Approximating Nash Equilibria in General-Sum Games via Meta-Learning

David Sychrovský, Christopher Solinas, Revan MacQueen, Kevin A. Wang, James R. Wright, Nathan R. Sturtevant, Michael Bowling

Keywords: regret minimization, meta-learning, Nash equilibria

Abstract:

Nash equilibrium is perhaps the best-known solution concept in game theory.
Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate.
While a Nash equilibrium is guaranteed to always exist, the problem of finding one in general-sum games is PPAD-complete, generally considered intractable.
Regret minimization is an efficient framework for approximating Nash equilibria in two-player zero-sum games.
However, in general-sum games, such algorithms are only guaranteed to converge to a coarse-correlated equilibrium (CCE), a solution concept where players can correlate their strategies.
In this work, we use meta-learning to minimize the correlations in strategies produced by a regret minimizer. This encourages the regret minimizer to find strategies that are closer to a Nash equilibrium.
The meta-learned regret minimizer is still guaranteed to converge to a CCE, but we give a bound on the distance to Nash equilibrium in terms of our meta-loss.
We evaluate our approach in general-sum imperfect information games.
Our algorithms provide significantly better approximations of Nash equilibria than state-of-the-art regret minimization techniques.

Area: Game Theory and Economic Paradigms (GTEP)

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Submission Number: 1310