Real-Time Parallel Counterfactual Regret Minimization

Parallelization has played an instrumental role in the field of artificial intelligence (AI), drastically reducing the time taken to train and evaluate large AI models. In contrast to its impact in the broader field of AI, applying parallelization to computational game solving is relatively unexplored, despite its great potential. In this paper, we parallelize the family of counterfactual regret minimization (CFR) algorithms, which were central to important breakthroughs for solving large imperfect-information games. We present a generalized parallelization framework, reframing CFR as a series of linear algebra operations. Then, existing techniques for parallelizing linear algebra operations can be applied to accelerate CFR. We also describe how our technique can be applied to other tabular members of the CFR family of algorithms, including the state-of-the-art, such as CFR+, discounted CFR, and predictive variants of CFR. Experimentally, we show that our CFR implementation on a GPU is up to four orders of magnitude faster than Google DeepMind OpenSpiel's CFR implementations on a CPU.

Counterfactual regret minimization (CFR) is one of the few large numerical workloads that still runs faster on CPUs than on GPUs. Each iteration sweeps a game tree with up to billions of states in millions of small, interdependent gather and scatter steps issued through a generic tree interface. On a GPU every kernel finishes in microseconds, so kernel launches and framework dispatch dominate the run time, and prior GPU implementations have lost to optimized CPU code. We observe that for a fixed game, everything about a CFR iteration except the numerical values is known before the first iteration runs. We propose GPU-CFR, a compiler and runtime built on this observation. It compiles any game once into static dataflow: flat edge and information-set arrays, precomputed indices, and depth-level batched passes fix the entire operation sequence, and only solver state changes between iterations. Static chance folding, depth-level execution blocks, and a dual-lane reach buffer cut the number of framework operations by up to 18.1x. Because shapes, indices, and buffer addresses never change, CUDA Graph Replay records the iteration once and replays it with a single graph launch. On one A100, across an eight-game suite that spans card games, dice games, and board games, GPU-CFR runs 29.8--80.4x faster than the fastest prior GPU CFR on the same accelerator, and 14--258x faster than LiteEFG, one of the fastest open-source CPU implementations, on the four largest games. The compiled representation carries most of that margin: on eight CPU threads with no accelerator it is already 2.2--51.1x faster than the GPU baseline. On the CPU the optimized path reproduces the reference iterates bitwise, and tree construction and graph capture pay for themselves within the first solve. GPU-CFR beats every CPU and GPU baseline on the mid-to-large games of the suite without changing the update rule.

Imperfect Information Games (IIGs) are used to model games under uncertainty or lack complete information. Counterfactual Regret Minimization (CFR) is one of the most successful families of algorithms for IIGs. The integration of skill-based strategy learning with CFR could potentially mirror more human-like decision-making and improve learning on complex IIGs. It enables the learning of a hierarchical strategy, wherein low-level components represent skills for solving subgames and the high-level component manages the transition between skills. In this paper, we introduce the first hierarchical version of Deep CFR (HDCFR), an innovative method that boosts learning efficiency in tasks involving extensively large state spaces and deep game trees. Notably, HDCFR enables learning with predefined (human) expertise and extracting skills transferable to similar tasks. We first present the algorithm and establish its theory in a tabular setting, including hierarchical CFR update rules and a variance-reduced Monte Carlo sampling extension for the model-free setting, where backtracking is infeasible. We then extend HDCFR to large-scale tasks via deep learning objectives that match the tabular targets under exact function fitting. Code: https://anonymous.4open.science/r/HDCFR_RUN-677B.