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Distributional Reinforcement Learning (RL) maintains the entire probability distribution of the reward-to-go, i.e. the return, providing more learning signals that account for the uncertainty associated with policy performance, which may be…
The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…
Research in adversarial learning follows a cat and mouse game between attackers and defenders where attacks are proposed, they are mitigated by new defenses, and subsequently new attacks are proposed that break earlier defenses, and so on.…
A common assumption in evolutionary thought is that adaptation drives an increase in biological complexity. However, the rules governing evolution of complexity appear more nuanced. Evolution is deeply connected to learning, where…
In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…
Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…
Evolutionary game dynamics in finite populations is typically subject to noise, inducing effects which are not present in deterministic systems, including fixation and extinction. In the first part of this paper we investigate the…
We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…
This paper introduces an evolutionary dynamics based on imitate the better realization (IBR) rule. Under this rule, agents in a population game imitate the strategy of a randomly chosen opponent whenever the opponent`s realized payoff is…
An important challenge in non-cooperative game theory is coordinating on a single (approximate) equilibrium from many possibilities - a challenge that becomes even more complex when players hold private information. Recommender mechanisms…
We study the convergence time of the best response dynamics in player-specific singleton congestion games. It is well known that this dynamics can cycle, although from every state a short sequence of best responses to a Nash equilibrium…
Demographic noise has profound effects on evolutionary and population dynamics, as well as on chemical reaction systems and models of epidemiology. Such noise is intrinsic and due to the discreteness of the dynamics in finite populations.…
In deep learning, Bayesian neural networks (BNN) provide the role of robustness analysis, and the minimax method is used to be a conservative choice in the traditional Bayesian field. In this paper, we study a conservative BNN with the…
Emerging applications in engineering such as crowd-sourcing and (mis)information propagation involve a large population of heterogeneous users or agents in a complex network who strategically make dynamic decisions. In this work, we…
Learning processes in games explain how players grapple with one another in seeking an equilibrium. We study a natural model of learning based on individual gradients in two-player continuous games. In such games, the arguably natural…
Mean field games formalize dynamic games with a continuum of players and explicit interaction where the players can have heterogeneous states. As they additionally yield approximate equilibria of corresponding $N$-player games, they are of…
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…
Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…
We study a dynamic game with a large population of players who choose actions from a finite set in continuous time. Each player has a state in a finite state space that evolves stochastically with their actions. A player's reward depends…
We consider distributed learning problem in games with an unknown cost-relevant parameter, and aim to find the Nash equilibrium while learning the true parameter. Inspired by the social learning literature, we propose a distributed…