based and Multi-agent Systems, Multi-agent Learning, Noncooperative Games, Applications of Reinforcement Learning

Abstract: We present a method enabling a large number of agents to learn how to flock. This problem has drawn a lot of interest but requires many structural assumptions and is tractable only in small dimensions. We phrase this problem as a Mean Field Game (MFG), where each individual chooses its own acceleration depending on the population behavior. Combining Deep Reinforcement Learning (RL) and Normalizing Flows (NF), we obtain a tractable solution requiring only very weak assumptions. Our algorithm finds a Nash Equilibrium and the agents adapt their velocity to match the neighboring flock’s average one. We use Fictitious Play and alternate: (1) computing an approximate best response with Deep RL, and (2) estimating the next population distribution with NF. We show numerically that our algorithm can learn multi-group or high-dimensional flocking with obstacles.

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