Paper: Federated Natural Policy Gradient Methods for Multi-task Reinforcement Learning (ICLR-2024)

Reviewer comment (Experiments):
Only the tabular setting is studied. The action and state space are discrete and finite.

Author response:
> Only the tabular setting is studied. The action and state space are discrete and finite.

- Firstly, to the best of our knowledge, no other algorithms are currently available to find the global optimal policy with non-asymptotic convergence guarantees even for tabular scenario. We emphasize that this is the *first* time that global convergence is established for federated multi-task RL using policy optimization, as is pointed out in the abstract and in Section 1.
- Secondly, it's essential to note that there is a substantial body of theoretical work in the policy gradient literature that delves into the intricacies of the tabular scenario. References [1-5] are just a few examples of the theoretical foundations laid in this area. Analyzing algorithms in a tabular setting provides a robust understanding of their dynamics and serves as a foundational step towards their generalization to more complex scenarios.
- Lastly, it's straightforward to generalize our algorithms to scenarios where the state or action space are infinite or continuous by introducing function approximation and , which we leave as future work, as is mentioned in Section 5.

Reviewer comment (Experiments):
It is good enough to give convergence performances for previously proposed algorithms (or with minor changes). However, the decentralized FedNPG algorithm is quite new. Some simulations are needed to verify the proposed algorithms.

Author response:
> It is good enough to give convergence performances for previously proposed algorithms (or with minor changes). However, the decentralized FedNPG algorithm is quite new. Some simulations are needed to verify the proposed algorithms. Is it possible to show some simulation results?

We’ve added the experiments in Appendix E in our paper, where we distributedly train the agents to learn a shared policy to follow a predetermined trajectory in the Gridworld. See also our global response for more details.

Reviewer comment (Theory):
In practice, it is very hard to be synchronous in each iteration with fully distributed settings. Especially, each agent randomly (categorical distribution) selects one agent to communicate.

Author response:
> In practice, it is very hard to be synchronous in each iteration with fully distributed settings. Especially, each agent randomly (categorical distribution) selects one agent to communicate.

We agree that a fixed choice of mixing matrix can slow down the system with a limited communication bandwidth. A straightforward extension is to adopt stochastic mixing matrices (e.g., [2]) whose average satisfies the standard mixing matrix properties. We believe it is possible to incorporate this aspect in our analysis too, which we leave for future investigation.

Reviewer comment (Theory):
Should the mixing matrix $\mathbf{W}$ be ergodic? I cannot find a related assumption or discussion, which confuses me with the statement “illuminate the impacts of network size and connectivity”. Can each agent compute independently and do a one-shot average? There is a connectivity rule in (Nedic & Ozdaglar, 2009), but not here.

Author response:
> Should the mixing matrix $\mathbf{W}$ be ergodic? I cannot find a related assumption or discussion, which confuses me with the statement “illuminate the impacts of network size and connectivity”. Can each agent compute independently and do a one-shot average? There is a connectivity rule in (Nedic & Ozdaglar, 2009), but not here.

Thanks for bringing this to our attention! Yes, we need $\mathbf{W}$ to be ergodic to guarantee our eq (17) holds, as $\mathbf{W}$ being non-ergodic would lead to $\sigma = 1$ (footnote 3 in [3]). We have specified the communication graph is connected in the paragraph above Assumption 1 in our revised paper.

Reviewer comment (Experiments):
As the local update is a key point in federated learning, is it possible to compute locally for several iterations without communication?

Author response:
> As the local update is a key point in federated learning, is it possible to compute locally for several iterations without communication?

Thanks for the question! As each agent has its own set of reward, performing multiple local updates would lead to large consensus error, which would require increasing communication rounds accordingly to ensure convergence. Verifying the similar linear speedup in [1] for stochastic policy updates with homogeneous agents would be in important direction that worth further investigation.

Reviewer comment (Experiments):
Is it possible to show some simulation results?

Author response:
> Is it possible to show some simulation results?

We’ve added the experiments in Appendix E in our paper, where we distributedly train the agents to learn a shared policy to follow a predetermined trajectory in the Gridworld. See also our global response for more details.

Reviewer comment (Reproducibility):
(Clarification) Are the reward functions deterministic?

Author response:
> (Clarification) Are the reward functions deterministic?

We have assumed the reward functions to be deterministic for simplicity. However, our analysis for inexact policy evaluation is based on estimates of Q-function, and thus directly extend to the stochastic reward setting as long as we have reasonable estimate of the expected Q-function.

Reviewer comment (Theory):
(Motivation) I personally like this topic, and would like to know more about the motivation. As each agent has its own reward function, why don’t they simply use the local policies instead of the global policy? Does it make sense to force them to use the same policy?

