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DiffNash addresses a critical bottleneck in multi-agent reinforcement learning by leveraging diffusion models to represent complex, multi-modal strategy distributions in high-dimensional continuous games. The method introduces a novel score-matching objective and importance weighting scheme that allows iterative game-solving algorithms like Online Mirror Descent to converge faster without requiring direct samples from updated policies. This advancement significantly narrows the Nash gap on benchmark problems such as forest protection and Colonel Blotto, offering a robust framework for solving equilibrium computation where traditional neural policies fail.
DiffNash: Finding Nash Equilibrium in High-Dimensional Continuous Action Spaces with Diffusion Policies
arXiv:2610.15932v1 Announce Type: cross Abstract: Computing equilibria in high-dimensional continuous games requires learning and representing rich, multi-modal strategy distributions, something conventional neural policies struggle to achieve. Diffusion models offer a natural solution, but standard diffusion training requires direct samples from a fixed target distribution, which are generally unavailable under iterative game-solving updates. We propose a diffusion-based framework for equilibrium computation that enables diffusion-based variants of Online Mirror Descent (OMD) and Fictitious Play (FP). Our approach derives a reweighted score-matching objective that trains diffusion policies without requiring direct samples from each updated policy. Our main method, DiffNash, combines the fast convergence of OMD with the sample efficiency of FP by reusing past actions through a replay buffer. To correct the resulting distribution shift from sample reuse, we derive an unbiased estimator of the difference between current and past policies' Evidence Lower Bounds, whose exponential provides a tractable proxy for the corresponding importance weight without evaluating diffusion likelihoods. We evaluate our approach on forest protection games and continuous Colonel Blotto games, reducing the Nash gap over the strongest baseline by 35.6% and 24.7%, respectively, with minimal hyperparameter tuning.
Abstract:Computing equilibria in high-dimensional continuous games requires learning and representing rich, multi-modal strategy distributions, something conventional neural policies struggle to achieve. Diffusion models offer a natural solution, but standard diffusion training requires direct samples from a fixed target distribution, which are generally unavailable under iterative game-solving updates. We propose a diffusion-based framework for equilibrium computation that enables diffusion-based variants of Online Mirror Descent (OMD) and Fictitious Play (FP). Our approach derives a reweighted score-matching objective that trains diffusion policies without requiring direct samples from each updated policy. Our main method, DiffNash, combines the fast convergence of OMD with the sample efficiency of FP by reusing past actions through a replay buffer. To correct the resulting distribution shift from sample reuse, we derive an unbiased estimator of the difference between current and past policies' Evidence Lower Bounds, whose exponential provides a tractable proxy for the corresponding importance weight without evaluating diffusion likelihoods. We evaluate our approach on forest protection games and continuous Colonel Blotto games, reducing the Nash gap over the strongest baseline by 35.6% and 24.7%, respectively, with minimal hyperparameter tuning.
Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Computer Science and Game Theory (cs.GT); Multiagent Systems (cs.MA)
arXiv:2610.15932 [cs.LG]
(or arXiv:2610.15932v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2610.15932 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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