Multiplicative Optimism for Constant Regret in Games
Abstract
We introduce Multiplicatively Optimistic Regret Matching (MORM), an uncoupled learning rule for finite general-sum games. Under simultaneous full-information self-play, every player achieves external regret $O(\sqrt n\log d)$ uniformly over all horizons, using only one-step optimism. The analysis combines a potential-based regret-matching argument with multiplicative stability and Hellinger control of strategy movement. A learning-rate safeguard additionally gives $O(\sqrt{T\log d})$ regret in t...
Description / Details
We introduce Multiplicatively Optimistic Regret Matching (MORM), an uncoupled learning rule for finite general-sum games. Under simultaneous full-information self-play, every player achieves external regret uniformly over all horizons, using only one-step optimism. The analysis combines a potential-based regret-matching argument with multiplicative stability and Hellinger control of strategy movement. A learning-rate safeguard additionally gives regret in the face of adversarial utilities.
Source: arXiv:2609.21976v1 - http://arxiv.org/abs/2609.21976v1 PDF: https://arxiv.org/pdf/2609.21976v1 Original Link: http://arxiv.org/abs/2609.21976v1
Please sign in to join the discussion.
No comments yet. Be the first to share your thoughts!
Sep 21, 2026
Mathematics
Mathematics
0