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Tuomas Sandholm

Publications and source records attributed to Tuomas Sandholm.

At least 37 records · Page 2Linked to original sources

Learning a Game by Paying the Agents

We study the problem of learning the utility functions of no-regret learning agents in a repeated normal-form game. Differing from most prior literature, we introduce a principal with the power to observe the agents playing the game, send agents signals, and give agents payments as a function of their actions. We show that the principal can, using a number of rounds polynomial in the size of the game, learn the utility functions of all agents to any desired precision $ε> 0$, for any no-regret learning algorithms of the agents. Our main technique is to formulate a zero-sum game between the principal and the agents, where the principal chooses strategies among the set of all payment functions to minimize the agent's payoff. Finally, we discuss implications for the problem of steering agents. We introduce, using our utility-learning algorithm as a subroutine, the first algorithm for steering arbitrary no-regret learning agents to a desired equilibrium without prior knowledge of their utility functions.

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Efficient representations for team and imperfect-recall equilibrium computation

Equilibrium finding in two-player zero-sum games with perfect recall is a well-studied topic that has led to many breakthroughs in computational game theory. This paper aims to generalize such techniques to (timeable) two-player zero-sum games with imperfect recall, or equivalently to two-team zero-sum games. In this setting, the problem of computing a mixed-strategy Nash equilibrium (or, equivalently, a team maxmin equilibrium with correlation) is known to be NP-hard. We connect the imperfect-recall setting with its perfect-recall counterpart through a novel construction we call the belief game. This is a perfect-recall game equivalent to a given (timeable) two-player zero-sum game with imperfect recall. The belief game may be exponentially larger than the original game but can be solved using any standard method. We then show that the strategy spaces of the two players in the belief game can be directly represented as a DAG, leading to a possibly exponential speedup. We call this the team belief DAG (TB-DAG). The TB-DAG simultaneously enjoys essentially optimal parameterized complexity bounds and the advantages of efficient regret minimization techniques. Along the way, we show $Δ_2^P$-completeness and $Σ_2^P$-completeness of finding Nash equilibria in both mixed and behavioral strategies for the class of games we consider. Experimentally, we show that the TB-DAG, when paired with existing learning techniques, yields state-of-the-art performance on a wide variety of benchmark team games.

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Steering No-Regret Learners to a Desired Equilibrium

A mediator observes no-regret learners playing an extensive-form game repeatedly across $T$ rounds. The mediator attempts to steer players toward some desirable predetermined equilibrium by giving (nonnegative) payments to players. We call this the steering problem. The steering problem captures problems several problems of interest, among them equilibrium selection and information design (persuasion). If the mediator's budget is unbounded, steering is trivial because the mediator can simply pay the players to play desirable actions. We study two bounds on the mediator's payments: a total budget and a per-round budget. If the mediator's total budget does not grow with $T$, we show that steering is impossible. However, we show that it is enough for the total budget to grow sublinearly with $T$, that is, for the average payment to vanish. When players' full strategies are observed at each round, we show that constant per-round budgets permit steering. In the more challenging setting where only trajectories through the game tree are observable, we show that steering is impossible with constant per-round budgets in general extensive-form games, but possible in normal-form games or if the per-round budget may itself depend on $T$. We also show how our results can be generalized to the case when the equilibrium is being computed online while steering is happening. We supplement our theoretical positive results with experiments highlighting the efficacy of steering in large games.

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Hidden-Role Games: Equilibrium Concepts and Computation

In this paper, we study the class of games known as hidden-role games in which players are assigned privately to teams and are faced with the challenge of recognizing and cooperating with teammates. This model includes both popular recreational games such as the Mafia/Werewolf family and The Resistance (Avalon) and many real-world settings, such as distributed systems where nodes need to work together to accomplish a goal in the face of possible corruptions. There has been little to no formal mathematical grounding of such settings in the literature, and it was previously not even clear what the right solution concepts (notions of equilibria) should be. A suitable notion of equilibrium should take into account the communication channels available to the players (e.g., can they communicate? Can they communicate in private?). Defining such suitable notions turns out to be a nontrivial task with several surprising consequences. In this paper, we provide the first rigorous definition of equilibrium for hidden-role games, which overcomes serious limitations of other solution concepts not designed for hidden-role games. We then show that in certain cases, including the above recreational games, optimal equilibria can be computed efficiently. In most other cases, we show that computing an optimal equilibrium is at least NP-hard or coNP-hard. Lastly, we experimentally validate our approach by computing exact equilibria for complete 5- and 6-player Avalon instances whose size in terms of number of information sets is larger than $10^{56}$.

