Paper:
A Unified Framework for Extensive-Form Game Abstraction with Bounds
Abstraction has long been a key component in the practical solving of large-scale extensive-form games. Despite this, abstraction remains poorly understood. There have been some recent theoretical results but they have been confined to specific assumptions on abstraction structure and are specific to various disjoint types of abstraction, and specific solution concepts, for example, exact Nash equilibria or strategies with bounded immediate regret. In this paper we present a unified framework for analyzing abstractions that can express all types of abstractions and solution concepts used in prior papers with performance guarantees-while maintaining comparable bounds on abstraction quality. Moreover, our framework gives an exact decomposition of abstraction error in a much broader class of games, albeit only in an ex-post sense, as our results depend on the specific strategy chosen. Nonetheless, we use this ex-post decomposition along with slightly weaker assumptions than prior work to derive generalizations of prior bounds on abstraction quality. We also show, via counterexample, that such assumptions are necessary for some games. Finally, we prove the first bounds for how ✏-Nash equilibria computed in abstractions perform in the original game. This is important because often one cannot afford to compute an exact Nash equilibrium in the abstraction. All our results apply to general-sum n-player games.

Review:
SUMMARY The paper presents a bound on the quality of the strategy for extensive-form games computed using abstraction. This bound is general enough to generalize previous works and extend beyond it. The paper is purely theoretical and does not include any experiments.  QUALITY The proofs presented in the supplementary materials seem to be correct. However, they take a lot of effort to verify, because of     i) the technical nature of the problem,     ii) the choice of notation (see Clarity),     iii) the fact that a lot of work is left to the reader (proofs of Lemma 1 and Proposition 1),                                    iv) using mathematical objects which were not properly introduced (see Q1 and Q2).      CLARITY   * The paper is clearly organized and well written. The only unclear part is in Section 3, and the problem there is minor (see C1).   * The paper is very technical, which is unavoidable. However, the corresponding notation is sometimes unnecessarily complicated, and the logic behind it is inconsistent (see the C) comments). If the paper aims to present a unified framework for EFG abstraction bounds, I consider this a major drawback.  ORIGINALITY   * The main result of the paper is an exact formula describing the error caused by working with an abstracted version of an extensive form game. This yields a unified description of the error from which two different prior results can be derived. However, the presented formula can also be applied to problems which none of the prior results was able to address (Section 7).   * The authors claim that their results produce tighter bounds than the prior results. This is definitely true formally, but I do not know whether it makes a useful difference in practice. While this wouldn't be the main selling point of the paper, it would be nice to illustrate the bounds on a specific example.   SIGNIFICANCE  The paper addresses an important problem: abstractions are a technique which is very useful (and very often used) in practice. The paper makes a major contribution to this problem by presenting a widely applicable bound on the error caused by abstraction.   DETAILED COMMENTS OF SERIOUS IMPORTANCE:   Q1) The explanation of the notation around pure strategies at the beginning of Section 6 is unclear and confusing. I do not understand what is meant by \pi^{\cdot}(I|\vec a) in the RHS of the bound in the proposition. As a result, I am unable check the correctness of Proposition 1. Q2) A symbol \delta_{I'_I} suddenly appears on line 208 with no explanation or definition (and is used more times after that). It should be explicitly defined when introducing abstractions. Q3) It is not obvious how the conditional reach probabilities on line 101 are defined. Since this is central to the paper, this should be noted explicitly. How are they defined when the reach probability is zero? Q4) The definition of the counterfactual value on line 158 seems to be wrong --  shouldn't there be one term which only depends on \sigma_{-i} and another which depends on the whole \sigma? Also cf. (5) from Zinkevich et al. 2007, cited at line 155. (This seems to be a typo rather than an error.)    C1) On line 121, an abstraction is explained as a two-stage process, and a high-level description of the first step is given. This step is then described in more detail -- however this description spans over 20 lines. It would be better to first give a high-level description of both steps, and only then describe these steps in more detail (or improve the clarity some other way).  