*For DjangoCon 2015, Jeff Bradberry created an A.I. for our booth game, Ultimate Tic Tac Toe. Reprinted here from jeffbradberry.com is his explanation of the Monte Carlo Tree Search used to build the A.I.*

The subject of game AI generally begins with so-called *perfect
information* games. These are turn-based games where the players have
no information hidden from each other and there is no element of
chance in the game mechanics (such as by rolling dice or drawing cards
from a shuffled deck). Tic Tac Toe, Connect 4, Checkers, Reversi,
Chess, and Go are all games of this type. Because everything in this
type of game is fully determined, a tree can, in theory, be
constructed that contains all possible outcomes, and a value assigned
corresponding to a win or a loss for one of the players. Finding the
best possible play, then, is a matter of doing a search on the tree,
with the method of choice at each level alternating between picking
the maximum value and picking the minimum value, matching the
different players' conflicting goals, as the search proceeds down the
tree. This algorithm is called Minimax.

The problem with Minimax, though, is that it can take an impractical
amount of time to do a full search of the game tree. This is
particularly true for games with a high *branching factor*, or high
average number of available moves per turn. This is because the basic
version of Minimax needs to search all of the nodes in the tree to
find the optimal solution, and the number of nodes in the tree that
must be checked grows exponentially with the branching factor. There
are methods of mitigating this problem, such as searching only to a
limited number of moves ahead (or *ply*) and then using an *evaluation
function* to estimate the value of the position, or by pruning branches
to be searched if they are unlikely to be worthwhile. Many of these
techniques, though, require encoding domain knowledge about the game,
which may be difficult to gather or formulate. And while such methods
have produced Chess programs capable of defeating grandmasters,
similar success in Go has been elusive, particularly for programs
playing on the full 19x19 board.

However, there is a game AI technique that does do well for games with
a high branching factor and has come to dominate the field of Go
playing programs. It is easy to create a basic implementation of this
algorithm that will give good results for games with a smaller
branching factor, and relatively simple adaptations can build on it
and improve it for games like Chess or Go. It can be configured to
stop after any desired amount of time, with longer times resulting in
stronger game play. Since it doesn't necessarily require
game-specific knowledge, it can be used for general game playing. It may even
be adaptable to games that incorporate randomness in the rules. This
technique is called Monte Carlo Tree Search. In this article I will
describe how Monte Carlo Tree Search (MCTS) works,
specifically a variant called Upper Confidence bound applied to Trees (UCT)
, and then will show you how to build a basic implementation in Python.

Imagine, if you will, that you are faced with a row of slot machines,
each with different payout probabilities and amounts. As a rational
person (if you are going to play them at all), you would prefer to use
a strategy that will allow you to maximize your net gain. But how can
you do that? For whatever reason, there is no one nearby, so you
can't watch someone else play for a while to gain information about
which is the best machine. Clearly, your strategy is going to have to
balance playing all of the machines to gather that information
yourself, with concentrating your plays on the observed best machine.
One strategy, called Upper Confidence Bound 1 (UCB1), does
this by constructing statistical *confidence intervals* for each
machine

*x*_{i}±√((2ln*n*)/(*n*_{i}))

where:

*x*_{i}: the mean payout for machine *i*
*n*_{i}: the number of plays of machine *i*
*n*: the total number of plays

Then, your strategy is to pick the machine with the highest upper
bound each time. As you do so, the observed mean value for that
machine will shift and its confidence interval will become narrower,
but all of the other machines' intervals will widen. Eventually, one
of the other machines will have an upper bound that exceeds that of
your current one, and you will switch to that one. This strategy has
the property that your *regret*, the difference between what you would
have won by playing solely on the actual best slot machine and your
expected winnings under the strategy that you do use, grows only as
O(ln*n*). This is the same big-O growth rate as the
theoretical best for this problem (referred to as the *multi-armed
bandit problem*), and has the additional benefit of being easy to
calculate.

