Minimizing Weighted Counterfactual Regret with Optimistic Online Mirror Descent

Minimizing Weighted Counterfactual Regret with Optimistic Online Mirror Descent

Hang Xu, Kai Li, Bingyun Liu, Haobo Fu, Qiang Fu, Junliang Xing, Jian Cheng

Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence
Main Track. Pages 5272-5280. https://doi.org/10.24963/ijcai.2024/583

Counterfactual regret minimization (CFR) is a family of algorithms for effectively solving imperfect-information games. It decomposes the total regret into counterfactual regrets, utilizing local regret minimization algorithms, such as Regret Matching (RM) or RM+, to minimize them. Recent research establishes a connection between Online Mirror Descent (OMD) and RM+, paving the way for an optimistic variant PRM+ and its extension PCFR+. However, PCFR+ assigns uniform weights for each iteration when determining regrets, leading to substantial regrets when facing dominated actions. This work explores minimizing weighted counterfactual regret with optimistic OMD, resulting in a novel CFR variant PDCFR+. It integrates PCFR+ and Discounted CFR (DCFR) in a principled manner, swiftly mitigating negative effects of dominated actions and consistently leveraging predictions to accelerate convergence. Theoretical analyses prove that PDCFR+ converges to a Nash equilibrium, particularly under distinct weighting schemes for regrets and average strategies. Experimental results demonstrate PDCFR+'s fast convergence in common imperfect-information games. The code is available at https://github.com/rpSebastian/PDCFRPlus.
Keywords:
Machine Learning: ML: Game Theory
Game Theory and Economic Paradigms: GTEP: Noncooperative games