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Competitive Policy Optimization

06/18/2020
by   Manish Prajapat, et al.
16

A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization (CoPO), a novel policy gradient approach that exploits the game-theoretic nature of competitive games to derive policy updates. Motivated by the competitive gradient optimization method, we derive a bilinear approximation of the game objective. In contrast, off-the-shelf policy gradient methods utilize only linear approximations, and hence do not capture interactions among the players. We instantiate CoPO in two ways:(i) competitive policy gradient, and (ii) trust-region competitive policy optimization. We theoretically study these methods, and empirically investigate their behavior on a set of comprehensive, yet challenging, competitive games. We observe that they provide stable optimization, convergence to sophisticated strategies, and higher scores when played against baseline policy gradient methods.

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Code Repositories

copg

This repository contains all code and experiments for competitive policy gradient (CoPG) algorithm.


view repo

multi_cmd

Extending Competitive Mirror Descent to a multi-agent, reinforcement learning setting.


view repo