无需共享乘子的分布式博弈算法,提升多机器人协作与主动学习效率
Distributed GNEP Algorithms without Multiplier Sharing and Applications to Multi-Robot Coordination and Contextual Bandit-Based Active Learning

- 设计无需交换拉格朗日乘子的分布式连续算法,降低通信开销
- 在强单调博弈下收敛至广义纳什均衡,依赖初始化结果
- 适用于多机器人协同与自适应主动学习,隐私性更强
人工智能发展促使研究从经典优化转向非合作博弈中的均衡分析。许多博弈存在共享约束,形成广义纳什均衡问题(GNEP)。现有分布式算法通常需交换拉格朗日乘子以实现共识并求解变分-纳什均衡(v-GNE)。本文提出无需乘子共享的完全分布式连续时间算法,并建立收敛性理论,显著减少每轮通信量并增强隐私保护。分析聚焦于具有凸个体约束和线性共享约束的强单调博弈。同时提出了多种连续算法的离散化方案。所提方法可收敛至一般GNE,而非仅限于v-GNE,且均衡点依赖于初始值。通过多机器人协同与部署任务验证了方法有效性。第二部分与亚马逊科学家合作,针对现实机器学习中标签数据采集成本高的问题,提出使用上下文带兵机自适应选择最优主动学习策略。该方法在公开外部数据集上验证有效。
原文摘要 · Abstract (English)
Recent advances in artificial intelligence have expanded the focus from classical optimization to include equilibrium analysis in noncooperative games. Many such games involve shared constraints, leading to Generalized Nash Equilibrium Problems (GNEPs). Existing distributed algorithms typically require agents to exchange Lagrange multipliers to enforce consensus and compute variational-GNEs (v-GNEs). This work introduces fully distributed continuous-time algorithms and establishes convergence without requiring multiplier exchange, thereby reducing information exchange per iteration while improving privacy preservation. The analysis focuses on strongly monotone games with convex individual constraints and linear shared constraints. I also propose several discretization schemes for the continuous-time algorithms. The proposed approach converges to general GNEs, rather than being restricted to v-GNEs, with the attained equilibrium depending on the initialization. The effectiveness of the proposed method is demonstrated through applications in multi-robot coordination and placement. In the second part, this work includes research conducted in collaboration with Amazon scientists. One of the most challenging problems in real-world machine learning is labeled data collection, which typically requires substantial human effort and cost. Active learning aims to reduce this labeling requirement. Existing handcrafted active learning strategies, however, generally perform well only on specific types of datasets, which are often unknown in advance. In this work, I propose using contextual bandits to adaptively select the most suitable active learning strategy. The effectiveness of the proposed approach is demonstrated on publicly available external datasets.
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