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Let’s be Honest: An Optimal No-Regret Framework for Zero-Sum Games

ICML 2018 · Bandits and online learning › Online convex optimization and games · approach: Fast no-regret dynamics in games · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Play averaged rather than auxiliary OMD iteratesOMD in honest zero-sum games · Two-player zero-sum games, honesthonest regret: O(\log T)Helped
Use horizon-independent mixing steps in ROMDOptimistic mirror descent against arbitrary play · Arbitrary sequence of convex functionsadversarial regret: O(\sqrt{T})Helped
Bridge OMD and ROMD with synchronized signalingDecentralized zero-sum game learning · Two-player zero-sum gamesgame value error: O\l( \frac{1}{T}\r)Helped
Use LbH instead of modified OMDDecentralized zero-sum game learning · Two-player zero-sum games, adversarialadversarial regret: O(\sqrt{T}\log T) -> O(\sqrt{T})Helped
Use LbH instead of modified OMDDecentralized zero-sum game learning · Two-player zero-sum gamesgame value error: O\l(T^{-1}{\log T}\r) -> O\l(T^{-1}\r)Helped
Use LbH instead of the prior complicated methodDecentralized zero-sum game learning · Two-player zero-sum gamesgame value error: O(T^{-1}{\log^{\frac{3}{2}} T}) -> O\l(T^{-1}\r)Helped
Replace doubling b with b \leftarrow (1+\epsilon)b (ablation)Let's Be Honest (LbH) OMD · Two-player zero-sum gamesconvergence ratesNo clear effect
Play b^2-1 rather than b^4-1 ROMD rounds (ablation)Let's Be Honest (LbH) OMD · Two-player zero-sum gamesconvergence ratesNo clear effect
Use LbH instead of m-OMDDecentralized zero-sum game learning · Adversarial setting, random payoff matricesregretMixed
Use LbH instead of horizon-tuned m-OMDDecentralized zero-sum game learning · Honest setting, random payoff matricesgame value errorHelped

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