Decentralized fused-learner architectures for Bayesian reinforcement learning

Decentralized training is a robust solution for learning over an extensive network of distributed agents. Many existing solutions involve the averaging of locally inferred parameters which constrain the architecture to independent agents with identical learning algorithms. Here, we propose decentralized fused-learner architectures for Bayesian reinforcement learning, named fused Bayesian-learner architectures (FBLAs), that are capable of learning an optimal policy by fusing potentially heterogeneous Bayesian policy gradient learners, i.e., agents that employ different learning architectures to estimate the gradient of a control policy. The novelty of FBLAs relies on fusing the full posterior distributions of the local policy gradients. The inclusion of higher-order information, i.e., probabilistic uncertainty, is employed to robustly fuse the locally-trained parameters. FBLAs find the barycenter of all local posterior densities by minimizing the total Kullback–Leibler divergence from the barycenter distribution to the local posterior densities. The proposed FBLAs are demonstrated on a sensor-selection problem for Bernoulli tracking, where multiple sensors observe a dynamic target and only a subset of sensors is allowed to be active at any time.