219 research outputs found
Assessing the Potential of Classical Q-learning in General Game Playing
After the recent groundbreaking results of AlphaGo and AlphaZero, we have
seen strong interests in deep reinforcement learning and artificial general
intelligence (AGI) in game playing. However, deep learning is
resource-intensive and the theory is not yet well developed. For small games,
simple classical table-based Q-learning might still be the algorithm of choice.
General Game Playing (GGP) provides a good testbed for reinforcement learning
to research AGI. Q-learning is one of the canonical reinforcement learning
methods, and has been used by (Banerjee Stone, IJCAI 2007) in GGP. In this
paper we implement Q-learning in GGP for three small-board games (Tic-Tac-Toe,
Connect Four, Hex)\footnote{source code: https://github.com/wh1992v/ggp-rl}, to
allow comparison to Banerjee et al.. We find that Q-learning converges to a
high win rate in GGP. For the -greedy strategy, we propose a first
enhancement, the dynamic algorithm. In addition, inspired by (Gelly
Silver, ICML 2007) we combine online search (Monte Carlo Search) to
enhance offline learning, and propose QM-learning for GGP. Both enhancements
improve the performance of classical Q-learning. In this work, GGP allows us to
show, if augmented by appropriate enhancements, that classical table-based
Q-learning can perform well in small games.Comment: arXiv admin note: substantial text overlap with arXiv:1802.0594
Model and Reinforcement Learning for Markov Games with Risk Preferences
We motivate and propose a new model for non-cooperative Markov game which
considers the interactions of risk-aware players. This model characterizes the
time-consistent dynamic "risk" from both stochastic state transitions (inherent
to the game) and randomized mixed strategies (due to all other players). An
appropriate risk-aware equilibrium concept is proposed and the existence of
such equilibria is demonstrated in stationary strategies by an application of
Kakutani's fixed point theorem. We further propose a simulation-based
Q-learning type algorithm for risk-aware equilibrium computation. This
algorithm works with a special form of minimax risk measures which can
naturally be written as saddle-point stochastic optimization problems, and
covers many widely investigated risk measures. Finally, the almost sure
convergence of this simulation-based algorithm to an equilibrium is
demonstrated under some mild conditions. Our numerical experiments on a two
player queuing game validate the properties of our model and algorithm, and
demonstrate their worth and applicability in real life competitive
decision-making.Comment: 38 pages, 6 tables, 5 figure
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