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arXiv:2310.08473 · Quantum

No-Regret Learning and Equilibrium Computation in Quantum Games

Wayne Lin, Georgios Piliouras, Ryann Sim, Antonios Varvitsiotis

Published Dec 17, 2024• 4 citations
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Abstract

As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as solution concepts of strategic quantum interactions, but these approaches did not directly connect to decentralized adaptive setups where agents possess limited information. This paper delves into the dynamics of quantum-enabled agents within decentralized systems that employ no-regret algorithms to update their behaviors over time. Specifically, we investigate two-player quantum zero-sum games and polymatrix quantum zero-sum games, showing that no-regret algorithms converge to separable quantum Nash equilibria in time-average. In the case of general multi-player quantum games, our work leads to a novel solution concept, that of the separable quantum coarse correlated equilibria (QCCE), as the convergent outcome of the time-averaged behavior no-regret algorithms, offering a natural solution concept for decentralized quantum systems. Finally, we show that computing QCCEs can be formulated as a semidefinite program and establish the existence of entangled (i.e., non-separable) QCCEs, which are unlearnable via the current paradigm of no-regret learning.

DOI
10.22331/q-2024-12-17-1569

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As quantum processors advance, the emergence of large-scale decentralized systems involving interacting quantum-enabled agents is on the horizon. Recent research efforts have explored quantum versions of Nash and correlated equilibria as solution concepts of strategic quantum interactions, but these approaches did not directly connect to decentralized adaptive setups where agents possess limited information. This paper delves into the dynamics of quantum-enabled agents within decentralized systems that employ no-regret algorithms to update their behaviors over time. Specifically, we investigate two-player quantum zero-sum games and polymatrix quantum zero-sum games, showing that no-regret algorithms converge to separable quantum Nash equilibria in time-average. In the case of general multi-player quantum games, our work leads to a novel solution concept, that of the separable quantum coarse correlated equilibria (QCCE), as the convergent outcome of the time-averaged behavior no-regret algorithms, offering a natural solution concept for decentralized quantum systems. Finally, we show that computing QCCEs can be formulated as a semidefinite program and establish the existence of entangled (i.e., non-separable) QCCEs, which are unlearnable via the current paradigm of no-regret learning.
Computing Nash equilibria of zero-sum games in classical and quantum settings is extensively studied. For general-sum games, computing Nash equilibria is PPAD-hard and the computing of a more general concept called correlated equilibria has been widely explored in game theory. In this paper, we initiate the study of quantum algorithms for computing ε\varepsilonε-approximate correlated equilibria (CE) and coarse correlated equilibria (CCE) in multi-player normal-form games. Our approach utilizes quantum improvements to the multi-scale Multiplicative Weight Update (MWU) method for CE calculations, achieving a query complexity of O~(mn)\tilde{O}(m\sqrt{n})O~(mn​) for fixed ε\varepsilonε. For CCE, we extend techniques from quantum algorithms for zero-sum games to multi-player settings, achieving query complexity O~(mn/ε2.5)\tilde{O}(m\sqrt{n}/\varepsilon^{2.5})O~(mn​/ε2.5). Both algorithms demonstrate a near-optimal scaling in the number of players mmm and actions nnn, as confirmed by our quantum query lower bounds.
