Constant regret in general games via higher-order optimism
Read the original on arXiv Machine Learning →The paper presents an uncoupled learning algorithm, higher-order optimism with discounting (HOOD), for arbitrary N-player normal form games with up to K actions per player. HOOD achieves an individual regret bound of O(N³ log² K) uniformly over the play horizon by combining a discounted (N+1)-th order predictor with entropic regularization over a lifted strategy space. This design mitigates large oscillations in play, addressing a key challenge in prior attempts to attain constant regret in general games.
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