Constant Individual Regret in General Games
This work introduces \emph{ECHO-OFTRL}: optimistic follow-the-regularized-leader (OFTRL) equipped with an EMA cascade for high-order optimism (ECHO), where EMA denotes exponential moving average, and leverages a new form of optimism inspired by modern filter design.
Mingyang Liu, Gabriele Farina, A. Ozdaglar
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