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General search techniques without common knowledge for imperfect-information games, and application to superhuman Fog of War chess

Since the advent of AI, games have served as progress benchmarks. Meanwhile, imperfect-information variants of chess have existed for over a century, present extreme challenges, and have been the focus of decades of AI research. Beyond calculation needed in regular chess, they require reasoning about information gathering, the opponent's knowledge, signaling, etc. The most popular variant, Fog of War (FoW) chess (a.k.a. dark chess), has been a major challenge problem in imperfect-information game solving since superhuman performance was reached in no-limit Texas hold'em poker. We present Obscuro, the first superhuman AI for FoW chess. It introduces advances to search in imperfect-information games, enabling strong, scalable reasoning. Experiments against the prior state-of-the-art AI and human players -- including the world's best -- show that Obscuro is significantly stronger. FoW chess is the largest (by amount of imperfect information) turn-based zero-sum game in which superhuman performance has been achieved and the largest zero-sum game in which imperfect-information search has been successfully applied.

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Scale-Invariant Regret Matching and Online Learning with Optimal Convergence: Bridging Theory and Practice in Zero-Sum Games

A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice is counterfactual regret minimization (CFR), which is based on regret matching and its modern variants. In particular, the state of the art across most benchmarks is predictive regret matching$^+$ (PRM$^+$). Yet, such algorithms can exhibit slower $T^{-1/2}$ convergence even in self-play. In this paper, we close the gap between theory and practice. We propose a new scale-invariant and parameter-free variant of PRM$^+$, which we call IREG-PRM$^+$. We show that it achieves $T^{-1/2}$ best-iterate and $T^{-1}$ (i.e., optimal) average-iterate convergence guarantees, while also being on par or even better relative to PRM$^+$ on benchmark games. From a technical standpoint, we draw an analogy between (IREG-)PRM$^+$ and optimistic gradient descent with adaptive learning rate. Reflecting this theoretical bridge, we find that the adaptive version of optimistic gradient descent we consider performs on par with IREG-PRM$^+$. This demystifies the effectiveness of the regret matching family vis-a-vis more standard optimization techniques. Moreover, we extend our analysis beyond zero-sum games to a family of variational inequality problems that includes harmonic games, as well as extensive-form games with fully-mixed equilibria, via a new and intriguing connection between CFR and harmonic games. Unlike prior work in harmonic games, our algorithms do not require knowing the underlying weights by virtue of scale invariance. Under the weighted Minty condition, we show that any algorithm satisfying a scale-invariant RVU property (such as IREG-PRM$^+$) has constant regret (in self-play) and $T^{-1/2}$ iterate convergence.

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Decision Making under Imperfect Recall: Algorithms and Benchmarks

In game theory, imperfect-recall decision problems model situations in which an agent forgets information it held before. They encompass games such as the ``absentminded driver'' and team games with limited communication. In this paper, we introduce the first benchmark suite for imperfect-recall decision problems. Our benchmarks capture a variety of problem types, including ones concerning privacy in AI systems that elicit sensitive information, and AI safety via testing of agents in simulation. Across 61 problem instances generated using this suite, we evaluate the performance of different algorithms for finding first-order optimal strategies in such problems. In particular, we introduce the family of regret matching (RM) algorithms for nonlinear constrained optimization. This class of parameter-free algorithms has enjoyed tremendous success in solving large two-player zero-sum games, but, surprisingly, they were hitherto relatively unexplored beyond that setting. Our key finding is that RM algorithms consistently outperform commonly employed first-order optimizers such as projected gradient descent, often by orders of magnitude. This establishes, for the first time, the RM family as a formidable approach to large-scale constrained optimization problems.

