Huacong Jiang

Equivalence Analysis between Counterfactual Regret Minimization and Online Mirror Descent

Follow-the-Regularized-Leader (FTRL) and Online Mirror Descent (OMD) are regret minimization algorithms for Online Convex Optimization (OCO), they are mathematically elegant but less practical in solving Extensive-Form Games (EFGs). Counterfactual Regret Minimization (CFR) is a technique for approxi…