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On-policy imitation learning algorithms such as DAgger evolve a robot control policy by executing it, measuring performance (loss), obtaining corrective feedback from a supervisor, and generating the next policy. As the loss between…
To cope with changing environments, recent developments in online learning have introduced the concepts of adaptive regret and dynamic regret independently. In this paper, we illustrate an intrinsic connection between these two concepts by…
Regret minimization is a powerful tool for solving large-scale extensive-form games. State-of-the-art methods rely on minimizing regret locally at each decision point. In this work we derive a new framework for regret minimization on…
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…
We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…
Non-stationary online learning has drawn much attention in recent years. In particular, dynamic regret and adaptive regret are proposed as two principled performance measures for online convex optimization in non-stationary environments. To…
We present a novel control-theoretic understanding of online optimization and learning in games, via the notion of passivity. Passivity is a fundamental concept in control theory, which abstracts energy conservation and dissipation in…
A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…
Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…
Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…
We study online reinforcement learning in linear Markov decision processes with adversarial losses and bandit feedback, without prior knowledge on transitions or access to simulators. We introduce two algorithms that achieve improved regret…
This paper studies model-based reinforcement learning (RL) for regret minimization. We focus on finite-horizon episodic RL where the transition model $P$ belongs to a known family of models $\mathcal{P}$, a special case of which is when…
This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…
We study the limiting behavior of the mixed strategies that result from optimal no-regret learning strategies in a repeated game setting where the stage game is any 2 by 2 competitive game. We consider optimal no-regret algorithms that are…
Most bandit algorithm designs are purely theoretical. Therefore, they have strong regret guarantees, but also are often too conservative in practice. In this work, we pioneer the idea of algorithm design by minimizing the empirical Bayes…
We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…
This paper presents a new framework for analyzing and designing no-regret algorithms for dynamic (possibly adversarial) systems. The proposed framework generalizes the popular online convex optimization framework and extends it to its…
Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the…
Our paper studies the setting of players using no-regret algorithms in various two-player games. We address whether having stronger regret guarantees or playing against an opponent with weaker regret guarantees yields higher utilities for…
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…