Spotlight Poster
Extensive-Form Game Solving via Blackwell Approachability on Treeplexes
Darshan Chakrabarti · Julien Grand-Clément · Christian Kroer
West Ballroom A-D #6603
Abstract:
We introduce the first algorithmic framework for Blackwell approachability on the sequence-form polytope, the class of convex polytopes capturing the strategies of players in extensive-form games (EFGs).This leads to a new class of regret-minimization algorithms that are stepsize-invariant, in the same sense as the Regret Matching and Regret Matching algorithms for the simplex.Our modular framework can be combined with any existing regret minimizer over cones to compute a Nash equilibrium in two-player zero-sum EFGs with perfect recall, through the self-play framework. Leveraging predictive online mirror descent, we introduce *Predictive Treeplex Blackwell* (PTB), and show a convergence rate to Nash equilibrium in self-play. We then show how to stabilize PTB with a stepsize, resulting in an algorithm with a state-of-the-art convergence rate. We provide an extensive set of experiments to compare our framework with several algorithmic benchmarks, including CFR and its predictive variant, and we highlight interesting connections between practical performance and the stepsize-dependence or stepsize-invariance properties of classical algorithms.
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