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Oral

Stable-Predictive Optimistic Counterfactual Regret Minimization

Gabriele Farina · Christian Kroer · Noam Brown · Tuomas Sandholm

Abstract: The CFR framework has been a powerful tool for solving large-scale extensive-form games in practice. However, the theoretical rate at which past CFR-based algorithms converge to the Nash equilibrium is on the order of $O(T^{-1/2})$, where $T$ is the number of iterations. In contrast, first-order methods can be used to achieve a $O(T^{-1})$ dependence on iterations, yet these methods have been less successful in practice. In this work we present the first CFR variant that breaks the square-root dependence on iterations. By combining and extending recent advances on predictive and stable regret minimizers for the matrix-game setting we show that it is possible to leverage ``optimistic'' regret minimizers to achieve a $O(T^{-3/4})$ convergence rate within the CFR framework.

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