Fictitious Play Outperforms Counterfactual Regret Minimization

01/30/2020

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by   Sam Ganzfried, et al.

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We compare the performance of two popular iterative algorithms, fictitious play and counterfactual regret minimization, in approximating Nash equilibrium in multiplayer games. Despite recent success of counterfactual regret minimization in multiplayer poker and conjectures of its superiority, we show that fictitious play leads to improved Nash equilibrium approximation with statistical significance over a variety of game sizes.