āSolving Imperfect-Information Games via Discounted Regret Minimizationā, 2018-09-11 (; similar)ā :
Counterfactual regret minimization (CFR) is a family of iterative algorithms that are the most popular and, in practice, fastest approach to solving large imperfect-information games. In this paper, we introduce novel CFR variants that discount regrets from earlier iterations in various ways (in some cases differently for positive and negative regrets), reweight iterations in various ways to obtain the output strategies, use a non-standard regret minimizer and/or leverage āoptimistic regret matchingā. They lead to dramatically improved performance in many settings.
For one, we introduce a variant that outperforms CFR+, the prior state-of-the-art algorithm, in every game tested, including large-scale realistic settings. CFR+ is a formidable benchmark: no other algorithm has been able to outperform it.
Finally, we show that, unlike CFR+, many of the important new variants are compatible with modern imperfect-information-game pruning techniques and one is also compatible with sampling in the game tree.