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Rapid Learning in Constrained Minimax Games with Negative Momentum

AAAI 2025 · Learning theory and algorithms › Submodular and game algorithms · approach: Zero-sum game learning dynamics · 0 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add negative momentum with restarting aggregated momentumMoRM+ and MoMWU · Random NFGs (sizes 25, 50, and 75)exploitabilityHelped
Add negative momentumMoRM+ · 3×3 matrix gameexploitabilityHelped
Add negative momentumMoCFR+ · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc Pokerexploitability: 10^{9} times lower exploitabilityHelped
Add negative momentumMoCFR+ · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc PokerexploitabilityHelped
Add negative momentumDMoGDA · Kuhn Poker, Goofspiel, Liar’s dice, and Leduc PokerexploitabilityHelped
Increase the restarting interval k beyond the range where performance stabilizes (ablation)DMoGDA · Kuhn Poker and Leduc PokerexploitabilityNo clear effect
Vary the restarting interval k within an appropriate range (ablation)DMoGDA · Kuhn Poker and Leduc Pokerconvergence stabilityHelped

Surprising findings

Limitations

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

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