Author response:
> (Motivation) I personally like this topic, and would like to know more about the motivation. As each agent has its own reward function, why don’t they simply use the local policies instead of the global policy? Does it make sense to force them to use the same policy?

We remark that in the multi-task learning setting, the local task shaped by each agent's own reward may not reflect the collective goal in its entirety, due to task design, privacy concern, distribution shift, etc. In our numerical experiment, a global task is decomposed into multiple local tasks, and the local policies would fail miserably when the current state falls out of the coverage of local rewards, i.e., misalignment between the local task and the global task. Intuitively speaking, we would like all agents collaborate to find a policy that performs reasonably well across different tasks.

Reviewer comment (Experiments):
The study lacks simulation results that would validate the efficacy of the presented algorithms.

Author response:
We’ve added the experiments in Appendix E in our paper, where we distributedly train the agents to learn a shared policy to follow a predetermined trajectory in the Gridworld. See also our global response for more details.

Reviewer comment (Theory):
The framework presented is relatively simplistic, being limited to the tabular scenario with deterministic gradients. There's no consideration for function approximation or the presence of noise.

Author response:
- Firstly, to the best of our knowledge, no other algorithms are currently available to find the global optimal policy with non-asymptotic convergence guarantees even for tabular scenario. We emphasize that this is the *first* time that global convergence is established for federated multi-task RL using policy optimization, as is pointed out in the abstract and in Section 1.  
- Secondly, it's essential to note that there is a substantial body of theoretical work in the policy gradient literature that delves into the intricacies of the tabular scenario. References [1-5] are just a few examples of the theoretical foundations laid in this area. Analyzing algorithms in a tabular setting provides a robust understanding of their dynamics and serves as a foundational step towards their generalization to more complex scenarios.  
- Lastly, it's straightforward to generalize our algorithms to scenarios where the state or action space are infinite or continuous by introducing function approximation and to sample version where gradients are stochastic, which we leave as future work, as is mentioned in Section 5.

Reviewer comment (Experiments):
A notable omission is the lack of multiple local updates in the algorithms, which are the key features in Federated Learning (FL). Heterogeneity only exists when there are more than one local updates. Consequently, the authors did not examine the influence of heterogeneity between agents, since their algorithms do not incorporate the multiple local update steps.

Author response:
In this work, we consider the fully decentralized setting, where each agent only exchanges information with its neighbors, and it may take several iterations for one agent to acquire information of another agent that's not its neighbor through the communication network. This leads to a high degree of heterogeneity even without multiple local updates. Note that there're a lot of works in the fully decentralized federated learning literature that do not have multiple local updates in their algorithms, see [6-9] for instance.

Reviewer comment (Evaluation):
Regarding agents' motivation to participate in the federation, prior studies [1][2][3][4] have explored the incentives in terms of linear or sublinear speedup. Do the proposed algorithms match this expected speedup in convergence rate as the number of agents increases?

Author response:
Thanks for comment! We remark that the aforementioned works assume homogeneous agents, with the exception of [r4] which assumes bounded heterogeneity and includes the bound in the final convergence results. The speedup in convergence essentially stems from distributing required samples among agents, whereas our work focus on understanding the optimization aspect of multi-task learning (e.g., when agents use policy optimization) where agents hold heterogeneous reward functions. Therefore, we believe such linear/sublinear speedup may not be amenable in our result.

Reviewer comment (Novelty):
It is easy to be considered as a combination of multiple existing works with not clearly discussed motivation.

Author response:
> not clearly discussed motivation.

- To provide a clearer explanation of our motivation, we first restate the problem we study and some of the possible applications here (see Section 1 for more details):
  - we consider a multi-task setting in which each agent has its own private reward function corresponding to different tasks, while sharing the same transition kernel of the environment. The collective goal is to learn a shared policy that maximizes the total rewards accumulated from all the agents. 
- There are a lot of application scenarios where our setting becomes highly relevant. In Section 1, we give two such scenarios as follows:
  - in healthcare[1], different hospitals may be interested in finding an optimal treatment for all patients without disclosing private data, where the effectiveness of the treatment can vary across different hospitals due to demographical differences.
  - to enhance ChatGPT’s performance across different tasks or domains[2,3], one might consult domain experts to chat and rate ChatGPT’s outputs for solving different tasks, and train ChatGPT in a federated manner without exposing private data or feedback of each expert.
- In addition, our setting is especially suitable for the multi-task problems where each agent only have partial access of the "global" task. There are a lot of such problems. 
  - An example is the problem we consider in our experiments (see Appendix E), where we distributedly train the agents to learn a shared policy to follow a predetermined trajectory while each agent only has partial information of this trajectory. 
  - The above problem could be seen as a simplified version of the Unmanned Aerial Vehicle (UAV) Patrol Mission, each unmanned aerial vehicle (UAV) patrols only in a specific area, and they need to collectively train a strategy utilizing information from the entire patrol range.
  - In the game setting, different agents aim to train a character to perform well in multiple tasks, and each agent trains on one task.

