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From Poincaré Recurrence to Convergence in Imperfect Information Games: Finding Equilibrium via Regularization (2002.08456v1)

Published 19 Feb 2020 in cs.GT, cs.LG, and stat.ML

Abstract: In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincar\'e recurrence from normal-form games to zero-sum two-player imperfect information games and other sequential game settings. We then investigate how adapting the reward (by adding a regularization term) of the game can give strong convergence guarantees in monotone games. We continue by showing how this reward adaptation technique can be leveraged to build algorithms that converge exactly to the Nash equilibrium. Finally, we show how these insights can be directly used to build state-of-the-art model-free algorithms for zero-sum two-player Imperfect Information Games (IIG).

Citations (77)

Summary

  • The paper extends Poincaré recurrence concepts to imperfect information games and introduces reward regularization with FoReL dynamics to achieve convergence to Nash equilibrium.
  • Regularization is shown to transform game dynamics to ensure convergence, addressing policy convergence issues observed without reward adjustments.
  • Empirical results demonstrate that the proposed regularization techniques improve performance and equilibrium approximation accuracy in complex games like poker variants.

Analyzing Equilibrium-Finding in Imperfect Information Games through Regularization

The paper "From Poincaré Recurrence to Convergence in Imperfect Information Games: Finding Equilibrium via Regularization" explores the dynamics of learning Nash equilibrium in various classes of imperfect information games (IIG). The authors employ the Follow the Regularized Leader (FoReL) dynamics to achieve convergence in sequential, zero-sum, two-player imperfect information games, specifically through the lens of reward regularization.

Key Contributions and Methodology

The authors extend Poincaré recurrence results, traditionally applicable to normal-form games, to the IIG context. This theoretical advancement delineates that strategies in IIG can exhibit cyclical behavior under FoReL dynamics, akin to normal-form games. Additionally, the paper proposes that altering the reward structure via regularization can significantly enhance convergence guarantees in monotone games. The incorporation of regularization terms adjusts the game's equilibrium slightly, but crucially provides a pathway to converge exactly to the Nash equilibrium. Moreover, by leveraging these insights, the authors construct state-of-the-art model-free algorithms for zero-sum two-player IIGs.

Technical Insights and Theoretical Implications

The paper scrutinizes the efficacy of the FoReL algorithm in learning Nash equilibria, addressing a critical issue in competitive settings: the challenge of policy convergence distinct from time-average convergence. Importantly, the research illustrates that without policy-dependent reward adjustments, FoReL's recurrent nature impedes convergence in games with mixed strategy equilibria. The proposed reward transformations, therefore, transform the games' dynamics to ensure convergence while slightly nudging the equilibrium. This trade-off is meticulously analyzed using Lyapunov function arguments, offering assurances on theoretical convergence speeds.

In addition, the authors assert that adapting regularization methods, such as Q-learning with softmax best response, underpins convergence, thus expanding the practical applicability of these techniques. The paper further suggests that these regularization-based approaches could better navigate the complex dynamical behaviors often observed in multi-agent reinforcement learning.

Numerical Results and Empirical Validation

The empirical validation in the paper shows that the proposed regularization techniques and modified algorithms outperform existing state-of-the-art methods in solving games like Kuhn Poker, Leduc Poker, and Goofspiel. By using NashConv metrics, they assess the efficacy of the approach, particularly in complex strategic settings, demonstrating lower exploitability.

The experiments highlight that the direct transformation of rewards and subsequent regularization significantly bolsters the precision of equilibrium approximation, showing promising results even in extensive-form games with numerous information states.

Implications and Future Directions

This paper has profound implications for the development of convergence-guaranteed algorithms in game-theoretic learning environments. The effectiveness of regularization techniques illustrates the potential for robust learner strategies in challenging conditions, supporting broader applicability in AI research arenas involving adversarial interactions.

Future research must explore the nuances of alternative dynamics such as fictitious play or softmax Q-learning within the same game-theoretical context, utilizing similar Lyapunov methods extended here. The exploration of regularization's role across various AI paradigms, like Generative Adversarial Networks (GANs), and more complex multi-agent systems remains an exciting frontier for further theoretical and empirical investigation.

In conclusion, the paper offers substantial theoretical advancements and practical insights into equilibrium finding in IIGs. Through effective regularization, the convergence guarantees achieved not only enhance the understanding of multi-agent learning dynamics but also offer tangible advancements in algorithmic performance for imperfect information settings.

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