Jacob D. Abernethy

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...