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We study a multi-agent imitation learning (MAIL) problem where we take the perspective of a learner attempting to coordinate a group of agents based on demonstrations of an expert doing so. Most prior work in MAIL essentially reduces the…

Machine Learning · Computer Science 2024-06-27 Jingwu Tang , Gokul Swamy , Fei Fang , Zhiwei Steven Wu

In this paper, we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU) for regret minimization in general games. CMWU effectively corresponds to the standard MWU algorithm but where all agents, when…

Computer Science and Game Theory · Computer Science 2022-06-30 Georgios Piliouras , Ryann Sim , Stratis Skoulakis

We study the problem of sequential prediction of categorical data and discuss a generalisation of Blackwell's algorithm on 0-1 data. The arguments are based on Blackwell's approachability results given in Blackwell, D. (1956): An Analog of…

Statistics Theory · Mathematics 2011-02-15 Hans Rudolf Lerche

We study Markov Decision Processes (MDP) wherein states correspond to causal graphs that stochastically generate rewards. In this setup, the learner's goal is to identify atomic interventions that lead to high rewards by intervening on…

Machine Learning · Computer Science 2021-11-02 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

Classical reactive synthesis approaches aim to synthesize a reactive system that always satisfies a given specifications. These approaches often reduce to playing a two-player zero-sum game where the goal is to synthesize a winning…

Computer Science and Game Theory · Computer Science 2025-06-09 Karan Muvvala , Qi Heng Ho , Morteza Lahijanian

In this work, we analyze an efficient sampling-based algorithm for general-purpose reachability analysis, which remains a notoriously challenging problem with applications ranging from neural network verification to safety analysis of…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Thomas Lew , Lucas Janson , Riccardo Bonalli , Marco Pavone

The Colonel Blotto game, introduced by Borel in the 1920s, is often used for modeling various real-life settings, such as elections, lobbying, etc. The game is based on the allocation of limited resources by players to a set of fields. Each…

Theoretical Economics · Economics 2024-07-25 Sidarth Erat

We present an efficient reduction that converts any machine learning algorithm into an interactive protocol, enabling collaboration with another party (e.g., a human) to achieve consensus on predictions and improve accuracy. This approach…

Machine Learning · Computer Science 2024-12-02 Natalie Collina , Surbhi Goel , Varun Gupta , Aaron Roth

We study Bayesian learning in episodic, finite-horizon zero-sum Markov games with unknown transition and reward models. We investigate a posterior algorithm in which each player maintains a Bayesian posterior over the game model,…

Machine Learning · Computer Science 2026-03-24 Chang-Wei Yueh , Andy Zhao , Ashutosh Nayyar , Rahul Jain

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

Optimization and Control · Mathematics 2018-04-13 Tatiana Tatarenko

In recent years, significant attention has been directed towards learning average-reward Markov Decision Processes (MDPs). However, existing algorithms either suffer from sub-optimal regret guarantees or computational inefficiencies. In…

Machine Learning · Computer Science 2024-06-04 Victor Boone , Zihan Zhang

We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…

Machine Learning · Computer Science 2018-06-08 Chen-Yu Wei , Haipeng Luo

We study the problem of characterizing optimal learning algorithms for playing repeated games against an adversary with unknown payoffs. In this problem, the first player (called the learner) commits to a learning algorithm against a second…

Computer Science and Game Theory · Computer Science 2024-02-16 Eshwar Ram Arunachaleswaran , Natalie Collina , Jon Schneider

Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…

Computer Science and Game Theory · Computer Science 2018-09-11 Gabriele Farina , Christian Kroer , Tuomas Sandholm

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We study online reinforcement learning in average-reward stochastic games (SGs). An SG models a two-player zero-sum game in a Markov environment, where state transitions and one-step payoffs are determined simultaneously by a learner and an…

Machine Learning · Computer Science 2017-12-05 Chen-Yu Wei , Yi-Te Hong , Chi-Jen Lu

Continuous-time adaptive controllers for systems with a matched uncertainty often comprise an online parameter estimator and a corresponding parameterized controller to cancel the uncertainty. However, such methods are often impossible to…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Aren Karapetyan , Efe C. Balta , Anastasios Tsiamis , Andrea Iannelli , John Lygeros

We investigate the concept of algorithmic replicability introduced by Impagliazzo et al. 2022, Ghazi et al. 2021, Ahn et al. 2024 in an online setting. In our model, the input sequence received by the online learner is generated from…

Machine Learning · Computer Science 2024-11-22 Saba Ahmadi , Siddharth Bhandari , Avrim Blum

Regret minimization is a general approach to online optimization which plays a crucial role in many algorithms for approximating Nash equilibria in two-player zero-sum games. The literature mainly focuses on solving individual games in…

Computer Science and Game Theory · Computer Science 2025-04-29 David Sychrovský , Martin Schmid , Michal Šustr , Michael Bowling

Peer prediction refers to a collection of mechanisms for eliciting information from human agents when direct verification of the obtained information is unavailable. They are designed to have a game-theoretic equilibrium where everyone…

Computer Science and Game Theory · Computer Science 2022-10-28 Shi Feng , Fang-Yi Yu , Yiling Chen