Computer Go, Part 2

Last week I gave an introduction to Computer Go, and left off mentioning that the current hot topic is Monte-Carlo methods. These methods use repeated random gameplay to sample a position’s value.

How do programs use random gameplay to reach a good conclusion? While you can sample specific positions, you only have finite time. How do you balance simulating one interesting position over another?

A few years ago a breakthrough algorithm was published, called UCT (Upper Confidence Bounds applied to Trees). The algorithm attempts to minimize the amount of sampling needed to converge to an acceptable solution. It does this by treating each step in the game as a multi-armed bandit problem.

Bandit Problem

A bandit is a slot machine. Say you have a slot machine with some probability of giving you a reward. Let’s treat this reward as a random variable X. You don’t know the true value of X, but by playing the slot machine repeatedly, you can observe an empirical reward, which is just an average (\mu).

Now consider having k slot machines, each expressed as a random variable X_1 \ldots X_k. Once again, you don’t know the true value of any X_i. How can you choose the right slot machine such that you minimize your losses? That is, you want to minimize the loss you incur from not always playing the most optimal machine.

Well, if you knew the true values of each machine, you could just play on the one with the greatest reward! Unfortunately you don’t know the true values, so instead you conduct trials on each machine, giving you averages \mu_i. You can then use this information to play on the observed best machine, but that might not end up being the most optimal strategy. You really need to balance exploration (discovering \mu_i) with exploitation (taking advantage of the best \mu_i).

A paper on this problem published an algorithm called UCB1, or Upper Confidence Bounds, which attempts to minimize regret in such multi-armed bandit problems. It computes an upper confidence index for each machine, and the optimal strategy is to pick the machine with the highest such index. For more information, see the paper.

UCT

Levente Kocsis and Csaba Szepesvarí’s breakthrough idea was to treat the “exploration versus exploitation” dilemma as a multi-armed bandit problem. In this case, “exploration” is experimenting with different game positions, and “exploitation” is performing Monte-Carlo simulations on a given position to approximate its \mu_i. UCT forms a game tree of these positions. Each node in the UCT tree stores \mu_i and a “visit” counter. The confidence index for each node is computed as:

\mu_i + \sqrt{\frac{2\ln(parent.visits)}{child.visits}}

Each run of the algorithm traverses down the tree until it finds a suitable node on which to run a Monte-Carlo simulation. Once a node has received enough simulations, it becomes “mature,” and UCT will start exploring deeper through that position. Once enough overall simulations have been performed, any number of methods can be used to pick the best action from the top of the UCT tree.

How this all worked confused me greatly at first, so I made what is hopefully an easy flow-chart diagram. In my implementations, UCT starts with an empty tree (save for the initial moves the player can make).

UCT Algorithm

UCT converges to an acceptable solution very quickly, can be easily modified to run in parallel, and can be easily interrupted. It has seen massive success; all competitive Go programs now use it in some form.

Levente’s paper: click here

Next week: Monte-Carlo simulations and my project.

12 thoughts on “Computer Go, Part 2

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