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Regret Circuits: Composability of Regret Minimizers
[article]
2019
arXiv
pre-print
Regret minimization is a powerful tool for solving large-scale problems; it was recently used in breakthrough results for large-scale extensive-form game solving. This was achieved by composing simplex regret minimizers into an overall regret-minimization framework for extensive-form game strategy spaces. In this paper we study the general composability of regret minimizers. We derive a calculus for constructing regret minimizers for composite convex sets that are obtained from
arXiv:1811.02540v2
fatcat:awlsrr75bvfhzgzb46jaizd6hu