Equilibrium Finding in Normal-Form Games Via Greedy Regret Minimization

04/11/2022

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by   Hugh Zhang, et al.

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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.