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Martin Schmid

Possible papers associated with this exact author name in Arrow. This page groups case-insensitive exact name matches and is not a full identity disambiguation profile.

13 papers
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13

AAAI Conference 2026 Conference Paper

Massively Parallel Proof-Number Search for Impartial Games and Beyond

  • Tomáš Čížek
  • Martin Balko
  • Martin Schmid

Proof-Number Search is a best-first search algorithm with many successful applications, especially in game solving. As large-scale computing clusters become increasingly accessible, parallelization is a natural way to accelerate computation. However, existing parallel versions of Proof-Number Search are known to scale poorly on many CPU cores. Using two parallelized levels and shared information among workers, we present the first massively parallel version of Proof-Number Search that scales efficiently even on a large number of CPUs. We apply our solver, enhanced with Grundy numbers for reducing game trees of impartial games, to the Sprouts game, a case study motivated by the long-standing Sprouts Conjecture. Our algorithm achieves 332.9x speedup on 1024 cores, significantly improving previous parallelizations and outperforming the state-of-the-art Sprouts solver GLOP by four orders of magnitude in runtime while generating proofs 1,000x more complex. Despite exponential growth in game tree size, our solver verified the Sprouts Conjecture for 42 new positions, nearly doubling the number of known outcomes.

AAAI Conference 2024 Conference Paper

Learning Not to Regret

  • David Sychrovský
  • Michal Šustr
  • Elnaz Davoodi
  • Michael Bowling
  • Marc Lanctot
  • Martin Schmid

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical games, such as playing poker with different public cards or trading correlated assets on the stock market. As these similar games feature similar equilibra, we investigate a way to accelerate equilibrium finding on such a distribution. We present a novel ``learning not to regret'' framework, enabling us to meta-learn a regret minimizer tailored to a specific distribution. Our key contribution, Neural Predictive Regret Matching, is uniquely meta-learned to converge rapidly for the chosen distribution of games, while having regret minimization guarantees on any game. We validated our algorithms' faster convergence on a distribution of river poker games. Our experiments show that the meta-learned algorithms outpace their non-meta-learned counterparts, achieving more than tenfold improvements.

IJCAI Conference 2023 Conference Paper

Rethinking Formal Models of Partially Observable Multiagent Decision Making (Extended Abstract)

  • Vojtěch Kovařík
  • Martin Schmid
  • Neil Burch
  • Michael Bowling
  • Viliam Lisý

Multiagent decision-making in partially observable environments is usually modelled as either an extensive-form game (EFG) in game theory or a partially observable stochastic game (POSG) in multiagent reinforcement learning (MARL). One issue with the current situation is that while most practical problems can be modelled in both formalisms, the relationship of the two models is unclear, which hinders the transfer of ideas between the two communities. A second issue is that while EFGs have recently seen significant algorithmic progress, their classical formalization is unsuitable for efficient presentation of the underlying ideas, such as those around decomposition. To solve the first issue, we introduce factored-observation stochastic games (FOSGs), a minor modification of the POSG formalism which distinguishes between private and public observation and thereby greatly simplifies decomposition. To remedy the second issue, we show that FOSGs and POSGs are naturally connected to EFGs: by "unrolling" a FOSG into its tree form, we obtain an EFG. Conversely, any perfect-recall timeable EFG corresponds to some underlying FOSG in this manner. Moreover, this relationship justifies several minor modifications to the classical EFG formalization that recently appeared as an implicit response to the model's issues with decomposition. Finally, we illustrate the transfer of ideas between EFGs and MARL by presenting three key EFG techniques -- counterfactual regret minimization, sequence form, and decomposition -- in the FOSG framework.

IJCAI Conference 2022 Conference Paper

Approximate Exploitability: Learning a Best Response

  • Finbarr Timbers
  • Nolan Bard
  • Edward Lockhart
  • Marc Lanctot
  • Martin Schmid
  • Neil Burch
  • Julian Schrittwieser
  • Thomas Hubert

Researchers have shown that neural networks are vulnerable to adversarial examples and subtle environment changes. The resulting errors can look like blunders to humans, eroding trust in these agents. In prior games research, agent evaluation often focused on the in-practice game outcomes. Such evaluation typically fails to evaluate robustness to worst-case outcomes. Computer poker research has examined how to assess such worst-case performance. Unfortunately, exact computation is infeasible with larger domains, and existing approximations are poker-specific. We introduce ISMCTS-BR, a scalable search-based deep reinforcement learning algorithm for learning a best response to an agent, approximating worst-case performance. We demonstrate the technique in several games against a variety of agents, including several AlphaZero-based agents. Supplementary material is available at https: //arxiv. org/abs/2004. 09677.