And here's how Monte Carlo comes in. In a standard Monte Carlo
process, a large number of random simulations are run, in this case,
from the board position that you want to find the best move for.
Statistics are kept for each possible move from this starting state,
and then the move with the best overall results is returned. The
downside to this method, though, is that for any given turn in the
simulation, there may be many possible moves, but only one or two that
are good. If a random move is chosen each turn, it becomes extremely
unlikely that the simulation will hit upon the best path forward. So,
UCT has been proposed as an enhancement. The idea is this: any given
board position can be considered a multi-armed bandit problem, if
statistics are available for all of the positions that are only one
move away. So instead of doing many purely random simulations, UCT
works by doing many multi-phase *playouts*.

The first phase, *selection*, lasts while you have the statistics
necessary to treat each position you reach as a multi-armed bandit
problem. The move to use, then, would be chosen by the UCB1 algorithm
instead of randomly, and applied to obtain the next position to be
considered. Selection would then proceed until you reach a position
where not all of the child positions have statistics recorded.

Selection. Here the positions and moves selected by the UCB1 algorithm at each step are marked in bold. Note that a number of playouts have already been run to accumulate the statistics shown. Each circle contains the number of wins / number of times played.

The second phase, *expansion*, occurs when you can no longer apply
UCB1. An unvisited child position is randomly chosen, and a new
record node is added to the tree of statistics.

Expansion. The position marked 1/1 at the bottom of the tree has no further statistics records under it, so we choose a random move and add a new record for it (bold), initialized to 0/0.

After expansion occurs, the remainder of the playout is in phase 3,
*simulation*. This is done as a typical Monte Carlo simulation,
either purely random or with some simple weighting heuristics if a
*light playout* is desired, or by using some computationally expensive
heuristics and evaluations for a *heavy playout*. For games with a
lower branching factor, a light playout can give good results.

Simulation. Once the new record is added, the Monte Carlo simulation begins,
here depicted with a dashed arrow. Moves in the simulation may be
completely random, or may use calculations to weight the randomness
in favor of moves that may be better.

Finally, the fourth phase is the *update* or *back-propagation* phase.
This occurs when the playout reaches the end of the game. All of the
positions visited during this playout have their play count
incremented, and if the player for that position won the playout, the
win count is also incremented.

Back-Propagation. After the simulation reaches an end, all of the records in the path
taken are updated. Each has its play count incremented by one, and
each that matches the winner has its win count incremented by one,
here shown by the bolded numbers.

This algorithm may be configured to stop after any desired length of
time, or on some other condition. As more and more playouts are run,
the tree of statistics grows in memory and the move that will finally
be chosen will converge towards the actual optimal play, though that
may take a very long time, depending on the game.

For more details about the mathematics of UCB1 and UCT, see
Finite-time Analysis of the Multiarmed Bandit Problem and
Bandit based Monte-Carlo Planning.

Now let's see some code. To separate concerns, we're going to need a
`Board` class, whose purpose is to encapsulate the rules of a game
and which will care nothing about the AI, and a `MonteCarlo` class,
which will only care about the AI algorithm and will query into the
`Board` object in order to obtain information about the game. Let's
assume a `Board` class supporting this interface:

class Board(object):
def start(self):
# Returns a representation of the starting state of the game.
pass
def current_player(self, state):
# Takes the game state and returns the current player's
# number.
pass
def next_state(self, state, play):
# Takes the game state, and the move to be applied.
# Returns the new game state.
pass
def legal_plays(self, state_history):
# Takes a sequence of game states representing the full
# game history, and returns the full list of moves that
# are legal plays for the current player.
pass
def winner(self, state_history):
# Takes a sequence of game states representing the full
# game history. If the game is now won, return the player
# number. If the game is still ongoing, return zero. If
# the game is tied, return a different distinct value, e.g. -1.
pass

For the purposes of this article I'm not going to flesh this part out
any further, but for example code you can find one of my
implementations on github.
However, it is important to note that we will require that the
`state` data structure is hashable and equivalent states hash to the
same value. I personally use flat tuples as my state data structures.