C2) The paper deals with an 'original' game \Gamma = (H,Z,A,P,\pi_o,{\mathcal I_i},{u_i}), it's perfect-recall abstraction (H',Z',A',P',\pi'_o,\mathcal P',{u'_i}), and a general abstraction \Gamma' = (H',Z',A',P',\pi'_o,{\mathcal I'_i},{u'_i}). I have several issues related to this choice:     i) For an information set I in the original game, the authors for example the object Z_I (as derived from Z and I). If I' is an information set in the abstraction, they denote the analogous object as Z_{I'}. This seems wrong, as this object is derived from Z' and I', and should therefore be denoted as Z'_{I'}. This issue concerns most of the symbols used throughout the paper and I believe the suggested change would make the technical statement much easier to process.     ii) The symbols P' (for the abstract player function) and \mathcal P' (for perf.recall inf. sets) look too similar. Consider changing one of them.     iii) Most of the objects underlying the perfect-recall abstraction and the general abstraction are identical. However, the reader needs to be aware at all times whether he is currently working with an object from the p.r. abstraction or the general abstraction, as different methods apply in these two contexts. I propose using different symbols in each context but mentioning that some of them in fact correspond to the same objects. For example:  "\Gamma = (H,Z,A,P,\pi_o,{\mathcal I_i},{u_i}) for the original game,   \hat \Gamma = (\hat H,\hat Z,\hat A,\hat P,\hat \pi_o, {\hat \mathcal I_i},\hat {u_i}) for the perfect recall abstraction,  \Gamma' = (H',Z',A',P',\pi'_o,{\mathcal I'_i},{u'_i}) for the general abstraction,  where with the exception of \hat \mathcal I_i and \mathcal I', all of the corresponding \hat \cdot and (\cdot)' objects are identical."     Other solutions are possible, but I believe that some change is necessary.     iv) The authors consistently use u_i instead of u'_i for the abstract utility function. Either fix this or mention explicitly.  C3) When using two objects of the same type (e.g. two information sets), authors consistently denote the second object with a hat (e.g. I and \hat I). This is consistent with some of the prior work, but it gets extremely impractical in the presence of indices, primes etc. (e.g. \hat I'_{\hat I} on line 195). Strongly consider using adjacent alphabet letters instead (e.g. I and J instead of I and \hat I). Also applies to terminal nodes.  C4) In mapping f : I \mapsto f(I)=I'_I  (line 121-123), I' is understood as constant and the subscript I as a variable. This dual usage of I is unfortunate. Also, it clashes with using I' as a generic (non p.r.) abstract information set. Throughout the paper, f(I) and I'_I is used interchangeably. Moreover, a generic p.r. abstract inf. sets are also denoted as I'_I, even in context where no original inf. set I exists. I strongly suggest only using f(I), and never I'_I, and denoting a generic p.r. abstraction inf. set as \hat I (or \tilde I, I^R, I^P, I^{PR}, or anything else which is simple and doesn't clash with I'). The second part also applies to terminal nodes (e.g. use z / \hat z / z' instead of z / \hat z' / z' as generic original / p.r. abstract / abstract terminal nodes).  C5) The mappings \phi_I and \phi_{I'_I}, introduced on line 134 and 149, are confusing. I suggest two changes: First, they have very different domains, so consider using different symbols for each of them (e.g. \phi and \psi, or \phi and \hat \phi). Second, drop the subscripts (e.g. \phi instead of \phi_I) -- the condition \phi(Z_{I}^a) = Z^{g(a)}_{f(I)} from line 136 has to be explicitly stated anyway).  C6) The logic behind the notation introduced on lines 104-109 is inconsistent and unintuitive. For a given information set I, the authors denote the set of terminal nodes somewhere below I as \mathcal Z_I, and the set of information sets directly below I as Z_I (without \mathcal). They also work with the set of information sets somewhere (resp. directly) below I, but denote these as \mathcal D_I and \mathcal C_I. Please either change the notation for terminal nodes to \mathcal Z_I and \mathcal Y_I, or the notation for information sets to \mathcal C_I and C_I, or choose some other consistent variant (e.g. Z_{I,a} and C_{I,a} for "somewhere below" and Z_{I,a}^{ch}, C_{I,a}^{ch} for "directly below").  C7) Explain the motivation behind the 'Z^\Rrightarrow'-like symbols (line 139).   After response:  I agree with reviewer #2 that the usefulness of the bounds can be better motivated, but I think the bounds give us insights into the relation of the error of the abstraction and the final strategy. Try to elaborate on the lessons learned.  Q2: No, there really is an undefined \delta in equation (6) in the submission I am looking at.