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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

Driven by recent successes in two-player, zero-sum game solving and playing, artificial intelligence work on games has increasingly focused on algorithms that produce equilibrium-based strategies. However, this approach has been less…

Computer Science and Game Theory · Computer Science 2022-06-24 Dustin Morrill , Ryan D'Orazio , Reca Sarfati , Marc Lanctot , James R. Wright , Amy Greenwald , Michael Bowling

We study episodic linear mixture MDPs with the unknown transition and adversarial rewards under full-information feedback, employing dynamic regret as the performance measure. We start with in-depth analyses of the strengths and limitations…

Machine Learning · Computer Science 2024-11-06 Long-Fei Li , Peng Zhao , Zhi-Hua Zhou

This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

We develop an operator algebraic framework for infinite games with a continuum of agents and prove that regret based learning dynamics governed by a noncommutative continuity equation converge to a unique quantal response equilibrium under…

Optimization and Control · Mathematics 2025-07-29 Faruk Alpay , Hamdi Alakkad , Bugra Kilictas , Taylan Alpay

A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's \emph{regret} after $T$ repetitions grows polylogarithmically in $T$, an exponential improvement over the…

Computer Science and Game Theory · Computer Science 2022-10-18 Gabriele Farina , Ioannis Anagnostides , Haipeng Luo , Chung-Wei Lee , Christian Kroer , Tuomas Sandholm

$\Phi$-equilibria -- and the associated notion of $\Phi$-regret -- are a powerful and flexible framework at the heart of online learning and game theory, whereby enriching the set of deviations $\Phi$ begets stronger notions of rationality.…

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 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

We study algorithms for online linear optimization in Hilbert spaces, focusing on the case where the player is unconstrained. We develop a novel characterization of a large class of minimax algorithms, recovering, and even improving,…

Machine Learning · Computer Science 2014-05-22 H. Brendan McMahan , Francesco Orabona

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

In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…

Computer Science and Game Theory · Computer Science 2022-10-07 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Tuomas Sandholm

Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…

Computer Science and Game Theory · Computer Science 2015-05-18 Emmanuel Filiot , Tristan Le Gall , Jean-François Raskin

We consider the complexity of finding a correlated equilibrium of an $n$-player game in a model that allows the algorithm to make queries on players' payoffs at pure strategy profiles. Randomized regret-based dynamics are known to yield an…

Computer Science and Game Theory · Computer Science 2022-09-22 Sergiu Hart , Noam Nisan

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 investigate the problem of online learning, which has gained significant attention in recent years due to its applicability in a wide range of fields from machine learning to game theory. Specifically, we study the online optimization of…

Machine Learning · Computer Science 2021-09-29 Kaan Gokcesu , Hakan Gokcesu

We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…

Machine Learning · Computer Science 2024-04-01 Wenjia Ba , Tianyi Lin , Jiawei Zhang , Zhengyuan Zhou

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

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