A Logarithmic Regret Bound for Optimistic Hedge in General-Sum Games
Can simple no-regret dynamics attain smaller regret in self-play than against arbitrary adversaries? In $n$-player general-sum games, Daskalakis et al. 2021 proved an $O(n\log d_i\log^4 T)$ individual regret bound for Optimistic Hedge, which improves upon the classical $O(\sqrt T)$ adversarial regret bound. In this wor...