Small Nash Equilibrium Certificates in Very Large Games

NIPS 2020, 2020.

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We presented a notion of certificate for general extensive-form games that allows verification of exact and approximate Nash equilibria without expanding the whole game tree

Abstract:

In many game settings, the game is not explicitly given but is only accessible by playing it. While there have been impressive demonstrations in such settings, prior techniques have not offered safety guarantees, that is, guarantees on the game-theoretic exploitability of the computed strategies. In this paper we introduce an approach t...More

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Introduction
  • Recent years have witnessed AI breakthroughs in games such as poker [5, 27, 10, 12] where the rules are given.
  • In many important applications—such as many war games and finance simulations—the rules are only given via black-box access, that is, via playing the game [34, 24], and one can try to construct good strategies by self play
  • In such settings, deep reinforcement learning techniques are typically used today [16, 31, 24, 32, 33, 2].
  • A recent PAC-learning algorithm has logarithmic sample complexity for pure maxmin strategies in normal-form games; it extends to some infinite games, but not effectively to mixed strategies in extensive-form games [26]
Highlights
  • Recent years have witnessed AI breakthroughs in games such as poker [5, 27, 10, 12] where the rules are given
  • We show that a certificate can be verified in time linear in the size of the certificate, without expanding the remainder of the game tree
  • We prove that extensive-form games do not always have such, but under a certain informational assumption they do. We show that it is NP-hard to approximate to within a logarithmic factor the smallest certificate of a game, even in the zero-sum setting, and give an exponential lower bound for the time complexity of solving a black-box game as a function of the size of its smallest certificate
  • We presented a notion of certificate for general extensive-form games that allows verification of exact and approximate Nash equilibria without expanding the whole game tree
  • We presented algorithms for both verifying a certificate and computing the optimal certificate given the currentlyexplored trunk of a game
  • Our experiments showed that many large or even infinite games have small certificates, allowing us to find equilibria while exploring a vanishingly small portion of the game
Methods
  • The authors conducted experiments using the algorithm in Section 6 on the following common zero-sum benchmark games. (1) A zero-sum variant of the search game [4]. (2) k-rank Goofspiel.
  • Players place bids for a prize of value t.
  • In the perfect-information (PI) variant, P2 knows P1’s bid while bidding, and bids are made public after each round.
  • This creates a perfect-infor√mation game in which P2 has a large advantage, and in which the authors expect a certificate of size O( N ).
  • The possible payoffs in the game, and the length of the game, are both unbounded
Conclusion
  • The authors presented a notion of certificate for general extensive-form games that allows verification of exact and approximate Nash equilibria without expanding the whole game tree.
  • 2) Seek algorithms for finding certificates that give stronger guarantees of optimality than Theorem 6.10, especially in the case of infinite games with unbounded utilities.
  • 3) Seek algorithms with stronger guarantees than that implied by Proposition 4.1 for verifying the Nash gap of a given strategy profile; for example, is it possible to construct the smallest trunk for which a given σ is an ε-equilibrium?
  • What is the best way to balance sampling, game tree exploration, and equilibrium finding? 2) Seek algorithms for finding certificates that give stronger guarantees of optimality than Theorem 6.10, especially in the case of infinite games with unbounded utilities. 3) Seek algorithms with stronger guarantees than that implied by Proposition 4.1 for verifying the Nash gap of a given strategy profile; for example, is it possible to construct the smallest trunk for which a given σ is an ε-equilibrium?
Summary
  • Introduction:

    Recent years have witnessed AI breakthroughs in games such as poker [5, 27, 10, 12] where the rules are given.
  • In many important applications—such as many war games and finance simulations—the rules are only given via black-box access, that is, via playing the game [34, 24], and one can try to construct good strategies by self play
  • In such settings, deep reinforcement learning techniques are typically used today [16, 31, 24, 32, 33, 2].
  • A recent PAC-learning algorithm has logarithmic sample complexity for pure maxmin strategies in normal-form games; it extends to some infinite games, but not effectively to mixed strategies in extensive-form games [26]
  • Methods:

    The authors conducted experiments using the algorithm in Section 6 on the following common zero-sum benchmark games. (1) A zero-sum variant of the search game [4]. (2) k-rank Goofspiel.
  • Players place bids for a prize of value t.
  • In the perfect-information (PI) variant, P2 knows P1’s bid while bidding, and bids are made public after each round.
  • This creates a perfect-infor√mation game in which P2 has a large advantage, and in which the authors expect a certificate of size O( N ).
  • The possible payoffs in the game, and the length of the game, are both unbounded
  • Conclusion:

    The authors presented a notion of certificate for general extensive-form games that allows verification of exact and approximate Nash equilibria without expanding the whole game tree.
  • 2) Seek algorithms for finding certificates that give stronger guarantees of optimality than Theorem 6.10, especially in the case of infinite games with unbounded utilities.
  • 3) Seek algorithms with stronger guarantees than that implied by Proposition 4.1 for verifying the Nash gap of a given strategy profile; for example, is it possible to construct the smallest trunk for which a given σ is an ε-equilibrium?
  • What is the best way to balance sampling, game tree exploration, and equilibrium finding? 2) Seek algorithms for finding certificates that give stronger guarantees of optimality than Theorem 6.10, especially in the case of infinite games with unbounded utilities. 3) Seek algorithms with stronger guarantees than that implied by Proposition 4.1 for verifying the Nash gap of a given strategy profile; for example, is it possible to construct the smallest trunk for which a given σ is an ε-equilibrium?
Tables
  • Table1: Experimental results. The minimal certificate is a certificate after removing all unnecessary nodes per Proposition 4.1. Percentages are relative to game size. Leduc variants have infinite size; for them, “game size” reported is for the trunk with the number of consecutive raises restricted to 12
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