The Sample-Communication Complexity Trade-off in Federated Q-Learning

We consider the problem of federated Q-learning, where $M$ agents aim to collaboratively learn the optimal Q-function of an unknown infinite-horizon Markov decision process with finite state and action spaces. We investigate the trade-off between sample and communication complexities for the widely used class of intermittent communication algorithms. We first establish the converse result, where it is shown that a federated Q-learning algorithm that offers any speedup with respect to the number of agents in the per-agent sample complexity needs to incur a communication cost of at least an order of $\frac{1}{1-\gamma}$ up to logarithmic factors, where $\gamma$ is the discount factor. We also propose a new algorithm, called Fed-DVR-Q, which is the first federated Q-learning algorithm to simultaneously achieve order-optimal sample and communication complexities. Thus, together these results provide a complete characterization of the sample-communication complexity trade-off in federated Q-learning.

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Peer review

Reviewer YcCi8/10 · confidence 3/52024-07-10

Summary

This paper addresses the challenge of Federated Q-learning, focusing on the trade-off between sample complexity and communication complexity. Federated Q-learning involves multiple agents collaboratively learning the optimal Q-function for an infinite horizon Markov Decision Process (MDP) with finite state and action spaces. The paper proves the lower bound result on the number of rounds, which shows that linear speedup in sample complexity with respect to the number of agents requires at least $\Omega(\frac{1}{1-\gamma})$ rounds of communication. The second contribution is the algorithm that shows that this bound is tight.

Strengths

The authors consider the problem interesting and well-motivated. The findings establish a good understanding of tradeoffs in Federated Q-learning. The results are well-presented, and the theoretical part of the lower and upper bound looks solid.

Weaknesses

While the main focus of this work is theoretical, the paper could benefit from the experimental evaluation of the algorithm.

Questions

There are also studies on distributed multi-armed bandits, such as 'Parallel Best Arm Identification in Heterogeneous Environments' and 'Communication-efficient Collaborative Best Arm Identification,' which are relevant to Q-learning and RL problems. Could you elaborate on the main differences in techniques used in these studies?

Rating

8

Confidence

3

Soundness

3

Presentation

3

Contribution

4

Limitations

N/A

Reviewer buwU8/10 · confidence 4/52024-07-13

Summary

This paper discusses the sample and communication complexity of federated tabular Q-learning. The main contributions can be summarized as follows. First, the paper provides a lower bound on the communication cost to guarantee a linear speed-up with respect to the number of agents. Then, it proposes a novel Federated Q-learning algorithm, called Fed-DVR-Q, which simultaneously achieves optimal order sample and communication complexities.

Strengths

S1. The paper provides a lower bound in terms of communication complexity. This would be helpful to the community. S2. The work provides a novel algorithm that incorporates the variance reduction technique. It is shown that this algorithm has optimal order from both the sample complexity and communication complexity perspectives and achieves a linear speedup in terms of the number of agents.

Weaknesses

W1. Both the lower and upper bounds only apply to the case of synchronous Q-learning with IID samples of the $(s_k, a_k, r_k, s_{k + 1})$ sequence at each agent. Moreover, it only applies to the tabular setup.

Questions

Q1. Can you quantify the benefit of variance reduction in the upper bound? That is, what would the sample complexity be if we looked at a variant of your algorithm without the variance reduction part of the update rule? Doesn't the variance reduction technique typically lead to an improvement in terms of the constants in the sample complexity? I am a bit surprised to see that variance reduction is needed even to guarantee **order** optimal sample and communication complexities. Q2. Typically, to get convergence to an $\epsilon$-neighbourhood, the stepsize $\eta$ should be chosen depending on $\epsilon.$ For example, see Theorem 2 (a) in [BRS18]. However, in your Theorem 2, it appears $\eta$ can be any number in $(0, 1).$ This seems a bit surprising. Can you elaborate on why that is the case? Am I overlooking something? [BRS18]: Bhandari, J., Russo, D. and Singal, R., 2021. A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation. Operations Research, 69(3), pp.950-973. Q3. Also, it is unclear to me why you claim that your upper bound matches the lower bound. The lower bound is in terms of $N,$ while the upper bound is in terms of $\epsilon?$ Can you formally show that the two orders match? Q4. Finally, assuming your lower and upper bounds match, can you explain whether the proposed Fed-DVR-Q is a parameter-free algorithm? That is, does it need any knowledge of the unknown parameters of the underlying MDP to achieve order-optimal sample complexity? I would be happy to increase my score based on your response to my above question.

