ナッシュの痛み(C ++)
そう呼ばれたのは、私が自分のナッシュ平衡ソルバーを書かなければならなかったという事実が本当に痛かったからです。すぐに利用できるNash解決ライブラリーがないことに驚いています!
#include <fstream>
#include <iostream>
#include <vector>
#include <array>
#include <random>
#include <utility>
typedef double NumT;
static const NumT EPSILON = 1e-5;
struct Index {
int me;
int them;
Index(int me, int them) : me(me), them(them) {}
};
struct Value {
NumT me;
NumT them;
Value(void) : me(0), them(0) {}
Value(NumT me, NumT them) : me(me), them(them) {}
};
template <int subDimMe, int subDimThem>
struct Game {
const std::array<NumT, 9> *valuesMe;
const std::array<NumT, 9> *valuesThemT;
std::array<int, subDimMe> coordsMe;
std::array<int, subDimThem> coordsThem;
Game(
const std::array<NumT, 9> *valuesMe,
const std::array<NumT, 9> *valuesThemT
)
: valuesMe(valuesMe)
, valuesThemT(valuesThemT)
, coordsMe{}
, coordsThem{}
{}
Index baseIndex(Index i) const {
return Index(coordsMe[i.me], coordsThem[i.them]);
}
Value at(Index i) const {
Index i2 = baseIndex(i);
return Value(
(*valuesMe)[i2.me * 3 + i2.them],
(*valuesThemT)[i2.me + i2.them * 3]
);
}
Game<2, 2> subgame22(int me0, int me1, int them0, int them1) const {
Game<2, 2> b(valuesMe, valuesThemT);
b.coordsMe[0] = coordsMe[me0];
b.coordsMe[1] = coordsMe[me1];
b.coordsThem[0] = coordsThem[them0];
b.coordsThem[1] = coordsThem[them1];
return b;
}
};
struct Strategy {
std::array<NumT, 3> probMe;
std::array<NumT, 3> probThem;
Value expectedValue;
bool valid;
Strategy(void)
: probMe{}
, probThem{}
, expectedValue()
, valid(false)
{}
void findBestMe(const Strategy &b) {
if(b.valid && (!valid || b.expectedValue.me > expectedValue.me)) {
*this = b;
}
}
};
template <int dimMe, int dimThem>
Strategy nash_pure(const Game<dimMe, dimThem> &g) {
Strategy s;
int choiceMe = -1;
int choiceThem = 0;
for(int me = 0; me < dimMe; ++ me) {
for(int them = 0; them < dimThem; ++ them) {
const Value &v = g.at(Index(me, them));
bool valid = true;
for(int me2 = 0; me2 < dimMe; ++ me2) {
if(g.at(Index(me2, them)).me > v.me) {
valid = false;
}
}
for(int them2 = 0; them2 < dimThem; ++ them2) {
if(g.at(Index(me, them2)).them > v.them) {
valid = false;
}
}
if(valid) {
if(choiceMe == -1 || v.me > s.expectedValue.me) {
s.expectedValue = v;
choiceMe = me;
choiceThem = them;
}
}
}
}
if(choiceMe != -1) {
Index iBase = g.baseIndex(Index(choiceMe, choiceThem));
s.probMe[iBase.me] = 1;
s.probThem[iBase.them] = 1;
s.valid = true;
}
return s;
}
Strategy nash_mixed(const Game<2, 2> &g) {
// P Q
// p a A b B
// q c C d D
Value A = g.at(Index(0, 0));
Value B = g.at(Index(0, 1));
Value C = g.at(Index(1, 0));
Value D = g.at(Index(1, 1));
// q = 1-p, Q = 1-P
// Pick p such that choice of P,Q is arbitrary
// p*A+(1-p)*C = p*B+(1-p)*D
// p*A+C-p*C = p*B+D-p*D
// p*(A+D-B-C) = D-C
// p = (D-C) / (A+D-B-C)
NumT p = (D.them - C.them) / (A.them + D.them - B.them - C.them);
// P*a+(1-P)*b = P*c+(1-P)*d
// P*a+b-P*b = P*c+d-P*d
// P*(a+d-b-c) = d-b
// P = (d-b) / (a+d-b-c)
NumT P = (D.me - B.me) / (A.me + D.me - B.me - C.me);
Strategy s;
if(p >= -EPSILON && p <= 1 + EPSILON && P >= -EPSILON && P <= 1 + EPSILON) {
if(p <= 0) {
p = 0;
} else if(p >= 1) {
p = 1;
}
if(P <= 0) {
P = 0;
