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Related papers: Approachability, Regret and Calibration; implicati…

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We study last-iterate convergence properties of algorithms for solving two-player zero-sum games based on Regret Matching$^+$ (RM$^+$). Despite their widespread use for solving real games, virtually nothing is known about their last-iterate…

Computer Science and Game Theory · Computer Science 2025-03-05 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

We consider concurrent games played on graphs. At every round of a game, each player simultaneously and independently selects a move; the moves jointly determine the transition to a successor state. Two basic objectives are the safety…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Luca de Alfaro , Thomas A. Henzinger

This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…

Optimization and Control · Mathematics 2024-12-02 Kerstin Schneider , Helene Krieg , Dimitri Nowak , Karl-Heinz Küfer

We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…

Computer Science and Game Theory · Computer Science 2016-12-19 Dylan J. Foster , Zhiyuan Li , Thodoris Lykouris , Karthik Sridharan , Eva Tardos

In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…

Computer Science and Game Theory · Computer Science 2023-11-07 Victor Boone , Panayotis Mertikopoulos

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

We consider online algorithms under both the competitive ratio criteria and the regret minimization one. Our main goal is to build a unified methodology that would be able to guarantee both criteria simultaneously. For a general class of…

Machine Learning · Computer Science 2019-04-09 Amit Daniely , Yishay Mansour

In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Machine Learning · Computer Science 2024-12-03 Alireza Torabian , Ruth Urner

Reachability games are two-player games played on a graph, where the objective of $\texttt{REACH}$ player is to reach the target set whereas the objective of $\texttt{SAFE}$ player is to stay away from the target set. Reachability games…

Artificial Intelligence · Computer Science 2026-05-12 Krishnendu Chatterjee , Ehsan Kafshdar Goharshady , Mehrdad Karrabi , Maximilian Seeliger , Đorđe Žikelić

We present a polynomial time algorithm for online maximization of $k$-submodular maximization. For online (nonmonotone) $k$-submodular maximization, our algorithm achieves a tight approximate factor in an approximate regret. For online…

Data Structures and Algorithms · Computer Science 2018-07-16 Tasuku Soma

The performance measure of an algorithm is a crucial part of its analysis. The performance can be determined by the study on the convergence rate of the algorithm in question. It is necessary to study some (hopefully convergent) sequence…

Optimization and Control · Mathematics 2016-07-25 Sandra Astete-Morales , Marie-Liesse Cauwet , Olivier Teytaud

Reachability computations that rely on learned or estimated models require calibration in order to uphold confidence about their guarantees. Calibration generally involves sampling scenarios inside the reachable set. However, producing…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sampada Deglurkar , Ebonye Smith , Jingqi Li , Claire J. Tomlin

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

In adversarial multi-armed bandits, two performance measures are commonly used: static regret, which compares the learner to the best fixed arm, and dynamic regret, which compares it to the best sequence of arms. While optimal algorithms…

Machine Learning · Computer Science 2026-02-18 Jian Qian , Chen-Yu Wei

Regret minimization is treated as the golden rule in the traditional study of online learning. However, regret minimization algorithms tend to converge to the static optimum, thus being suboptimal for changing environments. To address this…

Machine Learning · Computer Science 2020-02-07 Lijun Zhang , Shiyin Lu , Tianbao Yang

We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…

Machine Learning · Computer Science 2023-02-15 Le Cong Dinh , Tri-Dung Nguyen , Alain Zemkoho , Long Tran-Thanh

We consider concurrent stochastic games played on graphs with reachability and safety objectives. These games can be solved by value iteration as well as strategy iteration, each of them yielding a sequence of under-approximations of the…

Computer Science and Game Theory · Computer Science 2019-09-19 Julia Eisentraut , Jan Křetínský , Alexej Rotar

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Christopher Solinas , Revan MacQueen , Kevin Wang , James R. Wright , Nathan R. Sturtevant , Michael Bowling