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Look at a game like chess, for example. AI can beat the best human players, but chess is a two player game with no random element and a very limited board and number of pieces. And winning against grandmaster level opponents still takes a supercomputer.
So yeah, don't expect too much from the AI in strategy games. Learn its limits and you're on the way to being a consistent winner.
And as much as deepminds alphastar-thing for starcraft 2 is interesting (that AI that reach grandmaster rank in multiplayer on the european server) its something that takes alot of time, money and resources to focus on.
Who knows if that can be applied for a paradox game in the future, im certainly not knowledgeble to answer that
However, this would just be for show, since the hardware to run the developed AI would be beyond most people's personal computers... but not FAR beyond. The main computationally expensive task is training the algorithm, which they could do on a nice dedicated machine or two ..or 100. Running that on another computer would be less computationally expensive. Yet to again qualify myself, it would not be as computationally cheap as say running an AI app on your smartphone, because the type of problem presented by wining a strategy game would require continuous learning, so it could handle the new environment. So Paradox would develop a reinforcement learning algorithm, that can be the basis for the AI on your machine (that is it would use transfer learning) but that AI would still have to learn more on your game given it would always be different.
You can already run multi-agent simulations with hundreds of agents using reinforcement learning on a circa 2000 euro home computer, albeit their tasks remain fairly simple... as far as I know. I am no expert, more someone who tinkers, but I expect the first thing we will see are mods with some AI ability for specific tasks - just as we see in the real world: no general purpose AI, just task specific. Even here though I would say you would need a decent machine to run them regarding RAM, a multi-core processor, and a RTX GPU (these are perfect for training AIs, for those who do not know). Two GPUs would be better - one to train, one to run all the game itself on.
Maybe next time I am need a project... hell, I am unemployed anyhow :-P
If you want to watch a decent coder tinker with some computer vision on a totally unrelated game (CyberPunk 2077) check out:
https://youtu.be/dUU6ZsJlZKQ
But realistically, you don't really want human-like ai, because humans play this game with an insane level of sternness. To win a war against a human you must only play the optimal way which obviously stifles creativity. And fun. Plus it's non-welcoming to new players who don't already know the optimal way to play and they'd just end up losing war, after war.
There's definitely a balance you can make, but at the end of the day EU4 adds enough variety that people of high and low skill levels enjoy the game whether that be reconquering Rome as Byzantium before a certain date or playing as Portugal and beating up nations several mil techs behind you.
All these fancy new words like "machine learning" and such, these are nice, but not required. Capable AI existed in specicif games decades ago, not the universal AI able to solve everything, but coded for specicif task. In the end, the code just needs to be able to run the game and the game needs to be fun. It does not have to be detailed simulation of everything.