} else if(P >= 1) {
P = 1;
}
Index iBase0 = g.baseIndex(Index(0, 0));
Index iBase1 = g.baseIndex(Index(1, 1));
s.probMe[iBase0.me] = p;
s.probMe[iBase1.me] = 1 - p;
s.probThem[iBase0.them] = P;
s.probThem[iBase1.them] = 1 - P;
s.expectedValue = Value(
P * A.me + (1 - P) * B.me,
p * A.them + (1 - p) * C.them
);
s.valid = true;
}
return s;
}
Strategy nash_mixed(const Game<3, 3> &g) {
// P Q R
// p a A b B c C
// q d D e E f F
// r g G h H i I
Value A = g.at(Index(0, 0));
Value B = g.at(Index(0, 1));
Value C = g.at(Index(0, 2));
Value D = g.at(Index(1, 0));
Value E = g.at(Index(1, 1));
Value F = g.at(Index(1, 2));
Value G = g.at(Index(2, 0));
Value H = g.at(Index(2, 1));
Value I = g.at(Index(2, 2));
// r = 1-p-q, R = 1-P-Q
// Pick p,q such that choice of P,Q,R is arbitrary
NumT q = ((
+ A.them * (I.them-H.them)
+ G.them * (B.them-C.them)
- B.them*I.them
+ H.them*C.them
) / (
(G.them+E.them-D.them-H.them) * (B.them+I.them-H.them-C.them) -
(H.them+F.them-E.them-I.them) * (A.them+H.them-G.them-B.them)
));
NumT p = (
((G.them+E.them-D.them-H.them) * q + (H.them-G.them)) /
(A.them+H.them-G.them-B.them)
);
NumT Q = ((
+ A.me * (I.me-F.me)
+ C.me * (D.me-G.me)
- D.me*I.me
+ F.me*G.me
) / (
(C.me+E.me-B.me-F.me) * (D.me+I.me-F.me-G.me) -
(F.me+H.me-E.me-I.me) * (A.me+F.me-C.me-D.me)
));
NumT P = (
((C.me+E.me-B.me-F.me) * Q + (F.me-C.me)) /
(A.me+F.me-C.me-D.me)
);
Strategy s;
if(
p >= -EPSILON && q >= -EPSILON && p + q <= 1 + EPSILON &&
P >= -EPSILON && Q >= -EPSILON && P + Q <= 1 + EPSILON
) {
if(p <= 0) { p = 0; }
if(q <= 0) { q = 0; }
if(P <= 0) { P = 0; }
if(Q <= 0) { Q = 0; }
if(p + q >= 1) {
if(p > q) {
p = 1 - q;
} else {
q = 1 - p;
}
}
if(P + Q >= 1) {
if(P > Q) {
P = 1 - Q;
} else {
Q = 1 - P;
}
}
Index iBase0 = g.baseIndex(Index(0, 0));
s.probMe[iBase0.me] = p;
s.probThem[iBase0.them] = P;
Index iBase1 = g.baseIndex(Index(1, 1));
s.probMe[iBase1.me] = q;
s.probThem[iBase1.them] = Q;
Index iBase2 = g.baseIndex(Index(2, 2));
s.probMe[iBase2.me] = 1 - p - q;
s.probThem[iBase2.them] = 1 - P - Q;
s.expectedValue = Value(
A.me * P + B.me * Q + C.me * (1 - P - Q),
A.them * p + D.them * q + G.them * (1 - p - q)
);
s.valid = true;
}
return s;
}
template <int dimMe, int dimThem>
Strategy nash_validate(Strategy &&s, const Game<dimMe, dimThem> &g, Index unused) {
if(!s.valid) {
return s;
}
NumT exp;
exp = 0;
for(int them = 0; them < dimThem; ++ them) {
exp += s.probThem[them] * g.at(Index(unused.me, them)).me;
}
if(exp > s.expectedValue.me) {
s.valid = false;
return s;
}
exp = 0;
for(int me = 0; me < dimMe; ++ me) {
exp += s.probMe[me] * g.at(Index(me, unused.them)).them;
}
if(exp > s.expectedValue.them) {
s.valid = false;
return s;
}
return s;
}
Strategy nash(const Game<2, 2> &g, bool verbose) {
Strategy s = nash_mixed(g);
s.findBestMe(nash_pure(g));
if(!s.valid && verbose) {
std::cerr << "No nash equilibrium found!" << std::endl;
}
return s;
}
Strategy nash(const Game<3, 3> &g, bool verbose) {
Strategy s = nash_mixed(g);