- Despite the promise, provably efficient algorithms for federated multi-task RL remain substantially under-explored, especially in the fully decentralized setting. Our work is the first to provide efficient algrithms with global convergence guarantees for federated multi-task RL.

> It is easy to be considered as a combination of multiple existing works.

We remark that while our work is built upon the algorithmic ideas in the distributed learning, reinforcement learning and optimization literature, it is not a strightforward combination and the theoretical analysis is by no means trivial. 

One key difficulty is to estimate the global Q-functions using only neighboring information and local data. To address this issue, we invoke the "Q-tracking" step (see Algorithm 1,2), which is inspired by the gradient tracking method in decentralized optimization. Note that this generalization is highly non-trivial: to the best of our knowledge, the utility of gradient tracking has not been exploited in policy optimization, and the intrinsic nonconcavity issue, together with the use of natural gradients, prevents us from directly using the results from decentralized optimization. It is thus of great value to study if the combination of NPG and gradient tracking could lead to fast globally convergent algorithms as in the standard decentralized optimization literature despite the nonconcavity. 

Besides, due to the lack of global information sharing, care needs to be taken to judiciously balance the use of neighboring information (to facilitate consensus) and local data (to facilitate learning) when updating the policy. Compared to the centralized version of our proposed algorithms, a much more delicate theoretical analysis is required to prove our convergence results. For example, the key step to establish the convergence rate of the single-agent exact entropy-regularized NPG is to form the 2nd-order linear system in Eq.(46) in Cen et al., 2022 ([4]), while in our corresponding analysis, a 4th-order linear system in Lemma 1 is needed, where the inequality in each line is non-trivial and requires the introduction of some intricate and novel auxiliary lemmas, see appendix C.

Reviewer comment (Experiments):
The most important issue is the lack of numerical experiments which could prove the efficiency of the proposed algorithms.

Author response:
Thank you for reading our paper and for your feedback. According to your comment, we believe your biggest concern is our lack of experiments. We've added the experiments in Appendix E in our paper, where we distributedly train the agents to learn a globally optimal policy to follow a predetermined trajectory in the Gridworld. See also our global response for more details.

Reviewer comment (Theory):
The proposed theoretical results are overclaimed a bit, for the reason that there should be some assumptions on the structural form of the policy $pi$, like (107), in order to obtain the global convergence.

Author response:
> The proposed theoretical results are overclaimed a bit, for the reason that there should be some assumpotions on the the structural form of the policy , like (107), in order to obtain the global covergence. 

We do not overclaim the theoretical results and have made it clear that our algorithms are under softmax parameterization in, for example, Abstract, Section 1.1, 1.2, 2.3 and 3.2. 
Note that softmax parameterization is popular in practice and is often adopted in the policy optimization literature, see [4-8] for instance.

Reviewer comment (Experiments):
More experiments to show the efficiency of the proposed algorithms.

Author response:
Thank you for reading our paper and for your feedback. According to your comment, we believe your biggest concern is our lack of experiments. We've added the experiments in Appendix E in our paper, where we distributedly train the agents to learn a globally optimal policy to follow a predetermined trajectory in the Gridworld. See also our global response for more details.

Reviewer comment (Theory):
The convergence results should be improved, or the contributions should be properly clarified.

Author response:
> Q2: The convergence results should be improved, or the contributions should be properly clarified.

We assume this question corresponds to the above comment about the softmax parameterization we use. Hope our above explanation addresses your concern, and please let us know otherwise.

Reviewer comment (Theory):
More comparison with distributed optimization methods should be discussed, especially some convergence results, for the reason that maybe there are already some global convergence results for general distributed optimization problems (with multi-task RL as a special case).

Author response:
> More comparison with distributed optimization methods should be discussed, especially some convergence results. For the reason that maybe there are already some global convergence results for general distributed optimization problems (with multi-task RL as a special case).

To the best of our knowledge, no other algorithms for federated multi-task RL are currently available to find the global optimal policy with non-asymptotic convergence guarantees even for tabular infinite-horizon Markov decision processes. Our work is the first to provide algorithms with finite-time global convergence guarantees for federated multi-task RL using policy optimization. We have specified this in the abstract as well as in Section 1. 

On the other end, for generic nonconvex decentralized minimization, typically only first-order convergence guarantees are available. Therefore, they do not lead to global convergence guarantees when specialized to the multi-task RL problem. The reason that we can achieve global convergence is by leveraging specific problem structures in the Markov decision processes.

