OpenSpiel's Deep CFR records strategy samples at opponent nodes during the traverser's tree walk; storing on traverser nodes under external sampling drops the ρ_p reach factor and biases the average-policy estimate. Reject that config combination at load time and add a research note deriving why outcome sampling is unaffected while external is not. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
6.4 KiB
Strategy Memory Recording Location: Traverser vs. Opponent Nodes
Last verified: 2026-05-07, commit edad3b4
Source: prompted by static-review feedback claiming our default
store_strategy_on_traverser_nodes: true is the reverse of the OpenSpiel
Deep CFR convention.
Question
Our default config records strategy samples at the traverser's own info
states during a traversal. OpenSpiel's reference Deep CFR records them at
the opponent's info states. Does this difference bias the average-policy
estimate, and does the answer depend on sampling_mode?
Short answer: for the current outcome-sampling default it is empirically
fine, but if we ever flip sampling_mode: external we must also flip these
two flags or the strategy memory will diverge from the OpenSpiel
convention. The bias direction differs between sampling modes; the safe
rule is "use OpenSpiel's convention (opp nodes, opp info state) for
external; either is acceptable for outcome".
Code reference
Our recording site,
src/coolrl_lost_cities/games/classic/deep_cfr/traversal.pyx,
_record_strategy (line 877):
cdef void _record_strategy(self, info_state, legal, policy, player,
traverser, iteration, depth, stats):
if player == traverser:
if not self.store_strategy_on_traverser_nodes:
return
elif not self.store_strategy_on_opponent_nodes:
return
...
self.strategy_samples.append(TrainingSample(
info_state=info_state, target=target, legal_mask=legal_mask,
iteration=iteration, player=player,
))
Called unconditionally at every decision node (line 323) before the
sampling-mode branch. The info_state is computed by _policy(state, player, ...) for the current acting player, which is the right thing in
both conventions.
configs/deep_cfr/default.yaml sets:
store_strategy_on_traverser_nodes: true
store_strategy_on_opponent_nodes: false
OpenSpiel reference
(open_spiel/python/pytorch/deep_cfr.py::_traverse_game_tree):
elif state.current_player() == player:
# ... compute regrets, append to ADVANTAGE buffer
self._append_to_advantage_buffer(player, data)
return cfv
else:
other_player = state.current_player()
_, strategy = self._sample_action_from_advantage(state, other_player)
# ...
data = StrategyMemory(
np.array(state.information_state_tensor(other_player), ...),
np.array(self._iteration, ...),
np.array(strategy, dtype=np.float32),
)
self._append_to_stategy_buffer(data)
OpenSpiel: strategy samples are appended only at opponent nodes during traverser=p's external-sampling tree walk, using the opponent's info state.
Mechanism: why the convention differs by sampling mode
Average policy theory: π̄_p(I) = Σ_t ρ_p^t(I) · σ_p^t(I) / Σ_t ρ_p^t(I), where ρ_p^t(I) is player p's contribution to the reach probability of I at iteration t. The strategy network minimizes (CE/MSE) loss against samples (I, σ_p^t(I)); the empirical sample distribution should be ∝ ρ_p(I) for the regression to converge to π̄_p.
External sampling (OpenSpiel default)
During p's traversal:
- At p-nodes, p enumerates all legal actions — so p's branching contributes no probability factor. Visit count at p-info-state I scales as ρ_opp(I).
- At opp-nodes, opp samples one action ~ σ_opp. Visit count at opp-info-state I scales as ρ_p(I) · ρ_opp(I).
To get π̄_opp samples weighted by ρ_opp, OpenSpiel records at opp-nodes during p's traversal. The ρ_p factor on top is the iteration-mixing factor (opp's strategy was fit while p was traversing) — over alternating-player iterations this averages out as both players take turns being traverser.
If we instead recorded at p-nodes during p's traversal in external mode, the empirical density would be ∝ ρ_opp(I_p) — which drops the ρ_p factor we wanted, and overweights deep p-side info states reachable mostly through opp-uniform play. That is the bias the reviewer flagged.
Outcome sampling (our default)
During p's traversal both players sample on-policy along a single trajectory:
- p-node info state I: visit prob ∝ ρ_p(I) · ρ_opp(I)
- opp-node info state I: visit prob ∝ ρ_p(I) · ρ_opp(I)
Both conventions give the same sample density up to the mixing factor of the other player's reach. Neither is exactly ρ_p(I) without an importance-sampling correction. The two are equivalent in expectation modulo variance.
In practice we use uniform-priority reservoir sampling on the strategy buffer rather than reach-weighted regression, so the residual ρ_other factor is absorbed into "training-data distribution we accept" — it is not a correctness bug, it is the Deep CFR approximation choice for both conventions.
Audit: what our default does in each mode
sampling_mode |
store_on_traverser |
store_on_opp |
OpenSpiel-equivalent? | Bias risk |
|---|---|---|---|---|
outcome (current default) |
true | false | n/a — OpenSpiel doesn't ship outcome Deep CFR | low; symmetric |
external (if user flips) |
true | false | NO — reversed | high — drops ρ_p factor on π̄ samples |
external + flip flags |
false | true | yes | matches reference |
Practical implication
-
The current default (outcome + traverser-node strategy) is not a bug for the algorithm we are actually running. Keep it.
-
Add a config validation that warns/errors when
sampling_mode: externalis paired withstore_strategy_on_traverser_nodes: trueorstore_strategy_on_opponent_nodes: false. This is the easy guardrail that catches the reviewer's scenario. -
When introducing an
open_spiel_like.yamlpreset for parity experiments, set:traversal: sampling_mode: external store_strategy_on_traverser_nodes: false store_strategy_on_opponent_nodes: true -
Do not change the outcome-mode default to match OpenSpiel's external-mode convention — that would be a cargo-cult fix; the underlying reach-distribution argument does not transfer.
References
- Brown, Lerer, Gross, Sandholm. Deep Counterfactual Regret Minimization. ICML 2019. (Algorithm 1 — strategy memory M_Π collection.)
- OpenSpiel
python/pytorch/deep_cfr.py,DeepCFRSolver._traverse_game_tree(commit master @ 2026-05-07). docs/research/outcome-sampling-target.md— companion note on the advantage-target side of outcome sampling.