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Regret Circuits: Composability of Regret Minimizers
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| compose independent regret minimizers for the component sets and combine their decisions | Cartesian-product decision sets · Online convex optimization | cumulative regret | Helped |
| add a simplex regret minimizer to mix decisions from component sets | Convex hulls of decision sets · Online convex optimization | cumulative regret | Helped |
| construct treeplex regret minimizers inductively from convex-hull and Cartesian-product operations | CFR · Extensive-form games | regret minimization | Helped |
| use Lagrangian penalties for constraint violations | Regret minimization over constrained decision sets · Convex constraints | feasibility | Helped |
| project each decision onto the intersection of the original set and the constraint set | Regret minimization over constrained decision sets · Convex constraints | feasibility | Helped |
| use projection rather than Lagrangian relaxation | Constrained CFR · Extensive-form games with strategy constraints | computational cost | Mixed |
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