Entropy based Independent Learning in Anonymous Multi-Agent Settings

Abstract: Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are responsible for supply (e.g., taxi drivers, delivery bikes or delivery van drivers) earn more by being at the "right" place at the "right" time. We are interested in developing approaches that learn to guide individuals to be in the "right" place at the "right" time (to maximize revenue) in the presence of other similar "learning" individuals and only local aggregated observation of other agents states (e.g., only number of other taxis in same zone as current agent). A key characteristic of the domains of interest is that the interactions between individuals are anonymous, i.e., the outcome of an interaction (competing for demand) is dependent only on the number and not on the identity of the agents. We model these problems using the Anonymous MARL (AyMARL) model. The key contribution of this paper is in employing principle of maximum entropy to provide a general framework of independent learning that is both empirically effective (even with only local aggregated information of agent population distribution) and theoretically justified. Finally, our approaches provide a significant improvement with respect to joint and individual revenue on a generic simulator for online to offline services and a real world taxi problem over existing approaches. More importantly, this is achieved while having the least variance in revenues earned by the learning individuals, an indicator of fairness.