Timezone: »
Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players' sequential strategy spaces to construct a regret minimizer that recursively minimizes regret at each decision point in the game tree. In this paper, we introduce the first efficient regret minimization algorithm for computing extensive-form correlated equilibria in large two-player general-sum games with no chance moves. Designing such an algorithm is significantly more challenging than designing one for the Nash equilibrium counterpart, as the constraints that define the space of correlation plans lack the hierarchical structure and might even form cycles. We show that some of the constraints are redundant and can be excluded from consideration, and present an efficient algorithm that generates the space of extensive-form correlation plans incrementally from the remaining constraints. This structural decomposition is achieved via a special convexity-preserving operation that we coin scaled extension. We show that a regret minimizer can be designed for a scaled extension of any two convex sets, and that from the decomposition we then obtain a global regret minimizer. Our algorithm produces feasible iterates. Experiments show that it significantly outperforms prior approaches and for larger problems it is the only viable option.
Author Information
Gabriele Farina (Carnegie Mellon University)
Chun Kai Ling (Carnegie Mellon University)
Fei Fang (Carnegie Mellon University)
Tuomas Sandholm (CMU, Strategic Machine, Strategy Robot, Optimized Markets)
Related Events (a corresponding poster, oral, or spotlight)
-
2019 Poster: Efficient Regret Minimization Algorithm for Extensive-Form Correlated Equilibrium »
Thu Dec 12th 01:00 -- 03:00 AM Room East Exhibition Hall B + C
More from the Same Authors
-
2020 Poster: Deep Archimedean Copulas »
Chun Kai Ling · Fei Fang · J. Zico Kolter -
2020 Poster: Small Nash Equilibrium Certificates in Very Large Games »
Brian Zhang · Tuomas Sandholm -
2020 Poster: Polynomial-Time Computation of Optimal Correlated Equilibria in Two-Player Extensive-Form Games with Public Chance Moves and Beyond »
Gabriele Farina · Tuomas Sandholm -
2020 Poster: No-Regret Learning Dynamics for Extensive-Form Correlated Equilibrium »
Andrea Celli · Alberto Marchesi · Gabriele Farina · Nicola Gatti -
2020 Poster: Mitigating Manipulation in Peer Review via Randomized Reviewer Assignments »
Steven Jecmen · Hanrui Zhang · Ryan Liu · Nihar Shah · Vincent Conitzer · Fei Fang -
2020 Oral: No-Regret Learning Dynamics for Extensive-Form Correlated Equilibrium »
Andrea Celli · Alberto Marchesi · Gabriele Farina · Nicola Gatti -
2020 Poster: Improving Policy-Constrained Kidney Exchange via Pre-Screening »
Duncan McElfresh · Michael Curry · Tuomas Sandholm · John Dickerson -
2019 Poster: Correlation in Extensive-Form Games: Saddle-Point Formulation and Benchmarks »
Gabriele Farina · Chun Kai Ling · Fei Fang · Tuomas Sandholm -
2019 Poster: Optimistic Regret Minimization for Extensive-Form Games via Dilated Distance-Generating Functions »
Gabriele Farina · Christian Kroer · Tuomas Sandholm -
2018 Poster: A Unified Framework for Extensive-Form Game Abstraction with Bounds »
Christian Kroer · Tuomas Sandholm -
2018 Poster: Depth-Limited Solving for Imperfect-Information Games »
Noam Brown · Tuomas Sandholm · Brandon Amos -
2018 Poster: Solving Large Sequential Games with the Excessive Gap Technique »
Christian Kroer · Gabriele Farina · Tuomas Sandholm -
2018 Poster: Practical exact algorithm for trembling-hand equilibrium refinements in games »
Gabriele Farina · Nicola Gatti · Tuomas Sandholm -
2018 Spotlight: Solving Large Sequential Games with the Excessive Gap Technique »
Christian Kroer · Gabriele Farina · Tuomas Sandholm -
2018 Poster: Ex ante coordination and collusion in zero-sum multi-player extensive-form games »
Gabriele Farina · Andrea Celli · Nicola Gatti · Tuomas Sandholm -
2017 Demonstration: Libratus: Beating Top Humans in No-Limit Poker »
Noam Brown · Tuomas Sandholm -
2017 Poster: Safe and Nested Subgame Solving for Imperfect-Information Games »
Noam Brown · Tuomas Sandholm -
2017 Oral: Safe and Nested Subgame Solving for Imperfect-Information Games »
Noam Brown · Tuomas Sandholm -
2016 Poster: Sample Complexity of Automated Mechanism Design »
Maria-Florina Balcan · Tuomas Sandholm · Ellen Vitercik -
2015 Poster: Regret-Based Pruning in Extensive-Form Games »
Noam Brown · Tuomas Sandholm -
2015 Demonstration: Claudico: The World's Strongest No-Limit Texas Hold'em Poker AI »
Noam Brown · Tuomas Sandholm -
2014 Poster: Diverse Randomized Agents Vote to Win »
Albert Jiang · Leandro Soriano Marcolino · Ariel Procaccia · Tuomas Sandholm · Nisarg Shah · Milind Tambe