AIJ Journal 2022 Journal Article

Rethinking formal models of partially observable multiagent decision making

  • Vojtěch Kovařík
  • Martin Schmid
  • Neil Burch
  • Michael Bowling
  • Viliam Lisý

Multiagent decision-making in partially observable environments is usually modelled as either an extensive-form game (EFG) in game theory or a partially observable stochastic game (POSG) in multiagent reinforcement learning (MARL). One issue with the current situation is that while most practical problems can be modelled in both formalisms, the relationship of the two models is unclear, which hinders the transfer of ideas between the two communities. A second issue is that while EFGs have recently seen significant algorithmic progress, their classical formalization is unsuitable for efficient presentation of the underlying ideas, such as those around decomposition. To solve the first issue, we introduce factored-observation stochastic games (FOSGs), a minor modification of the POSG formalism which distinguishes between private and public observation and thereby greatly simplifies decomposition. To remedy the second issue, we show that FOSGs and POSGs are naturally connected to EFGs: by “unrolling” a FOSG into its tree form, we obtain an EFG. Conversely, any perfect-recall timeable EFG corresponds to some underlying FOSG in this manner. Moreover, this relationship justifies several minor modifications to the classical EFG formalization that recently appeared as an implicit response to the model's issues with decomposition. Finally, we illustrate the transfer of ideas between EFGs and MARL by presenting three key EFG techniques – counterfactual regret minimization, sequence form, and decomposition – in the FOSG framework.

AAAI Conference 2021 Conference Paper

Solving Common-Payoff Games with Approximate Policy Iteration

  • Samuel Sokota
  • Edward Lockhart
  • Finbarr Timbers
  • Elnaz Davoodi
  • Ryan D'Orazio
  • Neil Burch
  • Martin Schmid
  • Michael Bowling

For artificially intelligent learning systems to have widespread applicability in real-world settings, it is important that they be able to operate decentrally. Unfortunately, decentralized control is difficult—computing even an epsilon-optimal joint policy is a NEXP complete problem. Nevertheless, a recently rediscovered insight—that a team of agents can coordinate via common knowledge—has given rise to algorithms capable of finding optimal joint policies in small common-payoff games. The Bayesian action decoder (BAD) leverages this insight and deep reinforcement learning to scale to games as large as two-player Hanabi. However, the approximations it uses to do so prevent it from discovering optimal joint policies even in games small enough to brute force optimal solutions. This work proposes CAPI, a novel algorithm which, like BAD, combines common knowledge with deep reinforcement learning. However, unlike BAD, CAPI prioritizes the propensity to discover optimal joint policies over scalability. While this choice precludes CAPI from scaling to games as large as Hanabi, empirical results demonstrate that, on the games to which CAPI does scale, it is capable of discovering optimal joint policies even when other modern multi-agent reinforcement learning algorithms are unable to do so.

AAMAS Conference 2021 Conference Paper

Sound Algorithms in Imperfect Information Games

  • Michal Šustr
  • Martin Schmid
  • Matej Moravćík
  • Neil Burch
  • Marc Lanctot
  • Michael Bowling

Search has played a fundamental role in computer game research since the very beginning. And while online search has been commonly used in perfect information games such as Chess and Go, online search methods for imperfect information games have only been introduced relatively recently. This paper addresses the question of what is a sound online algorithm in an imperfect information setting of two-player zero-sum games? We argue that the fixedstrategy definitions of exploitability and epsilon-Nash equilibria are ill suited to measure the worst-case performance of an online algorithm. We thus formalize epsilon-soundness, a concept that connects the worst-case performance of an online algorithm to the performance of an epsilon-Nash equilibrium. Our definition of soundness and the consistency hierarchy finally provide appropriate tools to analyze online algorithms in repeated imperfect information games. We thus inspect some of the previous online algorithms in a new light, bringing new insights into their worst case performance guarantees.

ICML Conference 2020 Conference Paper

Low-Variance and Zero-Variance Baselines for Extensive-Form Games

  • Trevor Davis 0001
  • Martin Schmid
  • Michael H. Bowling

Extensive-form games (EFGs) are a common model of multi-agent interactions with imperfect information. State-of-the-art algorithms for solving these games typically perform full walks of the game tree that can prove prohibitively slow in large games. Alternatively, sampling-based methods such as Monte Carlo Counterfactual Regret Minimization walk one or more trajectories through the tree, touching only a fraction of the nodes on each iteration, at the expense of requiring more iterations to converge due to the variance of sampled values. In this paper, we extend recent work that uses baseline estimates to reduce this variance. We introduce a framework of baseline-corrected values in EFGs that generalizes the previous work. Within our framework, we propose new baseline functions that result in significantly reduced variance compared to existing techniques. We show that one particular choice of such a function — predictive baseline — is provably optimal under certain sampling schemes. This allows for efficient computation of zero-variance value estimates even along sampled trajectories.

JAIR Journal 2019 Journal Article

Revisiting CFR+ and Alternating Updates

  • Neil Burch
  • Matej Moravcik
  • Martin Schmid

The CFR+ algorithm for solving imperfect information games is a variant of the popular CFR algorithm, with faster empirical performance on a range of problems. It was introduced with a theoretical upper bound on solution error, but subsequent work showed an error in one step of the proof. We provide updated proofs to recover the original bound.

