Training with (Swap) Regret Loss in a Single-Layer Self-Attention Model: A Case Study on the Probability Simplex

We revisit the regret loss framework introduced in Park et al. (2025), which uses decision-theoretic regret as a direct loss function for training models to make better decisions, through the lens of probability-simplex policies. Our first result shows that a single-layer self-attention model trained with regret loss admits a stationary point whose forward-pass exactly matches smoothed fictitious play with the appropriate stepsize that ensures no-regret behavior-i.e., for any given policy input, the model outputs the same update that smoothed fictitious play would produce. In parallel, we also newly introduce a swap-regret loss function, which extends the regret-loss framework beyond external regret and enables models to directly optimize for swap-deviation robustness. We further show that this swap-regret loss admits a stationary point whose forward pass implements the corresponding swap-regret update induced by classical Blum-Mansour no-pass implementation algorithm, with each head implementing an external-regret update via smoothed fictitious play. Together, these results show that regret-trained attention can realize differentiable mechanisms whose deployment induces equilibrium behavior in games: external-regret dynamics lead to coarse correlated equilibrium, while swap-regret dynamics lead to correlated equilibrium. Thus, regret-based objectives steer minimal attention architectures toward online-learning dynamics with game-theoretic guarantees, without supervised traces of those algorithms.

Enhancing Decision-Making with Large Language Models through Multi-Agent Fictitious Play

Large language model (LLM)-based multi-agent systems (MAS) have demonstrated great potential in solving tasks with execution complexity, by distributing subtasks across cooperative agents. However, this divide-and-conquer paradigm falls short on decision-making tasks that are also prevalent in the real world. These tasks require simultaneous reasoning from the stances of all involved stakeholders whose decisions are mutually dependent and thus cannot be solved in isolation. We characterize this challenge as stance entanglement, a form of decision complexity distinct from execution complexity. To address it, we propose Multi-Agent Fictitious Play (MAFP), a novel MAS paradigm that represents stakeholder stances as agents and formulates decision-making as an equilibrium-seeking process. Built on the game-theoretic principle of fictitious play, MAFP iteratively updates each agent's decision by best responding to the empirical mixture of other agents' past decisions. This enables agents to expose and address one another's weaknesses, progressively improving decision quality and robustness. We evaluate MAFP on challenging decision-making tasks that test the capability of deciding strategies for competitive scenarios prior to acting. MAFP outperforms both single-round and multi-round baselines on two complementary metrics, tournament strength and robustness, demonstrating its effectiveness in addressing stance entanglement.