Research map / Multi-agent systems and games / Games and equilibria
Bench-MFG: A Benchmark Suite for Learning in Stationary Mean Field Games
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Proposes Bench-MFG, a JAX-based benchmark suite for discrete-space stationary mean field games with a taxonomy of problem classes, a random MF-Garnet generator, and a black-box PSO exploitability minimizer (MF-PSO), benchmarking classical MFG solvers.
Problem
Mean field game algorithms are evaluated on ad-hoc, isolated, simplistic environments, lacking a standardized protocol to assess robustness, generalization, and failure modes in stationary MFGs.
Approach
A unified benchmark with a taxonomy (no-interaction, contractive, Lasry-Lions monotone, multiple-equilibria, potential, cyclic, dynamics-coupled) of prototypical environments, a procedural random-instance generator (MF-Garnets) with additive/multiplicative couplings, and a black-box particle swarm exploitability minimizer evaluated alongside FP, PI, BPI, OMD.
Key results
- On MF-Garnet 5x5x5 (A/M), FP achieves mean exploitability 1.6537 with high variance, while PSO attains 0.2250 with std 0.2115 among the best.
- Fictitious Play converges in non-monotone settings despite lacking theoretical guarantees, per the authors.
- OMD typically yields the lowest exploitability in cyclic games but is highly sensitive to hyperparameters; the JAX implementation claims ~2000x speedup over classical Python.
Surprising findings
- Fictitious Play converges in non-monotone settings where theoretical guarantees are absent.
- Boltzmann PI and OMD have high exploitability on large MF-Garnet instances (about 0.95 and 1.44 in the 25x10x10 setting), while FP-type methods reach very low values.
Limitations
- Only moderate state spaces tested; large-scale environments left to future work.
- Only stationary setting; finite-horizon MFGs not covered.
- Only model-based iterative solvers evaluated; no sample-based deep RL agents.
Experimental setup
Datasets: MF-Garnet random instances (procedurally generated)
Benchmarks: Bench-MFG environments (NI, C, LL, two beach bars, 4 rooms, RPS, SIS epidemic, kinetic congestion) MF-Garnet instances
Metrics: exploitability standard deviation of final exploitability
Baselines: Fixed Point Damped Fixed Point Fictitious Play Policy Iteration Smoothed PI Boltzmann PI Online Mirror Descent PSO
Builds on: Garnet MDP testbed Fictitious Play Online Mirror Descent Particle Swarm Optimization JAX
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