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Most known regret bounds for reinforcement learning are either episodic or assume an environment without traps. We derive a regret bound without making either assumption, by allowing the algorithm to occasionally delegate an action to an…
We propose a framework which generalizes "decision making with structured observations" by allowing robust (i.e. multivalued) models. In this framework, each model associates each decision with a convex set of probability distributions over…
We consider the adversarial multi-armed bandit problem under delayed feedback. We analyze variants of the Exp3 algorithm that tune their step-size using only information (about the losses and delays) available at the time of the decisions,…
Counterfactual Regret Minimization (CFR) is the most popular iterative algorithm for solving zero-sum imperfect-information games. Regret-Based Pruning (RBP) is an improvement that allows poorly-performing actions to be temporarily pruned,…
Counterfactual regret minimization (CFR) is a family of algorithms for effectively solving imperfect-information games. It decomposes the total regret into counterfactual regrets, utilizing local regret minimization algorithms, such as…
We provide a novel reduction from swap-regret minimization to external-regret minimization, which improves upon the classical reductions of Blum-Mansour [BM07] and Stolz-Lugosi [SL05] in that it does not require finiteness of the space of…
Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…
We study interactive learning in a setting where the agent has to generate a response (e.g., an action or trajectory) given a context and an instruction. In contrast, to typical approaches that train the system using reward or expert…
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…
We consider the use of no-regret algorithms to compute equilibria for particular classes of convex-concave games. While standard regret bounds would lead to convergence rates on the order of $O(T^{-1/2})$, recent work \citep{RS13,SALS15}…
There has been tremendous recent progress on equilibrium-finding algorithms for zero-sum imperfect-information extensive-form games, but there has been a puzzling gap between theory and practice. First-order methods have significantly…
Exploration remains a key challenge in deep reinforcement learning (RL). Optimism in the face of uncertainty is a well-known heuristic with theoretical guarantees in the tabular setting, but how best to translate the principle to deep…
Extensive-Form Game (EFG) represents a fundamental model for analyzing sequential interactions among multiple agents and the primary challenge to solve it lies in mitigating sample complexity. Existing research indicated that Double Oracle…
Robots deployed in real-world environments should operate safely in a robust manner. In scenarios where an "ego" agent navigates in an environment with multiple other "non-ego" agents, two modes of safety are commonly proposed --…
Detection of malicious behavior is a fundamental problem in security. One of the major challenges in using detection systems in practice is in dealing with an overwhelming number of alerts that are triggered by normal behavior (the…
Counterfactual Regret Minimization (CFR) is the most successful algorithm for finding approximate Nash equilibria in imperfect information games. However, CFR's reliance on full game-tree traversals limits its scalability. For this reason,…
We study a continuous-time stochastic Stackelberg game in which a leader seeks to accomplish a primary objective while inferring a hidden parameter of a rational follower. The follower solves an entropy-regularized tracking problem and…
We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…
The primary goal of reinforcement learning is to develop decision-making policies that prioritize optimal performance, frequently without considering safety. In contrast, safe reinforcement learning seeks to reduce or avoid unsafe behavior.…
Despite the significant advances in Deep Reinforcement Learning (RL) observed in the last decade, the amount of training experience necessary to learn effective policies remains one of the primary concerns in both simulated and real…