The AI class we will be constructing will support this interface:

class MonteCarlo(object):
def __init__(self, board, **kwargs):
# Takes an instance of a Board and optionally some keyword
# arguments. Initializes the list of game states and the
# statistics tables.
pass
def update(self, state):
# Takes a game state, and appends it to the history.
pass
def get_play(self):
# Causes the AI to calculate the best move from the
# current game state and return it.
pass
def run_simulation(self):
# Plays out a "random" game from the current position,
# then updates the statistics tables with the result.
pass

Let's begin with the initialization and bookkeeping. The `board`
object is what the AI will be using to obtain information about where
the game is going and what the AI is allowed to do, so we need to
store it. Additionally, we need to keep track of the state data as we
get it.

class MonteCarlo(object):
def __init__(self, board, **kwargs):
self.board = board
self.states = []
def update(self, state):
self.states.append(state)

The UCT algorithm relies on playing out multiple games from the
current state, so let's add that next.

import datetime
class MonteCarlo(object):
def __init__(self, board, **kwargs):
# ...
seconds = kwargs.get('time', 30)
self.calculation_time = datetime.timedelta(seconds=seconds)
# ...
def get_play(self):
begin = datetime.datetime.utcnow()
while datetime.datetime.utcnow() - begin < self.calculation_time:
self.run_simulation()

Here we've defined a configuration option for the amount of time to
spend on a calculation, and `get_play` will repeatedly call
`run_simulation` until that amount of time has passed. This code
won't do anything particularly useful yet, because we still haven't
defined `run_simulation`, so let's do that now.

# ...
from random import choice
class MonteCarlo(object):
def __init__(self, board, **kwargs):
# ...
self.max_moves = kwargs.get('max_moves', 100)
# ...
def run_simulation(self):
states_copy = self.states[:]
state = states_copy[-1]
for t in xrange(self.max_moves):
legal = self.board.legal_plays(states_copy)
play = choice(legal)
state = self.board.next_state(state, play)
states_copy.append(state)
winner = self.board.winner(states_copy)
if winner:
break

This adds the beginnings of the `run_simulation` method, which
either selects a move using UCB1 or chooses a random move from the set
of legal moves each turn until the end of the game. We have also
introduced a configuration option for limiting the number of moves
forward that the AI will play.

You may notice at this point that we are making a copy of
`self.states` and adding new states to it, instead of adding
directly to `self.states`. This is because `self.states` is the
authoritative record of what has happened so far in the game, and we
don't want to mess it up with these speculative moves from the
simulations.

Now we need to start keeping statistics on the game states that the AI
hits during each run of `run_simulation`. The AI should pick the
first unknown game state it reaches to add to the tables.

class MonteCarlo(object):
def __init__(self, board, **kwargs):
# ...
self.wins = {}
self.plays = {}
# ...
def run_simulation(self):
visited_states = set()
states_copy = self.states[:]
state = states_copy[-1]
player = self.board.current_player(state)
expand = True
for t in xrange(self.max_moves):
legal = self.board.legal_plays(states_copy)
play = choice(legal)
state = self.board.next_state(state, play)
states_copy.append(state)
# `player` here and below refers to the player
# who moved into that particular state.
if expand and (player, state) not in self.plays:
expand = False
self.plays[(player, state)] = 0
self.wins[(player, state)] = 0
visited_states.add((player, state))
player = self.board.current_player(state)
winner = self.board.winner(states_copy)
if winner:
break
for player, state in visited_states:
if (player, state) not in self.plays:
continue
self.plays[(player, state)] += 1
if player == winner:
self.wins[(player, state)] += 1

Here we've added two dictionaries to the AI, `wins` and `plays`,
which will contain the counts for every game state that is being
tracked. The `run_simulation` method now checks to see if the
current state is the first new one it has encountered this call, and,
if not, adds the state to both `plays` and `wins`, setting both
values to zero. This method also adds every game state that it goes
through to a set, and at the end updates `plays` and `wins` with
those states in the set that are in the `plays` and `wins` dicts.
We are now ready to base the AI's final decision on these statistics.

