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Home / Proceedings / Proceedings of the AAAI Conference on Artificial Intelligence, 28 / No. 1: Twenty-Eighth AAAI Conference On Artificial Intelligence

Regret Transfer and Parameter Optimization

March 8, 2023

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Authors

Noam Brown

Carnegie Mellon University


Tuomas Sandholm

Carnegie Mellon University


DOI:

10.1609/aaai.v28i1.8832


Abstract:

Regret matching is a widely-used algorithm for learning how to act. We begin by proving that regrets on actions in one setting (game) can be transferred to warm start the regrets for solving a different setting with same structure but different payoffs that can be written as a function of parameters. We prove how this can be done by carefully discounting the prior regrets. This provides, to our knowledge, the first principled warm-starting method for no-regret learning. It also extends to warm-starting the widely-adopted counterfactual regret minimization (CFR) algorithm for large incomplete-information games; we show this experimentally as well. We then study optimizing a parameter vector for a player in a two-player zero-sum game (e.g., optimizing bet sizes to use in poker). We propose a custom gradient descent algorithm that provably finds a locally optimal parameter vector while leveraging our warm-start theory to significantly save regret-matching iterations at each step. It optimizes the parameter vector while simultaneously finding an equilibrium. We present experiments in no-limit Leduc Hold'em and no-limit Texas Hold'em to optimize bet sizing. This amounts to the first action abstraction algorithm (algorithm for selecting a small number of discrete actions to use from a continuum of actions---a key preprocessing step for solving large games using current equilibrium-finding algorithms) with convergence guarantees for extensive-form games.

Topics: AAAI

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Noam Brown|| Tuomas Sandholm Regret Transfer and Parameter Optimization Proceedings of the AAAI Conference on Artificial Intelligence, 28 (2014) .

Noam Brown|| Tuomas Sandholm Regret Transfer and Parameter Optimization AAAI 2014, .

Noam Brown|| Tuomas Sandholm (2014). Regret Transfer and Parameter Optimization. Proceedings of the AAAI Conference on Artificial Intelligence, 28, .

Noam Brown|| Tuomas Sandholm. Regret Transfer and Parameter Optimization. Proceedings of the AAAI Conference on Artificial Intelligence, 28 2014 p..

Noam Brown|| Tuomas Sandholm. 2014. Regret Transfer and Parameter Optimization. "Proceedings of the AAAI Conference on Artificial Intelligence, 28". .

Noam Brown|| Tuomas Sandholm. (2014) "Regret Transfer and Parameter Optimization", Proceedings of the AAAI Conference on Artificial Intelligence, 28, p.

Noam Brown|| Tuomas Sandholm, "Regret Transfer and Parameter Optimization", AAAI, p., 2014.

Noam Brown|| Tuomas Sandholm. "Regret Transfer and Parameter Optimization". Proceedings of the AAAI Conference on Artificial Intelligence, 28, 2014, p..

Noam Brown|| Tuomas Sandholm. "Regret Transfer and Parameter Optimization". Proceedings of the AAAI Conference on Artificial Intelligence, 28, (2014): .

Noam Brown|| Tuomas Sandholm. Regret Transfer and Parameter Optimization. AAAI[Internet]. 2014[cited 2023]; .


ISSN: 2374-3468


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