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Related papers: Learning in Games: Robustness of Fast Convergence

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This paper examines the long-run behavior of learning with bandit feedback in non-cooperative concave games. The bandit framework accounts for extremely low-information environments where the agents may not even know they are playing a…

Computer Science and Game Theory · Computer Science 2018-10-05 Mario Bravo , David S. Leslie , Panayotis Mertikopoulos

Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning…

Computer Science and Game Theory · Computer Science 2026-02-13 Taira Tsuchiya , Haipeng Luo , Shinji Ito

We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…

Machine Learning · Computer Science 2023-01-26 Constantinos Daskalakis , Maxwell Fishelson , Noah Golowich

In many real-world applications, multiple agents seek to learn how to perform highly related yet slightly different tasks in an online bandit learning protocol. We formulate this problem as the $\epsilon$-multi-player multi-armed bandit…

Machine Learning · Computer Science 2021-07-21 Zhi Wang , Chicheng Zhang , Manish Kumar Singh , Laurel D. Riek , Kamalika Chaudhuri

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

This paper considers no-regret learning for repeated continuous-kernel games with lossy bandit feedback. Since it is difficult to give the explicit model of the utility functions in dynamic environments, the players' action can only be…

Machine Learning · Computer Science 2022-05-17 Wenting Liu , Jinlong Lei , Peng Yi , Yiguang Hong

We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao

This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…

Optimization and Control · Mathematics 2018-01-17 Panayotis Mertikopoulos , Zhengyuan Zhou

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

The problem of matching markets has been studied for a long time in the literature due to its wide range of applications. Finding a stable matching is a common equilibrium objective in this problem. Since market participants are usually…

Machine Learning · Computer Science 2023-07-21 Fang Kong , Shuai Li

No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…

Machine Learning · Computer Science 2025-02-26 Shinji Ito , Haipeng Luo , Taira Tsuchiya , Yue Wu

In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…

Machine Learning · Computer Science 2023-02-14 Zhou Lu , Elad Hazan

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm

We study the repeated congestion game, in which multiple populations of players share resources, and make, at each iteration, a decentralized decision on which resources to utilize. We investigate the following question: given a model of…

Machine Learning · Computer Science 2014-08-04 Walid Krichene , Benjamin Drighès , Alexandre M. Bayen

Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…

Computer Science and Game Theory · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Haipeng Luo

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

In online learning an algorithm plays against an environment with losses possibly picked by an adversary at each round. The generality of this framework includes problems that are not adversarial, for example offline optimization, or saddle…

Machine Learning · Computer Science 2021-02-04 Ryan D'Orazio , Ruitong Huang

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu