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Rapid Learning in Constrained Minimax Games with Negative Momentum
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Extends negative momentum from unconstrained GDA to constrained minimax games via a restarting aggregated momentum buffer applied to mirror descent, FTRL, RM+ and CFR+ (MoCFR+, DMoGDA), with convergence theory for entropy regularization and strong empirical gains on NFGs and EFGs.
Problem
Negative momentum has been studied only for unconstrained minimax games with GDA; its use in constrained games and with game-solver algorithms (RM+, CFR+) for solving NFGs and EFGs is unexplored, and existing last-iterate methods are costly or slow in large games.
Approach
Keep a momentum buffer in the dual space with negative coefficient, aggregate snapshots of the buffer over a restart window k, and use it as an attachment point (spring-like restoring force) inside mirror descent, FTRL, RM+ and CFR+ updates, giving momentum-augmented versions of classic game solvers.
Key results
- MoRM+ and MoCFR+ consistently reach about 10^9 times lower exploitability than RM+ and CFR+ respectively, according to the paper's claim.
- MoCFR+ outperforms PCFR+ and CFR+ across the tested EFGs, and DMoGDA outperforms all baselines by a considerable margin in larger games.
- MoRM+ overcomes the slow ergodic convergence of RM+ on the 3x3 matrix game with unique NE.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add negative momentum with restarting aggregated momentum | MoRM+ and MoMWU · Random NFGs (sizes 25, 50, and 75) | exploitability | Helped |
| Add negative momentum | MoRM+ · 3×3 matrix game | exploitability | Helped |
| Add negative momentum | MoCFR+ · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc Poker | exploitability: 10^{9} times lower exploitability | Helped |
| Add negative momentum | MoCFR+ · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc Poker | exploitability | Helped |
| Add negative momentum | DMoGDA · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc Poker | exploitability | Helped |
| Increase the restarting interval k beyond the range where performance stabilizes (ablation) | DMoGDA · Kuhn Poker and Leduc Poker | exploitability | No clear effect |
| Vary the restarting interval k within an appropriate range (ablation) | DMoGDA · Kuhn Poker and Leduc Poker | convergence stability | Helped |
Surprising findings
- GDA-type algorithms (DMoGDA) outperform state-of-the-art CFR variants in larger games, which the authors describe as a first.
Limitations
- Theoretical guarantees are proven for entropy-regularized variants and a restricted setting; the trade-off between the bias of the modified equilibrium and convergence speed is governed by beta.
- Hyperparameters (eta, beta, k) are tuned by grid search per game, and the optimal restart interval depends on learning rate and beta.
Experimental setup
Datasets: randomly generated normal-form games (sizes 25, 50, 75) Kuhn Poker Leduc Poker Goofspiel-4 Goofspiel-5 Liar's dice-4 Liar's dice-5
Benchmarks: 3x3 bias matrix game random normal-form games (25, 50, 75) Kuhn Poker Leduc Poker Goofspiel-4 Goofspiel-5 Liar's dice-4 Liar's dice-5
Metrics: exploitability (duality gap)
Baselines: RM RM+ OMWU OGDA MMD-A MMD-M CFR CFR+ PCFR+ Reg-CFR Reg-DOGDA
Builds on: negative momentum regret matching+ counterfactual regret minimization magnetic mirror descent optimistic gradient descent ascent
Closest papers by meaning
- Continuous-Time Analysis of Heavy Ball Momentum in Min-Max Games (ICML 2025 · similarity 0.89)
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