AIDec 6, 2021
Student of Games: A unified learning algorithm for both perfect and imperfect information gamesMartin Schmid, Matej Moravcik, Neil Burch et al.
Games have a long history as benchmarks for progress in artificial intelligence. Approaches using search and learning produced strong performance across many perfect information games, and approaches using game-theoretic reasoning and learning demonstrated strong performance for specific imperfect information poker variants. We introduce Student of Games, a general-purpose algorithm that unifies previous approaches, combining guided search, self-play learning, and game-theoretic reasoning. Student of Games achieves strong empirical performance in large perfect and imperfect information games -- an important step towards truly general algorithms for arbitrary environments. We prove that Student of Games is sound, converging to perfect play as available computation and approximation capacity increases. Student of Games reaches strong performance in chess and Go, beats the strongest openly available agent in heads-up no-limit Texas hold'em poker, and defeats the state-of-the-art agent in Scotland Yard, an imperfect information game that illustrates the value of guided search, learning, and game-theoretic reasoning.
GTSep 9, 2018
Variance Reduction in Monte Carlo Counterfactual Regret Minimization (VR-MCCFR) for Extensive Form Games using BaselinesMartin Schmid, Neil Burch, Marc Lanctot et al.
Learning strategies for imperfect information games from samples of interaction is a challenging problem. A common method for this setting, Monte Carlo Counterfactual Regret Minimization (MCCFR), can have slow long-term convergence rates due to high variance. In this paper, we introduce a variance reduction technique (VR-MCCFR) that applies to any sampling variant of MCCFR. Using this technique, per-iteration estimated values and updates are reformulated as a function of sampled values and state-action baselines, similar to their use in policy gradient reinforcement learning. The new formulation allows estimates to be bootstrapped from other estimates within the same episode, propagating the benefits of baselines along the sampled trajectory; the estimates remain unbiased even when bootstrapping from other estimates. Finally, we show that given a perfect baseline, the variance of the value estimates can be reduced to zero. Experimental evaluation shows that VR-MCCFR brings an order of magnitude speedup, while the empirical variance decreases by three orders of magnitude. The decreased variance allows for the first time CFR+ to be used with sampling, increasing the speedup to two orders of magnitude.