A forgetting-factor regret metric with exponentially decaying weights is introduced for online zero-sum games, with tracking bounds proven for gradient, Frank-Wolfe, and gradient-free algorithms under time-varying payoffs.
Game theory, online prediction and boosting,
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Forgetting-Factor Regret for Online Zero-Sum Games
A forgetting-factor regret metric with exponentially decaying weights is introduced for online zero-sum games, with tracking bounds proven for gradient, Frank-Wolfe, and gradient-free algorithms under time-varying payoffs.