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具有重要抽样的广义博弈策略评价

Strategy Evaluation in Extensive Games with Importance Sampling
课程网址: http://videolectures.net/icml08_johanson_see/  
主讲教师: Michael Johanson
开课单位: 阿尔伯塔大学
开课时间: 2008-08-07
课程语种: 英语
中文简介:
通常,代理评估通过蒙特卡洛估计来完成。然而,随机代理决策和随机结果可能使这种方法效率低下,需要许多样本才能进行准确估计。我们提出了一种新技术,可以用来同时评估许多策略,同时在广泛的游戏环境中玩单一策略。该技术基于重要性抽样,但利用两种新机制显着减少估计的方差。我们展示了它在扑克领域的有效性,其中随机性使传统评估成为问题。
课程简介: Typically agent evaluation is done through Monte Carlo estimation. However, stochastic agent decisions and stochastic outcomes can make this approach inefficient, requiring many samples for an accurate estimate. We present a new technique that can be used to simultaneously evaluate many strategies while playing a single strategy in the context of an extensive game. This technique is based on importance sampling, but utilizes two new mechanisms for significantly reducing variance in the estimates. We demonstrate its effectiveness in the domain of poker, where stochasticity makes traditional evaluation problematic.
关 键 词: 蒙特卡洛估计; 随机代理决策; 随机结果
课程来源: 视频讲座网
最后编审: 2019-04-18:cwx
阅读次数: 30