On Imitation in Mean-field Games

Part of Advances in Neural Information Processing Systems 36 (NeurIPS 2023) Main Conference Track

Bibtex Paper Supplemental

Authors

Giorgia Ramponi, Pavel Kolev, Olivier Pietquin, Niao He, Mathieu Lauriere, Matthieu Geist

Abstract

We explore the problem of imitation learning (IL) in the context of mean-field games (MFGs), where the goal is to imitate the behavior of a population of agents following a Nash equilibrium policy according to some unknown payoff function. IL in MFGs presents new challenges compared to single-agent IL, particularly when both the reward function and the transition kernel depend on the population distribution. In this paper, departing from the existing literature on IL for MFGs, we introduce a new solution concept called the Nash imitation gap. Then we show that when only the reward depends on the population distribution, IL in MFGs can be reduced to single-agent IL with similar guarantees. However, when the dynamics is population-dependent, we provide a novel upper-bound that suggests IL is harder in this setting. To address this issue, we propose a new adversarial formulation where the reinforcement learning problem is replaced by a mean-field control (MFC) problem, suggesting progress in IL within MFGs may have to build upon MFC.