Optimistic Hedge in General-Sum Games: Fundamental Limits and Regret Bounds via Temporal Approximation
Optimistic Hedge, a multiplicative weight update with one step of extrapolation, is one of the most natural regret-minimizing dynamics for games, and characterizing its regret has been a longstanding open question. Daskalakis, Fishelson and Golowich proved that if all $m$ players in a finite general-sum game follow Opt...
Y. Dagan, Nadav Eisen, Liad Erez et al.
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