Posterior sampling for reinforcement learning (PSRL) is a useful framework for making decisions in an unknown environment. PSRL maintains a posterior distribution of the environment and then makes planning on the environment sampled from the posterior distribution. Though PSRL works well on single-agent reinforcement learning problems, how to apply PSRL to multi-agent reinforcement learning problems is relatively unexplored. In this work, we extend PSRL to two-player zero-sum extensive-games with imperfect information (TZIEG), which is a class of multi-agent systems. More specifically, we combine PSRL with counterfactual regret minimization (CFR), which is the leading algorithm for TZIEG with a known environment. Our main contribution is a novel design of interaction strategies. With our interaction strategies, our algorithm provably converges to the Nash Equilibrium at a rate of $O(\\sqrt{\\log T\/T})$. Empirical results show that our algorithm works well.<\/p>\n","protected":false},"excerpt":{"rendered":"
Posterior sampling for reinforcement learning (PSRL) is a useful framework for making decisions in an unknown environment. PSRL maintains a posterior distribution of the environment and then makes planning on the environment sampled from the posterior distribution. Though PSRL works well on single-agent reinforcement learning problems, how to apply PSRL to multi-agent reinforcement learning problems […]<\/p>\n","protected":false},"featured_media":0,"template":"","meta":{"msr-url-field":"","msr-podcast-episode":"","msrModifiedDate":"","msrModifiedDateEnabled":false,"ep_exclude_from_search":false,"_classifai_error":"","msr-author-ordering":null,"msr_publishername":"","msr_publisher_other":"","msr_booktitle":"","msr_chapter":"","msr_edition":"","msr_editors":"","msr_how_published":"","msr_isbn":"","msr_issue":"","msr_journal":"","msr_number":"","msr_organization":"","msr_pages_string":"","msr_page_range_start":"","msr_page_range_end":"","msr_series":"","msr_volume":"","msr_copyright":"","msr_conference_name":"2020 International Conference on Learning 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