Near-Optimal Phi-Regret Learning in Extensive-Form Games
Not on the map. Why?
Abstract (arXiv)
In this paper, we establish efficient and uncoupled learning dynamics so that, when employed by all players in multiplayer perfect-recall imperfect-information extensive-form games, the trigger regret of each player grows as O(log T) after T repetitions of play. This improves exponentially over the prior best known trigger-regret bound of O(T1/4), and settles a recent open question by Bai et al. (2022). As an immediate consequence, we guarantee convergence to the set of extensive-form correlated equilibria and coarse correlated equilibria at a near-optimal rate of fraclog TT. Building on prior work, at the heart of our construction lies a more general result regarding fixed points deriving from rational functions with polynomial degree, a property that we establish for the fixed points of (coarse) trigger deviation functions. Moreover, our construction leverages a refined regret circuit for the convex hull, which -- unlike prior guarantees -- preserves the RVU property introduced by Syrgkanis et al. (NIPS, 2015); this observation has an independent interest in establishing near-optimal regret under learning dynamics based on a CFR-type decomposition of the regret.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 30 of its 67 references that are in the map. First posted on arXiv 20 Aug 2022.
Builds on
30 of 67 references.
References · 30
- 2013Optimization, Learning, and Games with Predictable Sequencescited by 187
- 2015Fast Convergence of Regularized Learning in Gamescited by 149
- 2018More Adaptive Algorithms for Adversarial Banditscited by 114
- 2021Near-Optimal No-Regret Learning in General Gamescited by 85
- 2020Hedging in games: Faster convergence of external and swap regretscited by 57
- 2021Adaptive Learning in Continuous Games: Optimal Regret Bounds and Convergence to Nash Equilibriumcited by 51
- 2021Near-Optimal No-Regret Learning for Correlated Equilibria in Multi-Player General-Sum Gamescited by 43
- 2022Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Gamescited by 35
- 2022Near-Optimal Learning of Extensive-Form Games with Imperfect Informationcited by 26
- 2022Near-Optimal No-Regret Learning Dynamics for General Convex Gamescited by 25
- 2019Correlation in Extensive-Form Games: Saddle-Point Formulation and Benchmarkscited by 23
- 2021Survival of the strictest: Stable and unstable equilibria under regularized learning with partial informationcited by 22
18 more
- 2021Simple Uncoupled No-Regret Learning Dynamics for Extensive-Form Correlated Equilibriumcited by 22
- 2022Regret Minimization and Convergence to Equilibria in General-sum Markov Gamescited by 22
- 2019Stable-Predictive Optimistic Counterfactual Regret Minimizationcited by 21
- 2020Hindsight and Sequential Rationality of Correlated Playcited by 21
- 2022The Power of Regularization in Solving Extensive-Form Gamescited by 21
- 2021Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Updatecited by 20
- 2020No-Regret Learning Dynamics for Extensive-Form Correlated Equilibriumcited by 19
- 2022Kernelized Multiplicative Weights for 0/1-Polyhedral Games: Bridging the Gap Between Learning in Extensive-Form and Normal-Form Gamescited by 19
- 2019Coarse Correlation in Extensive-Form Gamescited by 17
- 2022No-Regret Learning in Games with Noisy Feedback: Faster Rates and Adaptivity via Learning Rate Separationcited by 17
- 2021Fast Rates for Nonparametric Online Learning: From Realizability to Learning in Gamescited by 16
- 2022Policy Optimization for Markov Games: Unified Framework and Faster Convergencecited by 16
- 2022Efficient Phi-Regret Minimization in Extensive-Form Games via Online Mirror Descentcited by 15
- 2021Efficient Deviation Types and Learning for Hindsight Rationality in Extensive-Form Gamescited by 14
- 2022Faster No-Regret Learning Dynamics for Extensive-Form Correlated and Coarse Correlated Equilibriacited by 8
- 2022Sample-Efficient Learning of Correlated Equilibria in Extensive-Form Gamescited by 7
- 2022A Survey of Decision Making in Adversarial Gamescited by 3
- 2022A Simple Adaptive Procedure Converging to Forgiving Correlated Equilibriacited by 1
Built on by
Citing papers per year: 2023: 1; 2024: 2.
3 papers.