论文标题

离线平衡发现

Offline Equilibrium Finding

论文作者

Li, Shuxin, Wang, Xinrun, Zhang, Youzhi, Cerny, Jakub, Li, Pengdeng, Chan, Hau, An, Bo

论文摘要

储层计算是预测湍流的有力工具,其简单的架构具有处理大型系统的计算效率。然而,其实现通常需要完整的状态向量测量和系统非线性知识。我们使用非线性投影函数将系统测量扩展到高维空间,然后将其输入到储层中以获得预测。我们展示了这种储层计算网络在时空混沌系统上的应用,该系统模拟了湍流的若干特征。我们表明,使用径向基函数作为非线性投影器,即使只有部分观测并且不知道控制方程,也能稳健地捕捉复杂的系统非线性。最后,我们表明,当测量稀疏、不完整且带有噪声,甚至控制方程变得不准确时,我们的网络仍然可以产生相当准确的预测,从而为实际湍流系统的无模型预测铺平了道路。

Offline reinforcement learning (offline RL) is an emerging field that has recently begun gaining attention across various application domains due to its ability to learn strategies from earlier collected datasets. Offline RL proved very successful, paving a path to solving previously intractable real-world problems, and we aim to generalize this paradigm to a multiplayer-game setting. To this end, we introduce a problem of offline equilibrium finding (OEF) and construct multiple types of datasets across a wide range of games using several established methods. To solve the OEF problem, we design a model-based framework that can directly apply any online equilibrium finding algorithm to the OEF setting while making minimal changes. The three most prominent contemporary online equilibrium finding algorithms are adapted to the context of OEF, creating three model-based variants: OEF-PSRO and OEF-CFR, which generalize the widely-used algorithms PSRO and Deep CFR to compute Nash equilibria (NEs), and OEF-JPSRO, which generalizes the JPSRO to calculate (Coarse) Correlated equilibria ((C)CEs). We also combine the behavior cloning policy with the model-based policy to further improve the performance and provide a theoretical guarantee of the solution quality. Extensive experimental results demonstrate the superiority of our approach over offline RL algorithms and the importance of using model-based methods for OEF problems. We hope our work will contribute to advancing research in large-scale equilibrium finding.

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