Related papers: Refined approachability algorithms and application…

We consider a number of questions related to tradeoffs between reward and regret in repeated gameplay between two agents. To facilitate this, we introduce a notion of $\textit{generalized equilibrium}$ which allows for asymmetric regret…

Sequential decision making using Markov Decision Process underpins many realworld applications. Both model-based and model free methods have achieved strong results in these settings. However, real-world tasks must balance reward…

Switching costs, which capture the costs for changing policies, are regarded as a critical metric in reinforcement learning (RL), in addition to the standard metric of losses (or rewards). However, existing studies on switching costs (with…

Continual reinforcement learning (CRL) refers to a naturalistic setting where an agent needs to endlessly evolve, by trial and error, to solve multiple tasks that are presented sequentially. One of the largest obstacles to CRL is that the…

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

We consider online imitation learning (OIL), where the task is to find a policy that imitates the behavior of an expert via active interaction with the environment. We aim to bridge the gap between the theory and practice of policy…

Many learning algorithms are known to converge to an equilibrium for specific classes of games if the same learning algorithm is adopted by all agents. However, when the agents are self-interested, a natural question is whether agents have…

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Regret minimization is a powerful method for finding Nash equilibria in Normal-Form Games (NFGs) and Extensive-Form Games (EFGs), but it typically guarantees convergence only for the average strategy. However, computing the average strategy…

This paper studies the evaluation of routing algorithms from the perspective of reachability routing, where the goal is to determine all paths between a sender and a receiver. Reachability routing is becoming relevant with the changing…

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…

We consider the problem of preference based reinforcement learning (PbRL), where, unlike traditional reinforcement learning, an agent receives feedback only in terms of a 1 bit (0/1) preference over a trajectory pair instead of absolute…

N-discount optimality was introduced as a hierarchical form of policy- and value-function optimality, with Blackwell optimality lying at the top level of the hierarchy Veinott (1969); Blackwell (1962). We formalize notions of myopic…

We propose a new class of online learning algorithms, generalized implicit Follow-The-Regularized-Leader (FTRL), that expands the scope of FTRL framework. Generalized implicit FTRL can recover known algorithms, as FTRL with linearized…

We present BL-WoLF, a framework for learnability in repeated zero-sum games where the cost of learning is measured by the losses the learning agent accrues (rather than the number of rounds). The game is adversarially chosen from some…

The linear bandit problem has been studied for many years in both stochastic and adversarial settings. Designing an algorithm that can optimize the environment without knowing the loss type attracts lots of interest. \citet{LeeLWZ021}…

The online problem of computing the top eigenvector is fundamental to machine learning. In both adversarial and stochastic settings, previous results (such as matrix multiplicative weight update, follow the regularized leader, follow the…

We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of…