s.findBestMe(nash_validate(nash_mixed(g.subgame22(1, 2, 1, 2)), g, Index(0, 0)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(1, 2, 0, 2)), g, Index(0, 1)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(1, 2, 0, 1)), g, Index(0, 2)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 2, 1, 2)), g, Index(1, 0)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 2, 0, 2)), g, Index(1, 1)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 2, 0, 1)), g, Index(1, 2)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 1, 1, 2)), g, Index(2, 0)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 1, 0, 2)), g, Index(2, 1)));
s.findBestMe(nash_validate(nash_mixed(g.subgame22(0, 1, 0, 1)), g, Index(2, 2)));
s.findBestMe(nash_pure(g));
if(!s.valid && verbose) {
// theory says this should never happen, but fp precision makes it possible
std::cerr << "No nash equilibrium found!" << std::endl;
}
return s;
}
struct PlayerState {
int balls;
int ducks;
PlayerState(int balls, int ducks) : balls(balls), ducks(ducks) {}
PlayerState doReload(int maxBalls) const {
return PlayerState(std::min(balls + 1, maxBalls), ducks);
}
PlayerState doThrow(void) const {
return PlayerState(std::max(balls - 1, 0), ducks);
}
PlayerState doDuck(void) const {
return PlayerState(balls, std::max(ducks - 1, 0));
}
std::array<double,3> flail(int maxBalls) const {
// opponent has obvious win;
// try stuff at random and hope the opponent is bad
(void) ducks;
int options = 0;
if(balls > 0) {
++ options;
}
if(balls < maxBalls) {
++ options;
}
if(ducks > 0) {
++ options;
}
std::array<double,3> p{};
if(balls < balls) {
p[0] = 1.0f / options;
}
if(balls > 0) {
p[1] = 1.0f / options;
}
return p;
}
};
class GameStore {
protected:
const int balls;
const int ducks;
const std::size_t playerStates;
const std::size_t gameStates;
public:
static std::string filename(int turn) {
return "nashdata_" + std::to_string(turn) + ".dat";
}
GameStore(int maxBalls, int maxDucks)
: balls(maxBalls)
, ducks(maxDucks)
, playerStates((balls + 1) * (ducks + 1))
, gameStates(playerStates * playerStates)
{}
std::size_t playerIndex(const PlayerState &p) const {
return p.balls * (ducks + 1) + p.ducks;
}
std::size_t gameIndex(const PlayerState &me, const PlayerState &them) const {
return playerIndex(me) * playerStates + playerIndex(them);
}
std::size_t fileIndex(const PlayerState &me, const PlayerState &them) const {
return 2 + gameIndex(me, them) * 2;
}
PlayerState stateFromPlayerIndex(std::size_t i) const {
return PlayerState(i / (ducks + 1), i % (ducks + 1));
}
std::pair<PlayerState, PlayerState> stateFromGameIndex(std::size_t i) const {
return std::make_pair(
stateFromPlayerIndex(i / playerStates),
stateFromPlayerIndex(i % playerStates)
);
}
std::pair<PlayerState, PlayerState> stateFromFileIndex(std::size_t i) const {
return stateFromGameIndex((i - 2) / 2);
}
};
class Generator : public GameStore {
static char toDat(NumT v) {
int iv = int(v * 256.0);
return char(std::max(std::min(iv, 255), 0));
}
std::vector<Value> next;
public:
Generator(int maxBalls, int maxDucks)
: GameStore(maxBalls, maxDucks)
, next()
{}
const Value &nextGame(const PlayerState &me, const PlayerState &them) const {
return next[gameIndex(me, them)];
}
void make_probabilities(
std::array<NumT, 9> &g,
const PlayerState &me,
const PlayerState &them
) const {
