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Structured Models for Multi-Agent Interactions
Daphne Koller Stanford University Joint work with David Vickrey
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- = Nash Equilibrium Strategy profile : strategy for every player
Regret(pi) : pi’s gain by changing strategy i Nash equilibrium: s.t. each agent has 0 regret Theorem (Nash): Every game has at least one Nash equilibrium - = Best Actual Regret
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Finding Nash Equilibria
Nash equilibria difficult to compute in games with more than 2 agents Best current game solving package (GAMBIT): 2 hrs 30 min for 6-player 3-action game Game representation exponential in # of agents Algorithms inherently centralized Our approach: Structured game representation Find approximate equilibria Fast, decentralized algorithms
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Graphical Games Agent pi’s utility depends on only ki other agents
Represented as directed cyclic graph: pi’s utility depends on Parents(i) 1W 2W 3W 1E 2E 3E Example: property development along a road [Koller & Milch; Kearns, Littman & Singh]
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Approximate Equilibria
e-optimal Nash equilibrium: each agent’s regret e
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Constraint Satisfaction
Constraint: each agent has zero regret Constraints are local since regret is local Each involves only node and its parents
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Solving the CSP Problem: Strategies are continuous Solution:
Discretize strategy space of each player Constraint: regret of agent in table Produces -approximate equilibria The finer the discretization, the lower the S T 2 actions S’s strategy T’s strategy .2 .4 .6 .8 1 .33 .66
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Variable Elimination s s u t t u
Key algorithm for both CSPs and BN inference Idea: Eliminate variables one by one Entry in new table is iff there exists strategy for eliminated variable T s.t. for all tables containing T the matching entry is s 1 2 u S T U s 1 2 t 3 t 1 2 3 u
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Cost Minimization s u .2 .3 .1 s t .3 .1 .5 .2 t u .4 .2 .1 .6 .3 S T
Problem: Discretization too sparse no -equilibrium Solution: replace in constraint tables with regrets To eliminate T: entry in new table is min over all strategies of T of max over all tables Finds best -equilibrium for given discretization S T U s 1 2 u .2 .3 .1 s 1 2 t 3 .3 .1 .5 .2 t 1 2 3 u .4 .2 .1 .6 .3
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Equilibrium quality () # Nodes in Internal Ring
Experimental Results Ring of Rings Outer ring size 20 Execution Time (sec) Equilibrium quality () 60 0.035 50 0.03 0.025 40 0.02 30 0.015 20 0.01 10 0.005 2 4 6 8 10 12 14 16 18 20 2 4 6 8 10 12 14 16 18 20 # Nodes in Internal Ring Compare to: 2 hrs 30 min for 6-player 3-action game
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Conclusion Finding equilibria is hard:
Computationally complex Requires centralized solution Used graphical language, similar to BNs, to represent structure Adapted graphical algorithm to find equilibria Significantly more efficiently In a decentralized way
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