Multi-Agent Inverse Reinforcement Learning for Identifying Pareto-Efficient Coordination -- A Distributionally Robust Approach

Abstract: Multi-agent inverse reinforcement learning (IRL) aims to identify Pareto-efficient behavior in a multi-agent system, and reconstruct utility functions of the individual agents. Motivated by the problem of detecting UAV coordination, how can we construct a statistical detector for Pareto-efficient behavior given noisy measurements of the decisions of a multi-agent system? This paper approaches this IRL problem by deriving necessary and sufficient conditions for a dataset of multi-agent system dynamics to be consistent with Pareto-efficient coordination, and providing algorithms for recovering utility functions which are consistent with the system dynamics. We derive an optimal statistical detector for determining Pareto-efficient coordination from noisy system measurements, which minimizes Type-I statistical detection error. Then, we provide a utility estimation algorithm which minimizes the worst-case estimation error over a statistical ambiguity set centered at empirical observations; this min-max solution achieves distributionally robust IRL, which is crucial in adversarial strategic interactions. We illustrate these results in a detailed example for detecting Pareto-efficient coordination among multiple UAVs given noisy measurement recorded at a radar. We then reconstruct the utility functions of the UAVs in a distributionally robust sense.