Learning in games has emerged as a powerful tool for machine learning with numerous applications. Quantum games model interactions between strategic players who have access to quantum resources, and several recent works have studied learning in the competitive regime of quantum zero-sum games. Going beyond this setting, we introduce quantum common-interest games (CIGs) where players have density matrices as strategies and their interests are perfectly aligned. We bridge the gap between optimization and game theory by establishing the equivalence between KKT (first-order stationary) points of an instance of the Best Separable State (BSS) problem and the Nash equilibria of its corresponding quantum CIG. This allows learning dynamics for the quantum CIG to be seen as decentralized algorithms for the BSS problem. Taking the perspective of learning in games, we then introduce non-commutative extensions of the continuous-time replicator dynamics and the discrete-time best response dynamics/linear multiplicative weights update for learning in quantum CIGs. We prove analogues of classical convergence results of the dynamics and explore differences which arise in the quantum setting. Finally, we corroborate our theoretical findings through extensive experiments.
This paper is concerned with complexity theoretic aspects of a general formulation of quantum game theory that models strategic interactions among rational agents that process and exchange quantum information. In particular, we prove that the computational problem of finding an approximate Nash equilibrium in a broad class of quantum games is, like the analogous problem for classical games, included in (and therefore complete for) the complexity class PPAD. Our main technical contribution, which facilitates this inclusion, is an extension of prior methods in computational game theory to strategy spaces that are characterized by semidefinite programs.
We propose the first online quantum algorithm for solving zero-sum games with O~(1)\widetilde O(1)O(1) regret under the game setting. Moreover, our quantum algorithm computes an ε\varepsilonε-approximate Nash equilibrium of an m×nm \times nm×n matrix zero-sum game in quantum time O~(m+n/ε2.5)\widetilde O(\sqrt{m+n}/\varepsilon^{2.5})O(m+n​/ε2.5). Our algorithm uses standard quantum inputs and generates classical outputs with succinct descriptions, facilitating end-to-end applications. Technically, our online quantum algorithm "quantizes" classical algorithms based on the optimistic multiplicative weight update method. At the heart of our algorithm is a fast quantum multi-sampling procedure for the Gibbs sampling problem, which may be of independent interest.
Recent developments in domains such as non-local games, quantum interactive proofs, and quantum generative adversarial networks have renewed interest in quantum game theory and, specifically, quantum zero-sum games. Central to classical game theory is the efficient algorithmic computation of Nash equilibria, which represent optimal strategies for both players. In 2008, Jain and Watrous proposed the first classical algorithm for computing equilibria in quantum zero-sum games using the Matrix Multiplicative Weight Updates (MMWU) method to achieve a convergence rate of O(d/ϵ2) iterations to ϵ -Nash equilibria in the 4d -dimensional spectraplex. In this work, we propose a hierarchy of quantum optimization algorithms that generalize MMWU via an extra-gradient mechanism. Notably, within this proposed hierarchy, we introduce the Optimistic Matrix Multiplicative Weights Update (OMMWU) algorithm and establish its average-iterate convergence complexity as O(d/ϵ) iterations to ϵ -Nash equilibria. This quadratic speed-up relative to Jain and Watrous' original algorithm sets a new benchmark for computing ϵ -Nash equilibria in quantum zero-sum games.
We derive sublinear-time quantum algorithms for computing the Nash equilibrium of two-player zero-sum games, based on efficient Gibbs sampling methods. We are able to achieve speed-ups for both dense and sparse payoff matrices at the cost of a mildly increased dependence on the additive error compared to classical algorithms. In particular we can find ε\varepsilonε-approximate Nash equilibrium strategies in complexity O~(n+m/ε3)\tilde{O}(\sqrt{n+m}/\varepsilon^3)O~(n+m​/ε3) and O~(s/ε3.5)\tilde{O}(\sqrt{s}/\varepsilon^{3.5})O~(s​/ε3.5) respectively, where n×mn\times mn×m is the size of the matrix describing the game and sss is its sparsity. Our algorithms use the LP formulation of the problem and apply techniques developed in recent works on quantum SDP-solvers. We also show how to reduce general LP-solving to zero-sum games, resulting in quantum LP-solvers that have complexities O~(n+mγ3)\tilde{O}(\sqrt{n+m}γ^3)O~(n+m​γ3) and O~(sγ3.5)\tilde{O}(\sqrt{s}γ^{3.5})O~(s​γ3.5) for the dense and sparse access models respectively, where γγγ is the relevant "scale-invariant" precision parameter