Spotlight Poster
Regret Matching+: (In)Stability and Fast Convergence in Games
Gabriele Farina · Julien Grand-Clément · Christian Kroer · Chung-Wei Lee · Haipeng Luo
Great Hall & Hall B1+B2 (level 1) #1708
Abstract:
Regret Matching (RM) and its variants are important algorithms for solving large-scale games.However, a theoretical understanding of their success in practice is still a mystery.Moreover, recent advances on fast convergence in games are limited to no-regret algorithms such as online mirror descent, which satisfy stability.In this paper, we first give counterexamples showing that RM+ and its predictive version can be unstable, which might cause other players to suffer large regret. We then provide two fixes: restarting and chopping off the positive orthant that RM works in.We show that these fixes are sufficient to get individual regret and social regret in normal-form games via RM with predictions.We also apply our stabilizing techniques to clairvoyant updates in the uncoupled learning setting for RM and prove desirable results akin to recent works for Clairvoyant online mirror descent. Our experiments show the advantages of our algorithms over vanilla RM-based algorithms in matrix and extensive-form games.
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