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The Complexity of Equilibrium Refinements in Potential Games

The complexity of computing equilibrium refinements has been at the forefront of algorithmic game theory research, but it has remained open in the seminal class of potential games; we close this fundamental gap in this paper. We first show that computing a pure(-strategy) perfect or proper equilibrium is $\mathsf{PLS}$-complete in concise potential games in normal form. For pure perfect equilibria, we extend this result to general polytope games, which includes extensive-form games. We next turn to more structured classes of games, namely symmetric network congestion and symmetric matroid congestion games. For both classes, we show that a pure perfect equilibrium can be computed in polynomial time, strengthening the existing results for pure Nash equilibria. More broadly, we make a connection between strongly polynomial-time algorithms and efficient perturbed optimization using fractional interpolation. On the other hand, we establish that, for a certain class of potential games, there is an exponential separation in the length of the best-response path between perfect and Nash equilibria. Finally, for mixed strategies, we prove that computing a point geometrically near a perfect equilibrium requires a doubly exponentially small perturbation even in $3$-player potential games in normal form. As a byproduct, this significantly strengthens and simplifies a seminal result of Etessami and Yannakakis (FOCS '07). On the flip side, in the special case of polymatrix potential games, we show that equilibrium refinements are amenable to perturbed gradient descent dynamics, thereby belonging to the complexity class $\mathsf{CLS}$. This provides a principled and practical way of refining the landscape of gradient descent in constrained optimization.

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The Complexity of Proper Equilibrium in Extensive-Form and Polytope Games

The proper equilibrium, introduced by Myerson (1978), is a classic refinement of the Nash equilibrium that has been referred to as the "mother of all refinements." For normal-form games, computing a proper equilibrium is known to be PPAD-complete for two-player games and FIXP$_a$-complete for games with at least three players. However, the complexity beyond normal-form games -- in particular, for extensive-form games (EFGs) -- was a long-standing open problem first highlighted by Miltersen and Sørensen (SODA '08). In this paper, we resolve this problem by establishing PPAD- and FIXP$_a$-membership (and hence completeness) of normal-form proper equilibria in two-player and multi-player EFGs respectively. Our main ingredient is a technique for computing a perturbed (proper) best response that can be computed efficiently in EFGs. This is despite the fact that, as we show, computing a best response using the classic perturbation of Kohlberg and Mertens based on the permutahedron is #P-hard even in Bayesian games. In stark contrast, we show that computing a proper equilibrium in polytope games is NP-hard. This marks the first natural class in which the complexity of computing equilibrium refinements does not collapse to that of Nash equilibria, and the first problem in which equilibrium computation in polytope games is strictly harder -- unless there is a collapse in the complexity hierarchy -- relative to extensive-form games.

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Learning Potentials for Dynamic Matching and Application to Heart Transplantation

Each year, thousands of patients in need of heart transplants face life-threatening wait times due to organ scarcity. While allocation policies aim to maximize population-level outcomes, current approaches often fail to account for the dynamic arrival of organs and the composition of waitlisted candidates, thereby hampering efficiency. The United States is transitioning from rigid, rule-based allocation to more flexible data-driven models. In this paper, we propose a novel framework for non-myopic policy optimization in general online matching relying on potentials, a concept originally introduced for kidney exchange. We develop scalable and accurate ways of learning potentials that are higher-dimensional and more expressive than prior approaches. Our approach is a form of self-supervised imitation learning: the potentials are trained to mimic an omniscient algorithm that has perfect foresight. We focus on the application of heart transplant allocation and demonstrate, using real historical data, that our policies significantly outperform prior approaches -- including the current US status quo policy and the proposed continuous distribution framework -- in optimizing for population-level outcomes. Our analysis and methods come at a pivotal moment in US policy, as the current heart transplant allocation system is under review. We propose a scalable and theoretically grounded path toward more effective organ allocation.

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Faster Game Solving via Hyperparameter Schedules

Counterfactual regret minimization (CFR) algorithms are a foundational class of methods for solving imperfect-information games, with the time average of their iterates converging to a Nash equilibrium in two-player zero-sum games. Prior state-of-the-art variants, Discounted CFR (DCFR) and Predictive CFR$^+$ (PCFR$^+$), achieved the fastest known practical performance by improving convergence rates over vanilla CFR through discounting early iterations with a fixed discounting scheme. More recently, Dynamic DCFR (DDCFR) introduced agent-learned dynamic discounting schemes to further accelerate convergence, at the cost of increased complexity. To address this, we propose Hyperparameter Schedules (HSs), a remarkably simple, training-free framework that dynamically adjusts CFR discounting over time. HSs aggressively downweight early updates and gradually transition to trusting late-stage strategies, leading to substantially faster convergence with only a few lines of code modifications. We show that HSs derived from just three small extensive-form games generalize effectively to 17 diverse games (including large-scale realistic poker) in both extensive-form and normal-form settings, without any game-specific tuning. Our method establishes a new state of the art for solving two-player zero-sum games.