Rating

8

Confidence

4

Soundness

4

Presentation

4

Contribution

3

Limitations

Yes, the authors have discussed the limitations of their work.

Reviewer UVy47/10 · confidence 3/52024-07-15

Summary

This paper investigates the sample and communication complexities of federated Q-learning with intermittent central aggregation of the Q-value function. The authors demonstrate that to achieve any speedup in sample complexity through federated collaboration, the communication complexity must be at least $\Omega(1 /(1-\gamma ))$. Additionally, the paper introduces a novel federated Q-learning algorithm incorporating variance reduction and minibatching techniques, achieving order-optimal sample and communication complexities.

Strengths

- This paper considers the important trade-off problem between sample complexity speedup and communication cost in federated reinforcement learning. It provides a complete characterization of this trade-off in federated Q-learning, including the communication cost in bits. - Not only do the authors provide a complete characterization of the sample-communication trade-off and design a novel federated Q-learning algorithm that achieves order-optimal sample and communication complexities, but they also provide insights and intuitions into how infrequent communication fails to speed up sample complexity, and how their algorithm balances this trade-off.

Weaknesses

- Several papers report that a _one-shot_ average is sufficient to achieve linear speedups in federated reinforcement learning (FedRL) [1,2]. This seems to contrast starkly with the authors' claim that infrequent communication does not speed up sample complexity. Could the authors clarify this discrepancy and discuss how their work relates to these results? - The related work section on Distributed RL is generally comprehensive; however, it omits some recent works on heterogeneous FedRL [3,4]. - There is a lack of discussion on the technical difficulties and novelties of the proposed approach. The authors mentioned that Theorem 1 is inspired **by** the analysis of single-agent Q-learning [5] and Theorem 2 is based on the analysis of variance-reduced Q-learning [6]. The authors should elaborate on how their analysis differs from the single-agent case, what new challenges arise in the federated setting, and what novel techniques are employed to overcome these challenges. Additionally, can these techniques be generalized to other settings? - In Eq. (7), should $\widehat{\mathcal{T}}$ be $\mathcal{T}$? Otherwise it is not defined. Overall, I am satisfied with the paper, with the first point being my primary concern. I would be happy to raise my score if the authors provide satisfactory clarifications on the above points. ### References [1] Liu, R., & Olshevsky, A. (2023). Distributed TD (0) with almost no communication. _IEEE Control Systems Letters_, _7_, 2892-2897. [2] Tian, H., Paschalidis, I. C., & Olshevsky, A. (2024). One-Shot Averaging for Distributed TD (λ) Under Markov Sampling. _IEEE Control Systems Letters_. [3] Xie, Z., & Song, S. (2023). FedKL: Tackling data heterogeneity in federated reinforcement learning by penalizing KL divergence. _IEEE Journal on Selected Areas in Communications_, _41_(4), 1227-1242. [4] Zhang, C., Wang, H., Mitra, A., & Anderson, J. (2024). Finite-time analysis of on-policy heterogeneous federated reinforcement learning. In _International Conference on Learning Representations_. PMLR. [5] Li, G., Cai, C., Chen, Y., Wei, Y., & Chi, Y. (2024). Is Q-learning minimax optimal? a tight sample complexity analysis. _Operations Research_, _72_(1), 222-236. [6] Wainwright, M. J. (2019). Variance-reduced $ Q $-learning is minimax optimal. _arXiv preprint arXiv:1906.04697_.

Questions

- While I understand that the authors focus on homogeneous i.i.d. data to highlight the main ideas, could the authors comment on the difficulty of generalizing their results to the asynchronous sampling setting? Specifically, the authors mention that the lower bound applies to the asynchronous setting. A similar remark on Theorem 2 would be helpful. Please see Section Weaknesses for other questions.

Rating

7

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

Limitations and open problems are adequately discussed.

Authorsrebuttal2024-08-06

Rebuttal by Authors contd.

