  We propose a novel online learning method for minimizing regret in large
extensive-form games. The approach learns a function approximator online to
estimate the regret for choosing a particular action. A no-regret algorithm
uses these estimates in place of the true regrets to define a sequence of
policies.
  We prove the approach sound by providing a bound relating the quality of the
function approximation and regret of the algorithm. A corollary being that the
method is guaranteed to converge to a Nash equilibrium in self-play so long as
the regrets are ultimately realizable by the function approximator. Our
technique can be understood as a principled generalization of existing work on
abstraction in large games; in our work, both the abstraction as well as the
equilibrium are learned during self-play. We demonstrate empirically the method
achieves higher quality strategies than state-of-the-art abstraction techniques
given the same resources.