from __future__ import division
# ...
class MonteCarlo(object):
# ...
def get_play(self):
self.max_depth = 0
state = self.states[-1]
player = self.board.current_player(state)
legal = self.board.legal_plays(self.states[:])
# Bail out early if there is no real choice to be made.
if not legal:
return
if len(legal) == 1:
return legal[0]
games = 0
begin = datetime.datetime.utcnow()
while datetime.datetime.utcnow() - begin < self.calculation_time:
self.run_simulation()
games += 1
moves_states = [(p, self.board.next_state(state, p)) for p in legal]
# Display the number of calls of `run_simulation` and the
# time elapsed.
print games, datetime.datetime.utcnow() - begin
# Pick the move with the highest percentage of wins.
percent_wins, move = max(
(self.wins.get((player, S), 0) /
self.plays.get((player, S), 1),
p)
for p, S in moves_states
)
# Display the stats for each possible play.
for x in sorted(
((100 * self.wins.get((player, S), 0) /
self.plays.get((player, S), 1),
self.wins.get((player, S), 0),
self.plays.get((player, S), 0), p)
for p, S in moves_states),
reverse=True
):
print "{3}: {0:.2f}% ({1} / {2})".format(*x)
print "Maximum depth searched:", self.max_depth
return move

We have added three things in this step. First, we allow `get_play`
to return early if there are no choices or only one choice to make.
Next, we've added output of some debugging information, including the
statistics for the possible moves this turn and an attribute that
will keep track of the maximum depth searched in the selection phase
of the playouts. Finally, we've added code that picks out the move
with the highest win percentage out of the possible moves, and returns
it.

But we are not quite finished yet. Currently, our AI is using pure
randomness for its playouts. We need to implement UCB1 for positions
where the legal plays are all in the stats tables, so the next trial
play is based on that information.

# ...
from math import log, sqrt
class MonteCarlo(object):
def __init__(self, board, **kwargs):
# ...
self.C = kwargs.get('C', 1.4)
# ...
def run_simulation(self):
# A bit of an optimization here, so we have a local
# variable lookup instead of an attribute access each loop.
plays, wins = self.plays, self.wins
visited_states = set()
states_copy = self.states[:]
state = states_copy[-1]
player = self.board.current_player(state)
expand = True
for t in xrange(1, self.max_moves + 1):
legal = self.board.legal_plays(states_copy)
moves_states = [(p, self.board.next_state(state, p)) for p in legal]
if all(plays.get((player, S)) for p, S in moves_states):
# If we have stats on all of the legal moves here, use them.
log_total = log(
sum(plays[(player, S)] for p, S in moves_states))
value, move, state = max(
((wins[(player, S)] / plays[(player, S)]) +
self.C * sqrt(log_total / plays[(player, S)]), p, S)
for p, S in moves_states
)
else:
# Otherwise, just make an arbitrary decision.
move, state = choice(moves_states)
states_copy.append(state)
# `player` here and below refers to the player
# who moved into that particular state.
if expand and (player, state) not in plays:
expand = False
plays[(player, state)] = 0
wins[(player, state)] = 0
if t > self.max_depth:
self.max_depth = t
visited_states.add((player, state))
player = self.board.current_player(state)
winner = self.board.winner(states_copy)
if winner:
break
for player, state in visited_states:
if (player, state) not in plays:
continue
plays[(player, state)] += 1
if player == winner:
wins[(player, state)] += 1

The main addition here is the check to see if all of the results of
the legal moves are in the `plays` dictionary. If they aren't
available, it defaults to the original random choice. But if the
statistics are all available, the move with the highest value
according to the confidence interval formula is chosen. This formula
adds together two parts. The first part is just the win ratio, but
the second part is a term that grows slowly as a particular move
remains neglected. Eventually, if a node with a poor win rate is
neglected long enough, it will begin to be chosen again. This term
can be tweaked using the configuration parameter `C` added to
`__init__` above. Larger values of `C` will encourage more
exploration of the possibilities, and smaller values will cause the AI
to prefer concentrating on known good moves. Also note that the
`self.max_depth` attribute from the previous code block is now
updated when a new node is added and its depth exceeds the previous
`self.max_depth`.

So there we have it. If there are no mistakes, you should now have an
AI that will make reasonable decisions for a variety of board games.
I've left a suitable implementation of `Board` as an exercise for
the reader, but one thing I've left out here is a way of actually
allowing a user to play against the AI. A toy framework for this can
be found at jbradberry/boardgame-socketserver and
jbradberry/boardgame-socketplayer.

This version that we've just built uses light playouts. Next time,
we'll explore improving our AI by using heavy playouts, by training
some evaluation functions using machine learning techniques and
hooking in the results.

**UPDATE:** The diagrams have been corrected to more accurately
reflect the possible node values.