- _There is a lack of discussion on the technical difficulties and novelties of the proposed approach. The authors mentioned that Theorem 1 is inspired by the analysis of single-agent Q-learning [5] and Theorem 2 is based on the analysis of variance-reduced Q-learning [6]. The authors should elaborate on how their analysis differs from the single-agent case, what new challenges arise in the federated setting, and what novel techniques are employed to overcome these challenges. Additionally, can these techniques be generalized to other settings?_ One of the challenges in federated setting over the results in [5] and [6] is the design of the communication schedule and its interplay with the convergence of the algorithm to the optimal Q-function. We mention that our analysis is inspired by [5] as we use the same hard instance used in that work and the authors in [5] also use bias-variance trade-off to establish sub-optimality of sample complexity of Q-learning. However, in terms of establishing our lower bound, none of the lemmas from the analysis of single agent Q-learning in [5] can be trivially adopted for the federated learning scenario considered in our work as behaviour of all agents affects that of the others. This requires us to establish all technical results from scratch. Moreover, the communication schedule directly affects the bias-variance trade-off in the federated setting which needs to be carefully analyzed and balanced. Establishing the impact of communication on this trade-off is central to establishing the lower bound in our work. In our analysis, we establish how the time interval between two communication rounds affects the bias and the variance terms. This allows us to show that infrequent communication results in a higher bias term preventing linear speed-up with the number of agents. This analyses and conclusions are completely novel compared to the single-agent analysis in [5] especially because there is no communication involved in single-agent setting and the focus of their analysis is on establishing the sample complexity. Furthermore, the interplay of communication and bias-variance trade-off can be used to conclude communication bounds for more general problems of distributed stochastic fixed point iteration, specifically with non-linear operators. For example, a similar analysis yields that distributed optimization of strongly convex functions using SGD requires a communication cost proportional to the condition number of the function. Thus, the proposed techniques in this work have implications beyond RL. A direct extension of the algorithm in [6] to the federated setting results in a sub-optimal sample and communication complexities similar to (Woo et al, 2023). The novelty in our work to show that using minibatching as opposed local updates helps manage the bias-variance trade-off (referred to the in lower bound) much better enabling us to achieve optimal sample and communication complexities. As mentioned earlier, this observation carries forward to other distributed stochastic fixed point iteration problems, thereby providing a template to design algorithms that operate at the optimal point in sample-communication complexity trade-off curve. Since our algorithm design is different from that in [6], we need to derive newer results to establish Theorem 2. Lastly, the impact of communication and quantization prevents us from directly adopting the results in [6] and requires a more careful and novel analysis to ensure the optimal convergence rates. Thank you for pointing this out. We will add a discussion based on these lines in the final version of this paper. - _In Eq. (7), $\hat{\mathcal{T}}$ should be $\mathcal{T}$? Otherwise it is not defined_. That is correct. Thank you pointing it out. We will fix the typo.

Authorsrebuttal2024-08-06

Rebuttal by Authors contd.

- _While I understand that the authors focus on homogeneous i.i.d. data to highlight the main ideas, could the authors comment on the difficulty of generalizing their results to the asynchronous sampling setting? Specifically, the authors mention that the lower bound applies to the asynchronous setting. A similar remark on Theorem 2 would be helpful._ It is reasonably straightforward to extend the results to the asynchronous sampling setting. At a high level, note that after a burn-in period depending on the mixing time of the behaviour policy, the state visitation distribution will be close to the true stationary distribution. From hereon, we can run the algorithm almost as is with a different choice of mini-batch sizes and recentering sample size parameters. Note that the only difference in the asynchronous setting as compared to the generative model will be that the number of samples for each state-action pair will depend on the behaviour policy. By an appropriate choice of mini-batch sizes and recentering sample sizes, we can ensure that the error still decreases by a factor of 2 every epoch. Consequently, similar conclusions on the sample and communication complexity will also hold for the asynchronous setting. We would also like to point out that the sample complexity will be inversely proportional to the minimum *average* state-action visitation probability, similar to (Woo et al, 2023). As shown in that work, that is the best one can hope for and does not require each agent to cover all state-action pairs. Thank you for you helpful question. We will also add a discussion on this in the final paper.

Authorsrebuttal2024-08-10

Response to Reviewer

Thank you once again for taking out time to review our paper. We hope that our rebuttal satisfactorily addressed all your concerns. If you have any additional or follow-up questions based on the rebuttal, we would be happy to answer them!

Reviewer UVy42024-08-12

I thank the authors for the comprehensive rebuttal and am content with the clarifications, discussions, and promised revisions. I have raised my score and will support the acceptance of this work.

Authorsrebuttal2024-08-10

Response to Reviewer

Thank you once again for taking out time to review our paper. We hope that our rebuttal satisfactorily addressed all your concerns. If you have any additional or follow-up questions based on the rebuttal, we would be happy to answer them!

Authorsrebuttal2024-08-10

Response to Reviewer

Thank you once again for taking out time to review our paper. We hope that our rebuttal satisfactorily addressed all your concerns. If you have any additional or follow-up questions based on the rebuttal, we would be happy to answer them!

Reviewer YcCi2024-08-14

Thank you for the response. Yes, it is satisfactory.

Program Chairsdecision2024-09-25

Decision

Accept (oral)

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