Linear Last-Iterate Convergence Rates for Optimistic Learning in Harmonic Games
We prove that the last iterate of Optimistic Follow-The-Regularized-Leader (OFTRL) converges at a linear rate to a Nash equilibrium in multiplayer harmonic games. Our result holds under a mild game-regularity condition and for a large family of regularizers, including entropy, Tsallis, and log-barrier. Our analysis is...
John Lazarsfeld, Anas Barakat, Jacob D. Abernethy et al.
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