Faster Rates for Convex-Concave Games
Machine Learning
2018-05-18 v1 Machine Learning
Abstract
We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games. While standard regret bounds would lead to convergence rates on the order of , recent work \citep{RS13,SALS15} has established rates by taking advantage of a particular class of optimistic prediction algorithms. In this work we go further, showing that for a particular class of games one achieves a rate, and we show how this applies to the Frank-Wolfe method and recovers a similar bound \citep{D15}. We also show that such no-regret techniques can even achieve a linear rate, , for equilibrium computation under additional curvature assumptions.
Cite
@article{arxiv.1805.06792,
title = {Faster Rates for Convex-Concave Games},
author = {Jacob Abernethy and Kevin A. Lai and Kfir Y. Levy and Jun-Kun Wang},
journal= {arXiv preprint arXiv:1805.06792},
year = {2018}
}
Comments
COLT 2018