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From Poincare Recurrence to Convergence in Imperfect Information Games: Finding Equilibrium via Regularization
Conference proceeding

From Poincare Recurrence to Convergence in Imperfect Information Games: Finding Equilibrium via Regularization

Julien Perolat, Remi Munos, Jean-Baptiste Lespiau, Shayegan Omidshafiei, Mark Rowland, Pedro Ortega, Neil Burch, Thomas Anthony, David Balduzzi, Bart De Vylder, …
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139, Vol.139
Proceedings of Machine Learning Research
01/01/2021

Abstract

Computer Science Computer Science, Artificial Intelligence Science & Technology Technology
In this paper we investigate the Follow the Regularized Leader dynamics in sequential imperfect information games (IIG). We generalize existing results of Poincare recurrence from normal-form games to zero-sum two-player imperfect information games and other sequential game settings. We then investigate how adapting the reward (by adding a regularization term) of the game can give strong convergence guarantees in monotone games. We continue by showing how this reward adaptation technique can be leveraged to build algorithms that converge exactly to the Nash equilibrium. Finally, we show how these insights can be directly used to build state-of-the-art model-free algorithms for zero-sum two-player Imperfect Information Games (IIG).

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