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A Policy-Gradient Approach to Solving Imperfect-Information Games with Best-Iterate Convergence

ICLR 2025 · Multi-agent systems and games › Games and equilibria · approach: Learning in Markov games · 0 citations (OpenAlex)

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Proposes QFR, a policy-gradient method for two-player zero-sum extensive-form games that uses sampled trajectory Q-values and a bidilated regularizer to achieve best-iterate convergence to a regularized Nash equilibrium without importance sampling.

Problem

Whether policy gradient methods, which use rollout-based value estimates and iterate convergence, can be made theoretically sound for two-player zero-sum imperfect-information extensive-form games, where existing sound methods rely on counterfactual values and average strategies.

Approach

Uses trajectory Q-values (estimated by rollouts without importance sampling) together with a bidilated regularizer that weights each infoset's regularizer by the reach probabilities of all players, plus a depth-increasing learning rate schedule, in a regularized optimistic mirror descent update that yields best-iterate convergence.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use QFR instead of outcome-sampling CFRtabular two-player zero-sum extensive-form games · 4-Sided Liar's Dice, Leduc Poker, Kuhn Poker, and 2×2 Abrupt Dark HexexploitabilityHelped
use QFR instead of CFR+tabular two-player zero-sum extensive-form games · 4-Sided Liar's Dice, Leduc Poker, Kuhn Poker, and 2×2 Abrupt Dark HexexploitabilityHelped
use QFR instead of MMDtabular two-player zero-sum extensive-form games · 4-Sided Liar's Dice, Leduc Poker, Kuhn Poker, and 2×2 Abrupt Dark HexexploitabilityHelped
use QFR instead of BOMDtabular two-player zero-sum extensive-form games · 4-Sided Liar's Dice, Leduc Poker, Kuhn Poker, and 2×2 Abrupt Dark HexexploitabilityHelped
use QFR instead of BFTRLtabular two-player zero-sum extensive-form games · 4-Sided Liar's Diceexploitability: QFR 0.174 v.s. BFTRL 0.167Hurt
use QFR instead of BFTRLtabular two-player zero-sum extensive-form games · Leduc Poker, Kuhn Poker, and 2×2 Abrupt Dark HexexploitabilityHelped

Limitations

Experimental setup

Benchmarks: 4-Sided Liar's Dice Leduc Poker Kuhn Poker 2x2 Abrupt Dark Hex

Metrics: exploitability

Baselines: Outcome-sampling CFR CFR+ MMD BalancedOMD BalancedFTRL

Builds on: Counterfactual Regret Minimization Regularized Optimistic Mirror Descent dilated regularizer MMD Outcome-Sampling MCCFR

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