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PostPosted: Thu Aug 29, 2013 11:01 am 
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I don't think I fully understand how CFRM is supposed to work. I wasn't able to get the whole procedure from Alberta papers but maybe I missed some crucial one, please feel free to link me if there is something which describes it well.
I will describe my understanding of the algorithm (first CFRM and then MCFRM) and ask questions throughout. Feel free to comment on anything/criticize and especially answer my questions :)

Let's say I want to solve the following simple game:
-2players
-action start on the turn, let's assume it's: Kh 8s 2c 2d
-starting ranges are small so one bucket = one combo (to make it all easier to think about)
-first player can bet (the pot) or check on the turn and river
-second player can only check back, call or fold

Now, before first iteration I need to set some arbitrary strategies to start from.
Let's say 1st player bets top 40% of his range in every node and check the rest and 2nd player calls 40% of his range.

Q1)is this starting strategy correct or do I need to have every hand with some probability in every path ? (so say KsKd bets with probability 50% and checks with probability 50% on the flop ?)

Now I wan to do a step for 1st player. My understanding is that I need to pick a bucket (is that correct or do I do that for all buckets in one step ?), let's say it's 6h5h. Current strategy is to check it on both streets. How do I go about calculating CFR ? My understanding is that I try all possible paths (so bet and check) and the difference between current strategy and most exploitive (vs current 2nd player strategy) is CFR

Q2) is that understanding correct ?
Q3) if so what do on river nodes ? (there are 48 of them). Do I choose the best course of action for given hand ? Or current strategy in those nodes ?

So now when I calculate the CFR (I surely made many mistakes in my description but at this point assume I have it to be able to ask more questions :)). It turned out that it's profitable to bet 6h5h on both turn and all rivers. So now my understanding is that I take this new (max exploitive) strategy and calculate average (weighted average with weight 1/n for nth step) of it and current strategy ?

Q4) is that correct way ?
Q5) do I change all the nodes ? (so turn and all rivers) or just the turn ?

Now, after first step strategy for 6h5h should be bet 50% and check 50% on the turn and all rivers (because average) and I was to repeat that step it would be 66% for bet and 33% for check.
This procedure seem kinda expensive for big trees (calculating max exploitive path for a bucket is not fast) but in one Alberta paper the author claimed he got 700iterations/second on some ancient hardware. This make me think I don't understand fully what he is doing.

It turned longer than expected so I will leave questions about MCFRM for now as I would like to make sure my understanding of basic CFRM is sufficient.

Any advice/comments much appreciated !


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