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Related papers: Evolutionary Dynamics and $\Phi$-Regret Minimizati…

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In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

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

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Machine Learning · Computer Science 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

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

We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret…

Computer Science and Game Theory · Computer Science 2023-03-20 Yu-Guan Hsieh , Kimon Antonakopoulos , Volkan Cevher , Panayotis Mertikopoulos

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

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

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

Computer Science and Game Theory · Computer Science 2022-06-03 Dustin Morrill , Ryan D'Orazio , Marc Lanctot , James R. Wright , Michael Bowling , Amy R. Greenwald

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

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 study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

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

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Computer Science and Game Theory · Computer Science 2025-11-06 Yang Cai , Constantinos Daskalakis , Haipeng Luo , Chen-Yu Wei , Weiqiang Zheng

Online learning algorithms are designed to learn even when their input is generated by an adversary. The widely-accepted formal definition of an online algorithm's ability to learn is the game-theoretic notion of regret. We argue that the…

Machine Learning · Computer Science 2012-07-03 Raman Arora , Ofer Dekel , Ambuj Tewari

In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…

Computer Science and Game Theory · Computer Science 2021-10-19 Yu-Guan Hsieh , Kimon Antonakopoulos , Panayotis Mertikopoulos

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
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