Equilibrium Finding in Normal-Form Games via Greedy Regret Minimization
Abstract
We extend the classic regret minimization framework for approximating equilibria in normal-form games by greedily weighing iterates based on regrets observed at runtime. Theoretically, our method retains all previous convergence rate guarantees. Empirically, experiments on large randomly generated games and normal-form subgames of the AI benchmark Diplomacy show that greedy weights outperforms previous methods whenever sampling is used, sometimes by several orders of magnitude.
Cite
Text
Zhang et al. "Equilibrium Finding in Normal-Form Games via Greedy Regret Minimization." AAAI Conference on Artificial Intelligence, 2022. doi:10.1609/AAAI.V36I9.21181Markdown
[Zhang et al. "Equilibrium Finding in Normal-Form Games via Greedy Regret Minimization." AAAI Conference on Artificial Intelligence, 2022.](https://mlanthology.org/aaai/2022/zhang2022aaai-equilibrium/) doi:10.1609/AAAI.V36I9.21181BibTeX
@inproceedings{zhang2022aaai-equilibrium,
title = {{Equilibrium Finding in Normal-Form Games via Greedy Regret Minimization}},
author = {Zhang, Hugh and Lerer, Adam and Brown, Noam},
booktitle = {AAAI Conference on Artificial Intelligence},
year = {2022},
pages = {9484-9492},
doi = {10.1609/AAAI.V36I9.21181},
url = {https://mlanthology.org/aaai/2022/zhang2022aaai-equilibrium/}
}