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It is now well known that decentralised optimisation can be formulated as a potential game, and game-theoretical learning algorithms can be used to find an optimum. One of the most common learning techniques in game theory is fictitious…

Machine Learning · Statistics 2011-12-13 Michalis Smyrnakis , David S. Leslie

Iterative imputation is a popular tool to accommodate missing data. While it is widely accepted that valid inferences can be obtained with this technique, these inferences all rely on algorithmic convergence. There is no consensus on how to…

Computation · Statistics 2021-10-25 Hanne Ida Oberman , Stef van Buuren , Gerko Vink

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

We design a novel algorithm for solving Mean-Payoff Games (MPGs). Besides solving an MPG in the usual sense, our algorithm computes more information about the game, information that is important with respect to applications. The weights of…

Computer Science and Game Theory · Computer Science 2010-06-09 Luboš Brim , Jakub Chaloupka

Floating point error is a drawback of embedded systems implementation that is difficult to avoid. Computing rigorous upper bounds of roundoff errors is absolutely necessary for the validation of critical software. This problem of computing…

Numerical Analysis · Computer Science 2018-02-14 Victor Magron , Alexandre Rocca , Thao Dang

In the context of multi-player, general-sum games, there is an increasing interest in solution concepts modeling some form of communication among players, since they can lead to socially better outcomes with respect to Nash equilibria, and…

Computer Science and Game Theory · Computer Science 2019-10-15 Andrea Celli , Alberto Marchesi , Tommaso Bianchi , Nicola Gatti

We develop a new approach to drifting games, a class of two-person games with many applications to boosting and online learning settings. Our approach involves (a) guessing an asymptotically optimal potential by solving an associated…

Machine Learning · Computer Science 2023-02-14 Zhilei Wang , Robert V. Kohn

Verification of C++ programs has seen considerable progress in several areas, but not for programs that use these languages' mathematical libraries. The reason is that all libraries in widespread use come with no guarantees about the…

Programming Languages · Computer Science 2022-06-23 Roberto Bagnara , Michele Chiari , Roberta Gori , Abramo Bagnara

This paper presents a generalized flux-corrected transport (FCT) algorithm, which is shown to be total variation diminishing under some conditions. The new algorithm has improved properties from the standpoint of use and analysis. Results…

Computational Physics · Physics 2024-11-20 William J Rider , Dennis R Liles

The strategy improvement algorithm for mean payoff games and parity games is a local improvement algorithm, just like the simplex algorithm for linear programs. Their similarity has turned out very useful: many lower bounds on running time…

Computer Science and Game Theory · Computer Science 2025-09-22 Matthew Maat

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 revisit the \emph{leaderboard problem} introduced by Blum and Hardt (2015) in an effort to reduce overfitting in machine learning benchmarks. We show that a randomized version of their Ladder algorithm achieves leaderboard error…

Machine Learning · Computer Science 2017-06-12 Moritz Hardt

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

We revisit the Reinforce policy gradient algorithm from the literature. Note that this algorithm typically works with cost returns obtained over random length episodes obtained from either termination upon reaching a goal state (as with…

Machine Learning · Computer Science 2023-10-10 Shalabh Bhatnagar

We argue that the extensive-form game (EFG) model isn't powerful enough to express all important aspects of imperfect information games, such as those related to decomposition and online game solving. We present a principled attempt to fix…

Computer Science and Game Theory · Computer Science 2019-06-17 Vojtěch Kovařík , Viliam Lisý

Many optimization problems of interest are known to be intractable, and while there are often heuristics that are known to work on typical instances, it is usually not easy to determine a posteriori whether the optimal solution was found.…

Optimization and Control · Mathematics 2015-09-03 Afonso S. Bandeira

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

Artificial Intelligence · Computer Science 2020-06-15 Edward Lockhart , Marc Lanctot , Julien Pérolat , Jean-Baptiste Lespiau , Dustin Morrill , Finbarr Timbers , Karl Tuyls

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

In this paper, we present the QR Algorithm with Permutations that shows an improved convergence rate compared to the classical QR algorithm. We determine a bound for performance based on best instantaneous convergence, and develop low…

Numerical Analysis · Computer Science 2014-02-21 Aravindh Krishnamoorthy

The problem of finding quantum error-correcting codes is transformed into the problem of finding additive codes over the field GF(4) which are self-orthogonal with respect to a certain trace inner product. Many new codes and new bounds are…

Quantum Physics · Physics 2008-02-03 A. R. Calderbank , E. M Rains , P. W. Shor , N. J. A. Sloane