English
Related papers

Related papers: Fast Convergence of Regularized Learning in Games

200 papers

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

A recent emerging trend in the literature on learning in games has been concerned with providing faster learning dynamics for correlated and coarse correlated equilibria in normal-form games. Much less is known about the significantly more…

Computer Science and Game Theory · Computer Science 2022-02-14 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Andrea Celli , Tuomas Sandholm

We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…

Machine Learning · Computer Science 2020-12-01 Eric Steinberger , Adam Lerer , Noam Brown

First-order optimization methods tend to inherently favor certain solutions over others when minimizing an underdetermined training objective that has multiple global optima. This phenomenon, known as implicit bias, plays a critical role in…

Machine Learning · Computer Science 2024-04-09 Guanghui Wang , Zihao Hu , Claudio Gentile , Vidya Muthukumar , Jacob Abernethy

Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…

Computer Science and Game Theory · Computer Science 2008-10-04 Heiner Ackermann , Petra Berenbrink , Simon Fischer , Martin Hoefer

Hindsight rationality is an approach to playing general-sum games that prescribes no-regret learning dynamics for individual agents with respect to a set of deviations, and further describes jointly rational behavior among multiple agents…

Computer Science and Game Theory · Computer Science 2022-06-03 Dustin Morrill , Ryan D'Orazio , Marc Lanctot , James R. Wright , Michael Bowling , Amy R. Greenwald

In this paper, we deepen the analysis of continuous time Fictitious Play learning algorithm to the consideration of various finite state Mean Field Game settings (finite horizon, $\gamma$-discounted), allowing in particular for the…

Optimization and Control · Mathematics 2020-10-27 Sarah Perrin , Julien Perolat , Mathieu Laurière , Matthieu Geist , Romuald Elie , Olivier Pietquin

Most learning algorithms are not invariant to the scale of the function that is being approximated. We propose to adaptively normalize the targets used in learning. This is useful in value-based reinforcement learning, where the magnitude…

Machine Learning · Computer Science 2016-08-17 Hado van Hasselt , Arthur Guez , Matteo Hessel , Volodymyr Mnih , David Silver

We study three families of online convex optimization algorithms: follow-the-proximally-regularized-leader (FTRL-Proximal), regularized dual averaging (RDA), and composite-objective mirror descent. We first prove equivalence theorems that…

Machine Learning · Computer Science 2011-09-21 H. Brendan McMahan

Game theory is widely used as a behavioral model for strategic interactions in biology and social science. It is common practice to assume that players quickly converge to an equilibrium, e.g. a Nash equilibrium. This can be studied in…

Physics and Society · Physics 2018-09-20 Marco Pangallo , Torsten Heinrich , J Doyne Farmer

Artificial intelligence and robotic competitions are accompanied by a class of game paradigms in which each player privately commits a strategy to a game system which simulates the game using the collected joint strategy and then returns…

Computer Science and Game Theory · Computer Science 2022-04-28 Rui Yan , Weixian Zhang , Ruiliang Deng , Xiaoming Duan , Zongying Shi , Yisheng Zhong

The behavior of no-regret learning algorithms is well understood in two-player min-max (i.e, zero-sum) games. In this paper, we investigate the behavior of no-regret learning in min-max games with dependent strategy sets, where the strategy…

Computer Science and Game Theory · Computer Science 2022-04-15 Denizalp Goktas , Jiayi Zhao , Amy Greenwald

We study online fair division when there are a finite number of item types and the player values for the items are drawn randomly from distributions with unknown means. In this setting, a sequence of indivisible items arrives according to a…

Computer Science and Game Theory · Computer Science 2025-01-14 Benjamin Schiffer , Shirley Zhang

In this paper, we propose a passivity-based methodology for analysis and design of reinforcement learning in multi-agent finite games. Starting from a known exponentially-discounted reinforcement learning scheme, we show that convergence to…

Optimization and Control · Mathematics 2024-10-30 Bolin Gao , Lacra Pavel

Recently, Daskalakis, Fishelson, and Golowich (DFG) (NeurIPS`21) showed that if all agents in a multi-player general-sum normal-form game employ Optimistic Multiplicative Weights Update (OMWU), the external regret of every player is…

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

In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…

Computer Science and Game Theory · Computer Science 2022-10-07 Ioannis Anagnostides , Gabriele Farina , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Tuomas Sandholm

We study how to learn $\epsilon$-optimal strategies in zero-sum imperfect information games (IIG) with trajectory feedback. In this setting, players update their policies sequentially based on their observations over a fixed number of…

Computer Science and Game Theory · Computer Science 2023-09-06 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Rémi Munos , Vianney Perchet , Michal Valko

Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

Computer Science and Game Theory · Computer Science 2025-07-24 Die Hu , Shuyue Hu , Chunjiang Mu , Shiqi Fan , Chen Chu , Jinzhuo Liu , Zhen Wang

Zero-sum games are a fundamental setting for adversarial training and decision-making in multi-agent learning (MAL). Existing methods often ensure convergence to (approximate) Nash equilibria by introducing a form of regularization. Yet,…

Multiagent Systems · Computer Science 2026-02-10 Tuo Zhang , Leonardo Stella