Multiplicative Optimism for Constant Regret in Games
cs.GT, cs.LG, math.OC
Submitted: 2026-09-18
Updated: 2026-09-18
License: http://creativecommons.org/licenses/by/4.0/
The gist: We introduce Multiplicatively Optimistic Regret Matching (MORM), an uncoupled learning rule for finite general-sum games.
Terminology
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 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 d) regret in the face of adversarial utilities.
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