AAAI Conference 2019 Conference Paper

Variance Reduction in Monte Carlo Counterfactual Regret Minimization (VR-MCCFR) for Extensive Form Games Using Baselines

  • Martin Schmid
  • Neil Burch
  • Marc Lanctot
  • Matej Moravcik
  • Rudolf Kadlec
  • Michael Bowling

Learning strategies for imperfect information games from samples of interaction is a challenging problem. A common method for this setting, Monte Carlo Counterfactual Regret Minimization (MCCFR), can have slow long-term convergence rates due to high variance. In this paper, we introduce a variance reduction technique (VR-MCCFR) that applies to any sampling variant of MCCFR. Using this technique, periteration estimated values and updates are reformulated as a function of sampled values and state-action baselines, similar to their use in policy gradient reinforcement learning. The new formulation allows estimates to be bootstrapped from other estimates within the same episode, propagating the benefits of baselines along the sampled trajectory; the estimates remain unbiased even when bootstrapping from other estimates. Finally, we show that given a perfect baseline, the variance of the value estimates can be reduced to zero. Experimental evaluation shows that VR-MCCFR brings an order of magnitude speedup, while the empirical variance decreases by three orders of magnitude. The decreased variance allows for the first time CFR+ to be used with sampling, increasing the speedup to two orders of magnitude.

AAAI Conference 2018 Conference Paper

AIVAT: A New Variance Reduction Technique for Agent Evaluation in Imperfect Information Games

  • Neil Burch
  • Martin Schmid
  • Matej Moravcik
  • Dustin Morill
  • Michael Bowling

Evaluating agent performance when outcomes are stochastic and agents use randomized strategies can be challenging when there is limited data available. The variance of sampled outcomes may make the simple approach of Monte Carlo sampling inadequate. This is the case for agents playing heads-up no-limit Texas hold’em poker, where manmachine competitions typically involve multiple days of consistent play by multiple players, but still can (and sometimes did) result in statistically insignificant conclusions. In this paper, we introduce AIVAT, a low variance, provably unbiased value assessment tool that exploits an arbitrary heuristic estimate of state value, as well as the explicit strategy of a subset of the agents. Unlike existing techniques which reduce the variance from chance events, or only consider game ending actions, AIVAT reduces the variance both from choices by nature and by players with a known strategy. The resulting estimator produces results that significantly outperform previous state of the art techniques. It was able to reduce the standard deviation of a Texas hold’em poker man-machine match by 85% and consequently requires 44 times fewer games to draw the same statistical conclusion. AIVAT enabled the first statistically significant AI victory against professional poker players in no-limit hold’em. Furthermore, the technique was powerful enough to produce statistically significant results versus individual players, not just an aggregate pool of the players. We also used AIVAT to analyze a short series of AI vs human poker tournaments, producing statistical significant results with as few as 28 matches.

AAAI Conference 2016 Conference Paper

Refining Subgames in Large Imperfect Information Games

  • Matej Moravcik
  • Martin Schmid
  • Karel Ha
  • Milan Hladik
  • Stephen Gaukrodger

The leading approach to solving large imperfect information games is to pre-calculate an approximate solution using a simplified abstraction of the full game; that solution is then used to play the original, full-scale game. The abstraction step is necessitated by the size of the game tree. However, as the original game progresses, the remaining portion of the tree (the subgame) becomes smaller. An appealing idea is to use the simplified abstraction to play the early parts of the game and then, once the subgame becomes tractable, to calculate a solution using a finer-grained abstraction in real time, creating a combined final strategy. While this approach is straightforward for perfect information games, it is a much more complex problem for imperfect information games. If the subgame is solved locally, the opponent can alter his play in prior to this subgame to exploit our combined strategy. To prevent this, we introduce the notion of subgame margin, a simple value with appealing properties. If any best response reaches the subgame, the improvement of exploitability of the combined strategy is (at least) proportional to the subgame margin. This motivates subgame refinements resulting in large positive margins. Unfortunately, current techniques either neglect subgame margin (potentially leading to a large negative subgame margin and drastically more exploitable strategies), or guarantee only non-negative subgame margin (possibly producing the original, unrefined strategy, even if much stronger strategies are possible). Our technique remedies this problem by maximizing the subgame margin and is guaranteed to find the optimal solution. We evaluate our technique using one of the top participants of the AAAI-14 Computer Poker Competition, the leading playground for agents in imperfect information settings.

AAAI Conference 2014 Conference Paper

Bounding the Support Size in Extensive Form Games with Imperfect Information

  • Martin Schmid
  • Matej Moravcik
  • Milan Hladik

It is a well known fact that in extensive form games with perfect information, there is a Nash equilibrium with support of size one. This doesn’t hold for games with imperfect information, where the size of minimal support can be larger. We present a dependency between the level of uncertainty and the minimum support size. For many games, there is a big disproportion between the game uncertainty and the number of actions available. In Bayesian extensive games with perfect information, the only uncertainty is about the type of players. In card games, the uncertainty comes from dealing the deck. In these games, we can significantly reduce the support size. Our result applies to general-sum extensive form games with any finite number of players.

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