To establish last-iterate convergence for Counterfactual Regret Minimization (CFR) algorithms in learning a Nash equilibrium (NE) of extensive-form games (EFGs), recent studies reformulate learning an NE of the original EFG as learning the NEs of a sequence of (perturbed) regularized EFGs. Hence, proving last-iterate convergence in solving the original EFG reduces to proving last-iterate convergence in solving (perturbed) regularized EFGs. However, these studies only establish last-iterate convergence for Online Mirror Descent (OMD)-based CFR algorithms instead of Regret Matching (RM)-based CFR algorithms in solving perturbed regularized EFGs, resulting in a poor empirical convergence rate, as RM-based CFR algorithms typically outperform OMD-based CFR algorithms. In addition, as solving multiple perturbed regularized EFGs is required, fine-tuning across multiple perturbed regularized EFGs is infeasible, making parameter-free algorithms highly desirable. This paper show that CFR+, a classical parameter-free RM-based CFR algorithm, achieves last-iterate convergence in learning an NE of perturbed regularized EFGs. This is the first parameter-free last-iterate convergence for RM-based CFR algorithms in perturbed regularized EFGs. Leveraging CFR+ to solve perturbed regularized EFGs, we get Reward Transformation CFR+ (RTCFR+). Importantly, we extend prior work on the parameter-free property of CFR+, enhancing its stability, which is vital for the empirical convergence of RTCFR+. Experiments show that RTCFR+ exhibits a significantly faster empirical convergence rate than existing algorithms that achieve theoretical last-iterate convergence.

LiteEFG is an efficient library with easy-to-use Python bindings, which can solve multiplayer extensive-form games (EFGs). LiteEFG enables the user to express computation graphs in Python to define updates on the game tree structure. The graph is then executed by the C++ backend, leading to significant speedups compared to running the algorithm in Python. Moreover, in LiteEFG, the user needs to only specify the computation graph of the update rule in a decision node of the game, and LiteEFG will automatically distribute the update rule to each decision node and handle the structure of the imperfect-information game.