const int RELOAD = 0;
const int THROW = 1;
const int DUCK = 2;
g[RELOAD * 3 + RELOAD] =
nextGame(me.doReload(balls), them.doReload(balls)).me;
g[RELOAD * 3 + THROW] =
(them.balls > 0) ? -1
: nextGame(me.doReload(balls), them.doThrow()).me;
g[RELOAD * 3 + DUCK] =
nextGame(me.doReload(balls), them.doDuck()).me;
g[THROW * 3 + RELOAD] =
(me.balls > 0) ? 1
: nextGame(me.doThrow(), them.doReload(balls)).me;
g[THROW * 3 + THROW] =
((me.balls > 0) == (them.balls > 0))
? nextGame(me.doThrow(), them.doThrow()).me
: (me.balls > 0) ? 1 : -1;
g[THROW * 3 + DUCK] =
(me.balls > 0 && them.ducks == 0) ? 1
: nextGame(me.doThrow(), them.doDuck()).me;
g[DUCK * 3 + RELOAD] =
nextGame(me.doDuck(), them.doReload(balls)).me;
g[DUCK * 3 + THROW] =
(them.balls > 0 && me.ducks == 0) ? -1
: nextGame(me.doDuck(), them.doThrow()).me;
g[DUCK * 3 + DUCK] =
nextGame(me.doDuck(), them.doDuck()).me;
}
Game<3, 3> make_game(const PlayerState &me, const PlayerState &them) const {
static std::array<NumT, 9> globalValuesMe;
static std::array<NumT, 9> globalValuesThemT;
#pragma omp threadprivate(globalValuesMe)
#pragma omp threadprivate(globalValuesThemT)
make_probabilities(globalValuesMe, me, them);
make_probabilities(globalValuesThemT, them, me);
Game<3, 3> g(&globalValuesMe, &globalValuesThemT);
for(int i = 0; i < 3; ++ i) {
g.coordsMe[i] = i;
g.coordsThem[i] = i;
}
return g;
}
Strategy solve(const PlayerState &me, const PlayerState &them, bool verbose) const {
if(me.balls > them.balls + them.ducks) { // obvious answer
Strategy s;
s.probMe[1] = 1;
s.probThem = them.flail(balls);
s.expectedValue = Value(1, -1);
return s;
} else if(them.balls > me.balls + me.ducks) { // uh-oh
Strategy s;
s.probThem[1] = 1;
s.probMe = me.flail(balls);
s.expectedValue = Value(-1, 1);
return s;
} else if(me.balls == 0 && them.balls == 0) { // obvious answer
Strategy s;
s.probMe[0] = 1;
s.probThem[0] = 1;
s.expectedValue = nextGame(me.doReload(balls), them.doReload(balls));
return s;
} else {
return nash(make_game(me, them), verbose);
}
}
void generate(int turns, bool saveAll, bool verbose) {
next.clear();
next.resize(gameStates);
std::vector<Value> current(gameStates);
std::vector<char> data(2 + gameStates * 2);
for(std::size_t turn = turns; (turn --) > 0;) {
if(verbose) {
std::cerr << "Generating for turn " << turn << "..." << std::endl;
}
NumT maxDiff = 0;
NumT msd = 0;
data[0] = balls;
data[1] = ducks;
#pragma omp parallel for reduction(+:msd), reduction(max:maxDiff)
for(std::size_t meBalls = 0; meBalls < balls + 1; ++ meBalls) {
for(std::size_t meDucks = 0; meDucks < ducks + 1; ++ meDucks) {
const PlayerState me(meBalls, meDucks);
for(std::size_t themBalls = 0; themBalls < balls + 1; ++ themBalls) {
for(std::size_t themDucks = 0; themDucks < ducks + 1; ++ themDucks) {
const PlayerState them(themBalls, themDucks);
const std::size_t p1 = gameIndex(me, them);
Strategy s = solve(me, them, verbose);
NumT diff;
data[2+p1*2 ] = toDat(s.probMe[0]);
data[2+p1*2+1] = toDat(s.probMe[0] + s.probMe[1]);
current[p1] = s.expectedValue;
diff = current[p1].me - next[p1].me;
msd += diff * diff;
maxDiff = std::max(maxDiff, std::abs(diff));
}
}
}
}
if(saveAll) {
