  With the recent advances in solving large, zero-sum extensive form games,
there is a growing interest in the inverse problem of inferring underlying game
parameters given only access to agent actions. Although a recent work provides
a powerful differentiable end-to-end learning frameworks which embed a game
solver within a deep-learning framework, allowing unknown game parameters to be
learned via backpropagation, this framework faces significant limitations when
applied to boundedly rational human agents and large scale problems, leading to
poor practicality. In this paper, we address these limitations and propose a
framework that is applicable for more practical settings. First, seeking to
learn the rationality of human agents in complex two-player zero-sum games, we
draw upon well-known ideas in decision theory to obtain a concise and
interpretable agent behavior model, and derive solvers and gradients for
end-to-end learning. Second, to scale up to large, real-world scenarios, we
propose an efficient first-order primal-dual method which exploits the
structure of extensive-form games, yielding significantly faster computation
for both game solving and gradient computation. When tested on randomly
generated games, we report speedups of orders of magnitude over previous
approaches. We also demonstrate the effectiveness of our model on both
real-world one-player settings and synthetic data.