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Near-Optimal Dynamic Matching via Coarsening with Application to Heart Transplantation

Online matching has been a mainstay in domains such as Internet advertising and organ allocation, but practical algorithms often lack strong theoretical guarantees. We take an important step toward addressing this by developing new online matching algorithms based on a coarsening approach. Although coarsening typically implies a loss of granularity, we show that, to the contrary, aggregating offline nodes into capacitated clusters can yield near-optimal theoretical guarantees. We apply our methodology to heart transplant allocation to develop theoretically grounded policies based on structural properties of historical data. Furthermore, in simulations based on real data, our policy closely matches the performance of the omniscient benchmark, achieving competitive ratio 0.91, drastically higher than the US status quo policy's 0.51. Our work bridges the gap between data-driven heuristics and pessimistic theoretical lower bounds.

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(Doubly) Exponential Lower Bounds for Follow the Regularized Leader in Potential Games

Follow the regularized leader FTRL is the premier algorithm for online optimization. However, despite decades of research on its convergence in constrained optimization -- and potential games in particular -- its behavior remained hitherto poorly understood. In this paper, we establish that FTRL can take exponential time to converge to a Nash equilibrium in two-player potential games for any (permutation-invariant) regularizer and potentially vanishing learning rate. By known equivalences, this translates to an exponential lower bound for certain mirror descent counterparts, most notably multiplicative weights update. On the positive side, we establish the potential property for FTRL and obtain an exponential upper bound $\exp(O_ε(1/ε^2))$ for any no-regret dynamics executed in a lazy, alternating fashion, matching our lower bound up to factors in the exponent. Finally, in multi-player potential games, we show that fictitious play -- the extreme version of FTRL -- can take doubly exponential time to reach a Nash equilibrium. This constitutes an exponentially stronger lower bound for the foundational learning algorithm in games.

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On the Computational Complexity of Performative Prediction

Performative prediction captures the phenomenon where deploying a predictive model shifts the underlying data distribution. While simple retraining dynamics are known to converge linearly when the performative effects are weak ($ρ< 1$), the complexity in the regime $ρ> 1$ was hitherto open. In this paper, we establish a sharp phase transition: computing an $ε$-performatively stable point is PPAD-complete -- and thus polynomial-time equivalent to Nash equilibria in general-sum games -- even when $ρ= 1 + O(ε)$. This intractability persists even in the ostensibly simple setting with a quadratic loss function and linear distribution shifts. One of our key technical contributions is to extend this PPAD-hardness result to general convex domains, which is of broader interest in the complexity of variational inequalities. Finally, we address the special case of strategic classification, showing that computing a strategic local optimum is PLS-hard.

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Equilibrium Refinements Improve Subgame Solving in Imperfect-Information Games

Subgame solving is a technique for scaling algorithms to large games by locally refining a precomputed blueprint strategy during gameplay. While straightforward in perfect-information games where search starts from the current state, subgame solving in imperfect-information games must account for hidden states and uncertainty about the opponent's past strategy. Gadget games were developed to ensure that the improved subgame strategy is robust against any possible opponent's strategy in a zero-sum game. Gadget games typically contain infinitely many Nash equilibria. We demonstrate that while these equilibria are equivalent in the gadget game, they yield vastly different performance in the full game, even when facing a rational opponent. We propose gadget game sequential equilibria as the preferred solution concept. We introduce modifications to the sequence-form linear program and counterfactual regret minimization that converge to these refined solutions with only mild additional computational cost. Additionally, we provide several new insights into the surprising superiority of the resolving gadget game over the max-margin gadget game. Our experiments compare different Nash equilibria of gadget games in several standard benchmark games, showing that our refined equilibria consistently outperform unrefined Nash equilibria, and can reduce the exploitability of the overall strategy by more than 50%

