Sync Pure Counterfactual Regret Minimization in Incomplete Information Extensive Form Games.

Counterfactual Regret Minimization (CFR) and its variants developed based upon Regret Matching (RM) have been considered to be the best method to solve incomplete information extensive form games. In addition to RM and CFR, Fictitious Play (FP) is another equilibrium computation algorithm in normal form games. Previous experience has shown that the convergence rate of FP is slower than RM and FP is difficult to use in extensive form games. However, recent research has made improvements in both issues. Firstly, Abernethy proposed a new FP variant sync FP, which has faster convergence rate than RM+. Secondly, Qi introduced FP into extensive form games and proposed Pure CFR (PCFR). This paper combines these two improvements, resulting in a new algorithm sync PCFR. In our experiment, the convergence rate of sync PCFR is approximately an order of magnitude faster than CFR+ (state-of-the-art algorithm for equilibrium computation in incomplete information extensive form games), while requiring less memory in an iteration.