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This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback…

Computer Science and Game Theory · Computer Science 2023-05-29 Kenshi Abe , Kaito Ariu , Mitsuki Sakamoto , Kentaro Toyoshima , Atsushi Iwasaki

In this paper, we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU) for regret minimization in general games. CMWU effectively corresponds to the standard MWU algorithm but where all agents, when…

Computer Science and Game Theory · Computer Science 2022-06-30 Georgios Piliouras , Ryann Sim , Stratis Skoulakis

Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…

Computer Science and Game Theory · Computer Science 2025-01-22 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

In order to find Nash-equilibria for two-player zero-sum games where each player plays combinatorial objects like spanning trees, matchings etc, we consider two online learning algorithms: the online mirror descent (OMD) algorithm and the…

Machine Learning · Computer Science 2016-03-03 Swati Gupta , Michel Goemans , Patrick Jaillet

The Multiplicative Weights Update (MWU) method is a ubiquitous meta-algorithm that works as follows: A distribution is maintained on a certain set, and at each step the probability assigned to element $\gamma$ is multiplied by $(1 -\epsilon…

Computer Science and Game Theory · Computer Science 2017-03-06 Gerasimos Palaiopanos , Ioannis Panageas , Georgios Piliouras

We study agents competing against each other in a repeated network zero-sum game while applying the multiplicative weights update (MWU) algorithm with fixed learning rates. In our implementation, agents select their strategies…

Computer Science and Game Theory · Computer Science 2021-10-06 James P. Bailey , Sai Ganesh Nagarajan , Georgios Piliouras

Recent developments in domains such as non-local games, quantum interactive proofs, and quantum generative adversarial networks have renewed interest in quantum game theory and, specifically, quantum zero-sum games. Central to classical…

This paper studies the convergence of the Optimistic Multiplicative Weights Update algorithm (OMWU) in two player zero-sum games. Recent works have identified instances on which the last-iterate of OMWU can converge arbitrarily slowly, but…

Computer Science and Game Theory · Computer Science 2026-05-14 John Lazarsfeld , Anas Barakat , Georgios Piliouras , Antonios Varvitsiotis , Andre Wibisono

We introduce symmetric cone games (SCGs), a broad class of multi-player games where each player's strategy lies in a generalized simplex (the trace-one slice of a symmetric cone). This framework unifies a wide spectrum of settings,…

Optimization and Control · Mathematics 2026-03-03 Anas Barakat , Wayne Lin , John Lazarsfeld , Antonios Varvitsiotis

While extensive-form games (EFGs) can be converted into normal-form games (NFGs), doing so comes at the cost of an exponential blowup of the strategy space. So, progress on NFGs and EFGs has historically followed separate tracks, with the…

Computer Science and Game Theory · Computer Science 2022-02-02 Gabriele Farina , Chung-Wei Lee , Haipeng Luo , Christian Kroer

Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…

Machine Learning · Computer Science 2025-03-05 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent…

Computer Science and Game Theory · Computer Science 2022-03-09 Michail Fasoulakis , Evangelos Markakis , Yannis Pantazis , Constantinos Varsos

Finding equilibria via gradient play in competitive multi-agent games has been attracting a growing amount of attention in recent years, with emphasis on designing efficient strategies where the agents operate in a decentralized and…

Computer Science and Game Theory · Computer Science 2022-11-17 Ruicheng Ao , Shicong Cen , Yuejie Chi

Computing approximate Nash equilibria in multi-player general-sum Markov games is a computationally intractable task. However, multi-player Markov games with certain cooperative or competitive structures might circumvent this…

Computer Science and Game Theory · Computer Science 2023-08-17 Zailin Ma , Jiansheng Yang , Zhihua Zhang

Aligning large language models (LLMs) with human preferences has proven effective for enhancing model capabilities, yet standard preference modeling using the Bradley-Terry model assumes transitivity, overlooking the inherent complexity of…

Machine Learning · Computer Science 2026-01-05 Shulun Chen , Runlong Zhou , Zihan Zhang , Maryam Fazel , Simon S. Du

We present volume analyses of Multiplicative Weights Updates (MWU) and Optimistic Multiplicative Weights Updates (OMWU) in zero-sum as well as coordination games. Such analyses provide new insights into these game dynamical systems, which…

Computer Science and Game Theory · Computer Science 2020-05-29 Yun Kuen Cheung , Georgios Piliouras

Motivated by applications in Game Theory, Optimization, and Generative Adversarial Networks, recent work of Daskalakis et al \cite{DISZ17} and follow-up work of Liang and Stokes \cite{LiangS18} have established that a variant of the widely…

Optimization and Control · Mathematics 2025-09-30 Constantinos Daskalakis , Ioannis Panageas

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) for saddle-point optimization have received growing attention due to their favorable last-iterate convergence. However, their behaviors for simple…

Machine Learning · Computer Science 2021-03-23 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo

A recent paper by Piliouras et al. [2021, 2022] introduces an uncoupled learning algorithm for normal-form games -- called Clairvoyant MWU (CMWU). In this note we show that CMWU is equivalent to the conceptual prox method described by…

Computer Science and Game Theory · Computer Science 2022-09-01 Gabriele Farina , Christian Kroer , Chung-Wei Lee , Haipeng Luo

In a recent series of papers it has been established that variants of Gradient Descent/Ascent and Mirror Descent exhibit last iterate convergence in convex-concave zero-sum games. Specifically, \cite{DISZ17, LiangS18} show last iterate…

Machine Learning · Computer Science 2025-09-30 Qi Lei , Sai Ganesh Nagarajan , Ioannis Panageas , Xiao Wang
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