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Recurrent Structural Policy Gradient for Partially Observable Mean Field Games

arXiv:2602.20141v1 Announce Type: new Abstract: Mean Field Games (MFGs) provide a principled framework for modeling interactions in large population models: at scale, population dynamics become deterministic, with uncertainty entering only through aggregate shocks, or common noise. However, algorithmic progress has been limited since model-free methods are too high variance and exact methods scale poorly. Recent Hybrid Structural Methods (HSMs) use Monte Carlo rollouts for the common noise in combination with exact estimation of the expected return, conditioned on those samples. However, HSMs have not been scaled to Partially Observable settings. We propose Recurrent Structural Policy Gradient (RSPG), the first history-aware HSM for settings involving public information. We also introduce MFAX, our JAX-based framework for MFGs. By leveraging known transition dynamics, RSPG achieves state-of-the-art performance as well as an order-of-magnitude faster convergence and solves, for the first time, a macroeconomics MFG with heterogeneous agents, common noise and history-aware policies. MFAX is publicly available at: https://github.com/CWibault/mfax.

A Secure and Private Distributed Bayesian Federated Learning Design

arXiv:2602.20003v1 Announce Type: cross Abstract: Distributed Federated Learning (DFL) enables decentralized model training across large-scale systems without a central parameter server. However, DFL faces three critical challenges: privacy leakage from honest-but-curious neighbors, slow convergence due to the lack of central coordination, and vulnerability to Byzantine adversaries aiming to degrade model accuracy. To address these issues, we propose a novel DFL framework that integrates Byzantine robustness, privacy preservation, and convergence acceleration. Within this framework, each device trains a local model using a Bayesian approach and independently selects an optimal subset of neighbors for posterior exchange. We formulate this neighbor selection as an optimization problem to minimize the global loss function under security and privacy constraints. Solving this problem is challenging because devices only possess partial network information, and the complex coupling between topology, security, and convergence remains unclear. To bridge this gap, we first analytically characterize the trade-offs between dynamic connectivity, Byzantine detection, privacy levels, and convergence speed. Leveraging these insights, we develop a fully distributed Graph Neural Network (GNN)-based Reinforcement Learning (RL) algorithm. This approach enables devices to make autonomous connection decisions based on local observations. Simulation results demonstrate that our method achieves superior robustness and efficiency with significantly lower overhead compared to traditional security and privacy schemes.
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