Note that we do compare our algorithms with their centralized counterparts in Table 1, where we specify that when the network is fully connected (i.e., $\sigma=0$), the convergence results of our algorithms recover that of the corresponding centralized versions. See also the descriptions right below Theorem 1 and 3 for more details.

Reviewer comment (Writing):
From the algorithm description, it seems that the agents would need to communicate and share their information with others. This seems to be different from the motivation of using a federated algorithm, where usually agents share parameters with a central entity for aggregation. Please elaborate.

Author response:
We remark that we consider the more general federated setting, i.e., the decentralized setting, where the agents communication over a predetermined network topology. This encompasses the server-client setting as a special case, by simply setting the mixing matrix as a rescaled all-one matrix. 

We also highlight that in our setting, each agent performs local computation using its own private reward or task information, and only exchanges policy and global Q-function estimate with its neighbors, as is made clear in our algorithms and Section 1.1.

Reviewer comment (Evaluation):
The technical results need more explanation. Right now it is quite dry, in the sense that there is not much discussions.

Author response:
In Section 4.1 we first give the $\mathcal O (1/T^{2/3})$ global convergence rate of exact FedNPG (Algorithm 1) in Theorem 1, and provide the $\mathcal O (1/\varepsilon^{3/2})$ iteration complexity in Corolary 1. The convergence results we provide are nearly independent of the size of the state-action space and illuminate the impacts of network size and connectivity. See the description right below Theorem 1 for a more detailed analysis of our results. 

Then in Themrem 2 we show that when the  Q-functions are only estimated approximately, inexact FedNPG has the same iteration complexity to reach an $\varepsilon$-approximation solution w.r.t. the value function, as long as the approximation error of the Q-functions are properly bounded. This illustrates that the convergence behavior of FedNPG is robust against inexactness of policy evaluation.  

Similarly, in Section 4.2 we provide the linear convergence rate of exact entropy-regularized FedNPG (Algorithm 2) in Theorem 2 and its iteration complexity in Corollary 2, and justifies the robostness of the results against the Q-function approximation error in Theorem 4.

To the best of our knowledge, the proposed federated NPG methods are the first policy optimization methods for multi-task RL that achieve explicit non-asymptotic global convergence guarantees, allowing for fully decentralized communication without any need to share local reward/task information. Especially, when the network is fully connected (i.e., $\sigma=0$), the convergence results we provide for Algorithm 1 and 2 recover that of their centralized counterparts, as is stressed right below Theorem 1 and 3, and in Table 1.

Reviewer comment (Theory):
From the algorithm description, it seems that the agents would need to communicate and share their information with others. This seems to be different from the motivation of using a federated algorithm, where usually agents share parameters with a central entity for aggregation. Please elaborate.

Author response:
We remark that we consider the more general federated setting, i.e., the decentralized setting, where the agents communication over a predetermined network topology. This encompasses the server-client setting as a special case, by simply setting the mixing matrix as a rescaled all-one matrix. 

We also highlight that in our setting, each agent performs local computation using its own private reward or task information, and only exchanges policy and global Q-function estimate with its neighbors, as is made clear in our algorithms and Section 1.1.

Reviewer comment (Evaluation):
The technical results need more explanation. Right now it is quite dry, in the sense that there is not much discussions.

Author response:
In Section 4.1 we first give the $\mathcal O (1/T^{2/3})$ global convergence rate of exact FedNPG (Algorithm 1) in Theorem 1, and provide the $\mathcal O (1/\varepsilon^{3/2})$ iteration complexity in Corolary 1. The convergence results we provide are nearly independent of the size of the state-action space and illuminate the impacts of network size and connectivity. See the description right below Theorem 1 for a more detailed analysis of our results. 

Then in Themrem 2 we show that when the  Q-functions are only estimated approximately, inexact FedNPG has the same iteration complexity to reach an $\varepsilon$-approximation solution w.r.t. the value function, as long as the approximation error of the Q-functions are properly bounded. This illustrates that the convergence behavior of FedNPG is robust against inexactness of policy evaluation.  

Similarly, in Section 4.2 we provide the linear convergence rate of exact entropy-regularized FedNPG (Algorithm 2) in Theorem 2 and its iteration complexity in Corollary 2, and justifies the robostness of the results against the Q-function approximation error in Theorem 4.

To the best of our knowledge, the proposed federated NPG methods are the first policy optimization methods for multi-task RL that achieve explicit non-asymptotic global convergence guarantees, allowing for fully decentralized communication without any need to share local reward/task information. Especially, when the network is fully connected (i.e., $\sigma=0$), the convergence results we provide for Algorithm 1 and 2 recover that of their centralized counterparts, as is stressed right below Theorem 1 and 3, and in Table 1.