On the Convergence of Alternating Regret Matching Algorithms
Anh Duc Nguyen, Ioannis Anagnostides, Brian Hu Zhang, Tuomas Sandholm
Abstract
Alternating updates, that is, where each player is updated in turn, tend to typically perform better in regret matching algorithms than simultaneous updates. Alternation within the regret matching family has long been a central ingredient of practical solvers for zero-sum games. Yet our theoretical understanding is lagging behind. In this paper, we address this gap by developing a systematic way of analyzing such algorithms. Our framework centers on an alternating analog of the RVU property that we introduce, which we use to obtain the optimal $T^{-1}$ average-iterate convergence within this family. In particular, we establish this for two simple variants of predictive regret matching$^+$: i) increasing-regret predictive regret matching$^+$ and ii) half-prediction regret matching$^+$. Interestingly, we find that half prediction is the unique prediction multiplier that satisfies our alternating RVU property, giving it a strong theoretical justification. Going beyond average-iterate convergence, we refine our framework to obtain $T^{-1/2}$ best-iterate convergence and further establish convergence of their strategy profiles to a single Nash equilibrium, without assuming equilibrium uniqueness. We go on to establish separations between alternating and simultaneous updates, including a game in which half-prediction regret matching$^+$ converges under alternating updates but fails to converge in terms of the last iterate under simultaneous updates. This provides theoretical support for the empirical observation that alternation can stabilize learning dynamics. Finally, experiments on 15 game benchmarks demonstrate that the strong theoretical properties of the half-prediction mechanism translate to strong practical performance, being on par with state-of-the-art solvers.