std::ofstream fs(filename(turn).c_str(), std::ios_base::binary);
fs.write(&data[0], data.size());
fs.close();
}
if(verbose) {
std::cerr
<< "Expectations changed by at most " << maxDiff
<< " (RMSD: " << std::sqrt(msd / gameStates) << ")" << std::endl;
}
if(maxDiff < 0.0001f) {
if(verbose) {
std::cerr << "Expectations have converged. Stopping." << std::endl;
}
break;
}
std::swap(next, current);
}
// Always save turn 0 with the final converged expectations
std::ofstream fs(filename(0).c_str(), std::ios_base::binary);
fs.write(&data[0], data.size());
fs.close();
}
};
void open_file(std::ifstream &target, int turn, int maxDucks, int maxBalls) {
target.open(GameStore::filename(turn).c_str(), std::ios::binary);
if(target.is_open()) {
return;
}
target.open(GameStore::filename(0).c_str(), std::ios::binary);
if(target.is_open()) {
return;
}
Generator(maxBalls, maxDucks).generate(200, false, false);
target.open(GameStore::filename(0).c_str(), std::ios::binary);
}
int choose(int turn, const PlayerState &me, const PlayerState &them, int maxBalls) {
std::ifstream fs;
open_file(fs, turn, std::max(me.ducks, them.ducks), maxBalls);
unsigned char balls = fs.get();
unsigned char ducks = fs.get();
fs.seekg(GameStore(balls, ducks).fileIndex(me, them));
unsigned char p0 = fs.get();
unsigned char p1 = fs.get();
fs.close();
// only 1 random number per execution; no need to seed a PRNG
std::random_device rand;
int v = std::uniform_int_distribution<int>(0, 254)(rand);
if(v < p0) {
return 0;
} else if(v < p1) {
return 1;
} else {
return 2;
}
}
int main(int argc, const char *const *argv) {
if(argc == 4) { // maxTurns, maxBalls, maxDucks
Generator(atoi(argv[2]), atoi(argv[3])).generate(atoi(argv[1]), true, true);
return 0;
}
if(argc == 7) { // turn, meBalls, themBalls, meDucks, themDucks, maxBalls
std::cout << choose(
atoi(argv[1]),
PlayerState(atoi(argv[2]), atoi(argv[4])),
PlayerState(atoi(argv[3]), atoi(argv[5])),
atoi(argv[6])
) << std::endl;
return 0;
}
return 1;
}
C ++ 11以降としてコンパイルします。パフォーマンスのために、OpenMPサポートを使用してコンパイルすることをお勧めします(ただし、これは速度のためだけであり、必須ではありません)
g++ -std=c++11 -fopenmp pain_in_the_nash.cpp -o pain_in_the_nash
これは、各ターンで何をすべきかを決定するためにナッシュ均衡を使用します。つまり、理論的には、対戦相手がどの戦略を使用しても、(多くのゲームにわたって)長期的に常に勝つか引き分けます。実際にそれが当てはまるかどうかは、実装でミスを犯したかどうかに依存します。ただし、このKoTHコンペティションは各対戦相手に対して1ラウンドしかないため、おそらくリーダーボードではあまりうまくいきません。
私の当初のアイデアは、ゲームの状態ごとに単純な評価関数を使用することでした(たとえば、各ボールは+ b、各アヒルは+ dの価値があります)。代わりに、これはゲームツリー全体を分析し、ターン1000から逆方向に動作し、各ゲームのパン方法に基づいて実際の評価を記入します。
結果は、ハードコーディングされた「明白な」ビヘイビアのいくつかを除いて、これがどの戦略を使用するのか全くわからないということです(相手がボール+ダックを持っているよりもボールが多い場合は雪玉を投げ、両方が出たらリロード雪玉の)。誰かがそれが生成するデータセットを分析したい場合、私は発見するいくつかの興味深い行動があると思います!
これを「Save One」に対してテストすると、長期的には実際に勝つことがわかりますが、わずかなマージン(1000ゲームの最初のバッチで514勝、486敗、0引き、509勝、491敗、0 2番目に描画します)。
重要!
これはそのまま使用できますが、それは素晴らしいアイデアではありません。中程度の開発者仕様のラップトップで完全なゲームツリーを生成するには、約9分かかります。しかし、生成された最終的な確率はファイルに保存され、その後は各ターンで乱数が生成され、2バイトと比較されるだけなので、非常に高速です。
すべてをショートカットするには、このファイル(3.5MB)をダウンロードして、実行可能ファイルのあるディレクトリに配置します。
または、次を実行して自分で生成することもできます。
./pain_in_the_nash 1000 50 25
収束するまで、ターンごとに1つのファイルが保存されます。各ファイルは3.5MBであり、ターン720(つまり、280ファイル、約1GB)で収束し、ほとんどのゲームはターン720の近くに到達しないため、事前収束ファイルの重要性は非常に低いことに注意してください。