Counterfactual Regret Minimization (CFR) is the most successful algorithm for finding approximate Nash equilibria in imperfect information games. However, CFR's reliance on full game-tree traversals limits its scalability. For this reason, the game's state- and action-space is often abstracted (i.e. simplified) for CFR, and the resulting strategy is then translated back to the full game, which requires extensive expert-knowledge and often converges to highly exploitable policies. A recently proposed method, Deep CFR, applies deep learning directly to CFR, allowing the agent to intrinsically abstract and generalize over the state-space from samples, without requiring expert knowledge. In this paper, we introduce Single Deep CFR (SD-CFR), a simplified variant of Deep CFR that has a lower overall approximation error by avoiding the training of an average strategy network. We show that SD-CFR is more attractive from a theoretical perspective and empirically outperforms Deep CFR with respect to exploitability and one-on-one play in poker.
Recent literature elaborates on the convergence properties of multi-agent deep reinforcement learning (deep RL) @cite_14 . A theoretical discussion around the relationship between game theoretic approaches to finding Nash equilibria and the convergence of actor-critic reinforcement learning methods in multi-agent imperfect information games @cite_2 lead to three new policy optimization algorithms, namely , , and .
@cite_14 @cite_2
2904455790 361876 2152342063 2963937357
Despite the recent advances of deep reinforcement learning (DRL), agents trained by DRL tend to be brittle and sensitive to the training environment, especially in the multi-agent scenarios. In the multi-agent setting, a DRL agent’s policy can easily get stuck in a poor local optima w.r.t. its training partners – the learned policy may be only locally optimal to other agents’ current policies. In this paper, we focus on the problem of training robust DRL agents with continuous actions in the multi-agent learning setting so that the trained agents can still generalize when its opponents’ policies alter. To tackle this problem, we proposed a new algorithm, MiniMax Multi-agent Deep Deterministic Policy Gradient (M3DDPG) with the following contributions: (1) we introduce a minimax extension of the popular multi-agent deep deterministic policy gradient algorithm (MADDPG), for robust policy learning; (2) since the continuous action space leads to computational intractability in our minimax learning objective, we propose Multi-Agent Adversarial Learning (MAAL) to efficiently solve our proposed formulation. We empirically evaluate our M3DDPG algorithm in four mixed cooperative and competitive multi-agent environments and the agents trained by our method significantly outperforms existing baselines. This paper investigates the problem of policy learning in multiagent environments using the stochastic game framework, which we briefly overview. We introduce two properties as desirable for a learning agent when in the presence of other learning agents, namely rationality and convergence. We examine existing reinforcement learning algorithms according to these two properties and notice that they fail to simultaneously meet both criteria. We then contribute a new learning algorithm, WoLF policy hillclimbing, that is based on a simple principle: “learn quickly while losing, slowly while winning.” The algorithm is proven to be rational and we present empirical results for a number of stochastic games showing the algorithm converges. We use single-agent and multi-agent Reinforcement Learning (RL) for learning dialogue policies in a resource allocation negotiation scenario. Two agents learn concurrently by interacting with each other without any need for simulated users (SUs) to train against or corpora to learn from. In particular, we compare the Qlearning, Policy Hill-Climbing (PHC) and Win or Learn Fast Policy Hill-Climbing (PHC-WoLF) algorithms, varying the scenario complexity (state space size), the number of training episodes, the learning rate, and the exploration rate. Our results show that generally Q-learning fails to converge whereas PHC and PHC-WoLF always converge and perform similarly. We also show that very high gradually decreasing exploration rates are required for convergence. We conclude that multiagent RL of dialogue policies is a promising alternative to using single-agent RL and SUs or learning directly from corpora. There has been a resurgence of interest in multiagent reinforcement learning (MARL), due partly to the recent success of deep neural networks. The simplest form of MARL is independent reinforcement learning (InRL), where each agent treats all of its experience as part of its (non stationary) environment. In this paper, we first observe that policies learned using InRL can overfit to the other agents' policies during training, failing to sufficiently generalize during execution. We introduce a new metric, joint-policy correlation, to quantify this effect. We describe a meta-algorithm for general MARL, based on approximate best responses to mixtures of policies generated using deep reinforcement learning, and empirical game theoretic analysis to compute meta-strategies for policy selection. The meta-algorithm generalizes previous algorithms such as InRL, iterated best response, double oracle, and fictitious play. Then, we propose a scalable implementation which reduces the memory requirement using decoupled meta-solvers. Finally, we demonstrate the generality of the resulting policies in three partially observable settings: gridworld coordination problems, emergent language games, and poker.