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Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall…

Machine Learning · Computer Science 2019-02-19 Gabriele Farina , Christian Kroer , Tuomas Sandholm

Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…

Computer Science and Game Theory · Computer Science 2021-03-09 Gabriele Farina , Tuomas Sandholm

Self-play methods based on regret minimization have become the state of the art for computing Nash equilibria in large two-players zero-sum extensive-form games. These methods fundamentally rely on the hierarchical structure of the players'…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Chun Kai Ling , Fei Fang , Tuomas Sandholm

No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…

Computer Science and Game Theory · Computer Science 2017-11-10 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and…

Machine Learning · Computer Science 2017-11-06 Elad Hazan , Karan Singh , Cyril Zhang

Regret-based algorithms are highly efficient at finding approximate Nash equilibria in sequential games such as poker games. However, most regret-based algorithms, including counterfactual regret minimization (CFR) and its variants, rely on…

Machine Learning · Computer Science 2021-10-28 Chung-Wei Lee , Christian Kroer , Haipeng Luo

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

Extensive-form games are a common model for multiagent interactions with imperfect information. In two-player zero-sum games, the typical solution concept is a Nash equilibrium over the unconstrained strategy set for each player. In many…

Computer Science and Game Theory · Computer Science 2019-02-07 Trevor Davis , Kevin Waugh , Michael Bowling

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Machine Learning · Computer Science 2019-12-02 Ryan D'Orazio , Dustin Morrill , James R. Wright

We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

Counterfactual Regret Minimization (CFR)} is the popular method for finding approximate Nash equilibrium in two-player zero-sum games with imperfect information. CFR solves games by travsersing the full game tree iteratively, which limits…

Artificial Intelligence · Computer Science 2022-01-04 Huale Li , Xuan Wang , Zengyue Guo , Jiajia Zhang , Shuhan Qi

Monte-Carlo counterfactual regret minimization (MCCFR) is the state-of-the-art algorithm for solving sequential games that are too large for full tree traversals. It works by using gradient estimates that can be computed via sampling.…

Computer Science and Game Theory · Computer Science 2020-02-21 Gabriele Farina , Christian Kroer , Tuomas Sandholm

We study the performance of optimistic regret-minimization algorithms for both minimizing regret in, and computing Nash equilibria of, zero-sum extensive-form games. In order to apply these algorithms to extensive-form games, a…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Christian Kroer , Tuomas Sandholm

In general, two-agent decision-making problems can be modeled as a two-player game, and a typical solution is to find a Nash equilibrium in such game. Counterfactual regret minimization (CFR) is a well-known method to find a Nash…

Computer Science and Game Theory · Computer Science 2020-12-07 Huale Li , Xuan Wang , Shuhan Qi , Jiajia Zhang , Yang Liu , Yulin Wu , Fengwei Jia

Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy…

Computer Science and Game Theory · Computer Science 2025-09-18 Hang Ren , Yulin Wu , Shuhan Qi , Jiajia Zhang , Xiaozhen Sun , Tianzi Ma , Xuan Wang

Regret matching (RM) -- and its modern variants -- is a foundational online algorithm that has been at the heart of many AI breakthrough results in solving benchmark zero-sum games, such as poker. Yet, surprisingly little is known so far in…

Computer Science and Game Theory · Computer Science 2025-11-18 Ioannis Anagnostides , Emanuel Tewolde , Brian Hu Zhang , Ioannis Panageas , Vincent Conitzer , Tuomas Sandholm

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…

Computer Science and Game Theory · Computer Science 2012-05-04 Marc Lanctot , Richard Gibson , Neil Burch , Martin Zinkevich , Michael Bowling

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…

Machine Learning · Computer Science 2023-02-14 Zhou Lu , Elad Hazan
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