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Learning and Computation of $Φ$-Equilibria at the Frontier of Tractability

$Φ$-equilibria -- and the associated notion of $Φ$-regret -- are a powerful and flexible framework at the heart of online learning and game theory, whereby enriching the set of deviations $Φ$ begets stronger notions of rationality. Recently, Daskalakis, Farina, Fishelson, Pipis, and Schneider (STOC '24) -- abbreviated as DFFPS -- settled the existence of efficient algorithms when $Φ$ contains only linear maps under a general, $d$-dimensional convex constraint set $\mathcal{X}$. In this paper, we significantly extend their work by resolving the case where $Φ$ is $k$-dimensional; degree-$\ell$ polynomials constitute a canonical such example with $k = d^{O(\ell)}$. In particular, positing only oracle access to $\mathcal{X}$, we obtain two main positive results: i) a $\text{poly}(n, d, k, \text{log}(1/ε))$-time algorithm for computing $ε$-approximate $Φ$-equilibria in $n$-player multilinear games, and ii) an efficient online algorithm that incurs average $Φ$-regret at most $ε$ using $\text{poly}(d, k)/ε^2$ rounds. We also show nearly matching lower bounds in the online learning setting, thereby obtaining for the first time a family of deviations that captures the learnability of $Φ$-regret. From a technical standpoint, we extend the framework of DFFPS from linear maps to the more challenging case of maps with polynomial dimension. At the heart of our approach is a polynomial-time algorithm for computing an expected fixed point of any $ϕ: \mathcal{X} \to \mathcal{X}$ based on the ellipsoid against hope (EAH) algorithm of Papadimitriou and Roughgarden (JACM '08). In particular, our algorithm for computing $Φ$-equilibria is based on executing EAH in a nested fashion -- each step of EAH itself being implemented by invoking a separate call to EAH.

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Policy Optimization for Dynamic Heart Transplant Allocation

Heart transplantation is a viable path for patients suffering from advanced heart failure, but this lifesaving option is severely limited due to donor shortage. Although the current allocation policy was recently revised in 2018, a major concern is that it does not adequately take into account pretransplant and post-transplant mortality. In this paper, we take an important step toward addressing these deficiencies. To begin with, we use historical data from UNOS to develop a new simulator that enables us to evaluate and compare the performance of different policies. We then leverage our simulator to demonstrate that the status quo policy is considerably inferior to the myopic policy that matches incoming donors to the patient who maximizes the number of years gained by the transplant. Moreover, we develop improved policies that account for the dynamic nature of the allocation process through the use of potentials -- a measure of a patient's utility in future allocations that we introduce. We also show that batching together even a handful of donors -- which is a viable option for a certain type of donors -- further enhances performance. Our simulator also allows us to evaluate the effect of critical, and often unexplored, factors in the allocation, such as geographic proximity and the tendency to reject offers by the transplant centers.

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Convergence of Regret Matching in Potential Games and Constrained Optimization

Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in theory about its convergence beyond two-player zero-sum games. For example, whether regret matching converges to Nash equilibria in potential games has been an open problem for two decades. Even beyond games, one could try to use RM variants for general constrained optimization problems. Recent empirical evidence suggests that they -- particularly regret matching$^+$ (RM$^+$) -- attain strong performance on benchmark constrained optimization problems, outperforming traditional gradient descent-type algorithms. We show that RM$^+$ converges to an $ε$-KKT point after $O_ε(1/ε^4)$ iterations, establishing for the first time that it is a sound and fast first-order optimizer. Our argument relates the KKT gap to the accumulated regret, two quantities that are entirely disparate in general but interact in an intriguing way in our setting, so much so that when regrets are bounded, our complexity bound improves all the way to $O_ε(1/ε^2)$. From a technical standpoint, while RM$^+$ does not have the usual one-step improvement property in general, we show that it does in a certain region that the algorithm will quickly reach and remain in thereafter. In sharp contrast, our second main result establishes a lower bound: RM, with or without alternation, can take an exponential number of iterations to reach a crude approximate solution even in two-player potential games. This represents the first worst-case separation between RM and RM$^+$. Our lower bound shows that convergence to coarse correlated equilibria in potential games is exponentially faster than convergence to Nash equilibria.

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