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Related papers: Near-Optimal No-Regret Learning in General Games

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Understanding and predicting the behavior of large-scale multi-agents in games remains a fundamental challenge in multi-agent systems. This paper examines the role of heterogeneity in equilibrium formation by analyzing how smooth…

Computer Science and Game Theory · Computer Science 2025-07-24 Die Hu , Shuyue Hu , Chunjiang Mu , Shiqi Fan , Chen Chu , Jinzhuo Liu , Zhen Wang

How should a player who repeatedly plays a game against a no-regret learner strategize to maximize his utility? We study this question and show that under some mild assumptions, the player can always guarantee himself a utility of at least…

Computer Science and Game Theory · Computer Science 2025-11-12 Yuan Deng , Jon Schneider , Balusubramanian Sivan

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

The existence of simple uncoupled no-regret learning dynamics that converge to correlated equilibria in normal-form games is a celebrated result in the theory of multi-agent systems. Specifically, it has been known for more than 20 years…

Computer Science and Game Theory · Computer Science 2021-05-28 Gabriele Farina , Andrea Celli , Alberto Marchesi , Nicola Gatti

We consider the problem of minimizing a smooth convex function by reducing the optimization to computing the Nash equilibrium of a particular zero-sum convex-concave game. Zero-sum games can be solved using online learning dynamics, where a…

Machine Learning · Computer Science 2018-11-16 Jun-Kun Wang , Jacob Abernethy

We study the game redesign problem in which an external designer has the ability to change the payoff function in each round, but incurs a design cost for deviating from the original game. The players apply no-regret learning algorithms to…

Computer Science and Game Theory · Computer Science 2021-10-25 Yuzhe Ma , Young Wu , Xiaojin Zhu

We develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

Machine Learning · Computer Science 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

An ideal strategy in zero-sum games should not only grant the player an average reward no less than the value of Nash equilibrium, but also exploit the (adaptive) opponents when they are suboptimal. While most existing works in Markov games…

Machine Learning · Computer Science 2022-06-15 Qinghua Liu , Yuanhao Wang , Chi Jin

We present a new framework for deriving bounds on the generalization bound of statistical learning algorithms from the perspective of online learning. Specifically, we construct an online learning game called the "generalization game",…

Machine Learning · Statistics 2024-10-18 Gábor Lugosi , Gergely Neu

Reinforcement learning from human feedback (RLHF) replaces hard-to-specify rewards with pairwise trajectory preferences, yet regret-oriented theory often assumes that preference labels are generated consistently from a single ground-truth…

Machine Learning · Computer Science 2026-04-03 Ming Shi , Yingbin Liang , Ness B. Shroff , Ananthram Swami

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

In this paper, we study the behavior of the Hedge algorithm in the online stochastic setting. We prove that anytime Hedge with decreasing learning rate, which is one of the simplest algorithm for the problem of prediction with expert…

Machine Learning · Statistics 2019-07-10 Jaouad Mourtada , Stéphane Gaïffas

We study an online forecasting setting in which, over $T$ rounds, $N$ strategic experts each report a forecast to a mechanism, the mechanism selects one forecast, and then the outcome is revealed. In any given round, each expert has a…

Machine Learning · Computer Science 2025-02-18 Junpei Komiyama , Nishant A. Mehta , Ali Mortazavi

Universal online learning aims to achieve optimal regret guarantees without requiring prior knowledge of the curvature of online functions. Existing methods have established minimax-optimal regret bounds for universal online learning, where…

Machine Learning · Computer Science 2025-11-26 Peng Zhao , Yu-Hu Yan , Hang Yu , Zhi-Hua Zhou

This study considers the partial monitoring problem with $k$-actions and $d$-outcomes and provides the first best-of-both-worlds algorithms, whose regrets are favorably bounded both in the stochastic and adversarial regimes. In particular,…

Machine Learning · Computer Science 2022-10-11 Taira Tsuchiya , Shinji Ito , Junya Honda

Multi-armed Bandit motivates methods with provable upper bounds on regret and also the counterpart lower bounds have been extensively studied in this context. Recently, Multi-agent Multi-armed Bandit has gained significant traction in…

Machine Learning · Computer Science 2023-08-17 Mengfan Xu , Diego Klabjan

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

We take a systematic look at the problem of storing whole files in a cache with limited capacity in the context of optimistic learning, where the caching policy has access to a prediction oracle (provided by, e.g., a Neural Network). The…

Machine Learning · Computer Science 2022-11-10 Naram Mhaisen , Abhishek Sinha , Georgios Paschos , Georgios Iosifidis

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…

Machine Learning · Computer Science 2025-09-10 Peng Zhao , Yan-Feng Xie , Lijun Zhang , Zhi-Hua Zhou