Theoretical and Practical Advances on Smoothing for Extensive-Form Games

Sparse iterative methods, in particular first-order methods, are known to be among the most effective in solving large-scale two-player zero-sum extensive-form games. The convergence rates of these methods depend heavily on the properties of the distance-generating function that they are based on. We investigate the acceleration of first-order methods for solving extensive-form games through better design of the dilated entropy function---a class of distance-generating functions related to the domains associated with the extensive-form games. By introducing a new weighting scheme for the dilated entropy function, we develop the first distance-generating function for the strategy spaces of sequential games that has no dependence on the branching factor of the player. This result improves the convergence rate of several first-order methods by a factor of $\Omega(b^dd)$, where $b$ is the branching factor of the player, and $d$ is the depth of the game tree. Thus far, counterfactual regret minimization methods have been faster in practice, and more popular, than first-order methods despite their theoretically inferior convergence rates. Using our new weighting scheme and practical tuning we show that, for the first time, the excessive gap technique can be made faster than the fastest counterfactual regret minimization algorithm, CFR+, in practice

Computing large market equilibria using abstractions

Computing market equilibria is an important practical problem for market design (e.g. fair division, item allocation). However, computing equilibria requires large amounts of information (e.g. all valuations for all buyers for all items) and compute power. We consider ameliorating these issues by applying a method used for solving complex games: constructing a coarsened abstraction of a given market, solving for the equilibrium in the abstraction, and lifting the prices and allocations back to the original market. We show how to bound important quantities such as regret, envy, Nash social welfare, Pareto optimality, and maximin share when the abstracted prices and allocations are used in place of the real equilibrium. We then study two abstraction methods of interest for practitioners: 1) filling in unknown valuations using techniques from matrix completion, 2) reducing the problem size by aggregating groups of buyers/items into smaller numbers of representative buyers/items and solving for equilibrium in this coarsened market. We find that in real data allocations/prices that are relatively close to equilibria can be computed from even very coarse abstractions

The Complexity of Synthesizing Uniform Strategies

We investigate uniformity properties of strategies. These properties involve sets of plays in order to express useful constraints on strategies that are not \mu-calculus definable. Typically, we can state that a strategy is observation-based. We propose a formal language to specify uniformity properties, interpreted over two-player turn-based arenas equipped with a binary relation between plays. This way, we capture e.g. games with winning conditions expressible in epistemic temporal logic, whose underlying equivalence relation between plays reflects the observational capabilities of agents (for example, synchronous perfect recall). Our framework naturally generalizes many other situations from the literature. We establish that the problem of synthesizing strategies under uniformity constraints based on regular binary relations between plays is non-elementary complete.Comment: In Proceedings SR 2013, arXiv:1303.007

Modal logics are coalgebraic

Applications of modal logics are abundant in computer science, and a large number of structurally different modal logics have been successfully employed in a diverse spectrum of application contexts. Coalgebraic semantics, on the other hand, provides a uniform and encompassing view on the large variety of specific logics used in particular domains. The coalgebraic approach is generic and compositional: tools and techniques simultaneously apply to a large class of application areas and can moreover be combined in a modular way. In particular, this facilitates a pick-and-choose approach to domain specific formalisms, applicable across the entire scope of application areas, leading to generic software tools that are easier to design, to implement, and to maintain. This paper substantiates the authors' firm belief that the systematic exploitation of the coalgebraic nature of modal logic will not only have impact on the field of modal logic itself but also lead to significant progress in a number of areas within computer science, such as knowledge representation and concurrency/mobility

Unifying Functional Interpretations: Past and Future

This article surveys work done in the last six years on the unification of various functional interpretations including G\"odel's dialectica interpretation, its Diller-Nahm variant, Kreisel modified realizability, Stein's family of functional interpretations, functional interpretations "with truth", and bounded functional interpretations. Our goal in the present paper is twofold: (1) to look back and single out the main lessons learnt so far, and (2) to look forward and list several open questions and possible directions for further research.Comment: 18 page

Solving Large Extensive-Form Games with Strategy Constraints

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many situations, however, we would like to constrain the set of possible strategies. For example, constraints are a natural way to model limited resources, risk mitigation, safety, consistency with past observations of behavior, or other secondary objectives for an agent. In small games, optimal strategies under linear constraints can be found by solving a linear program; however, state-of-the-art algorithms for solving large games cannot handle general constraints. In this work we introduce a generalized form of Counterfactual Regret Minimization that provably finds optimal strategies under any feasible set of convex constraints. We demonstrate the effectiveness of our algorithm for finding strategies that mitigate risk in security games, and for opponent modeling in poker games when given only partial observations of private information.Comment: Appeared in AAAI 201