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Self-Bounding Regret Matching+ in Potential Games and Product-Simplex Optimization

Dewasurendra, Pahan et al.
arXiv (All) · Papers
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computer-science-and-game-theory
Regret matching+ (RM+) is parameter free, scale invariant, and central to large game solving, but its only general individual-regret guarantee grows as $\sqrt{T}$. A recent ICLR result used this envelope to prove that RM+ reaches an $ε$-stationary point of a smooth objective over a product of simpli
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