On Tractable Φ-Equilibria in Non-Concave Games
arxiv(2024)
Abstract
While Online Gradient Descent and other no-regret learning procedures are
known to efficiently converge to a coarse correlated equilibrium in games where
each agent's utility is concave in their own strategy, this is not the case
when utilities are non-concave – a common scenario in machine learning
applications involving strategies parameterized by deep neural networks, or
when agents' utilities are computed by neural networks, or both. Non-concave
games introduce significant game-theoretic and optimization challenges: (i)
Nash equilibria may not exist; (ii) local Nash equilibria, though existing, are
intractable; and (iii) mixed Nash, correlated, and coarse correlated equilibria
generally have infinite support and are intractable. To sidestep these
challenges, we revisit the classical solution concept of Φ-equilibria
introduced by Greenwald and Jafari [2003], which is guaranteed to exist for an
arbitrary set of strategy modifications Φ even in non-concave games
[Stoltz and Lugosi, 2007]. However, the tractability of Φ-equilibria in
such games remains elusive. In this paper, we initiate the study of tractable
Φ-equilibria in non-concave games and examine several natural families of
strategy modifications. We show that when Φ is finite, there exists an
efficient uncoupled learning algorithm that converges to the corresponding
Φ-equilibria. Additionally, we explore cases where Φ is infinite but
consists of local modifications, showing that Online Gradient Descent can
efficiently approximate Φ-equilibria in non-trivial regimes.
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