English

Near-Optimal $\Phi$-Regret Learning in Extensive-Form Games

Computer Science and Game Theory 2023-09-20 v3 Machine Learning

Abstract

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(logT)O(\log T) after TT repetitions of play. This improves exponentially over the prior best known trigger-regret bound of O(T1/4)O(T^{1/4}), 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 logTT\frac{\log T}{T}. 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.

Keywords

Cite

@article{arxiv.2208.09747,
  title  = {Near-Optimal $\Phi$-Regret Learning in Extensive-Form Games},
  author = {Ioannis Anagnostides and Gabriele Farina and Tuomas Sandholm},
  journal= {arXiv preprint arXiv:2208.09747},
  year   = {2023}
}

Comments

Appearing at ICML 2023. V3 corrects a statement

R2 v1 2026-06-25T01:50:34.873Z