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We study the problem of guaranteeing low regret in repeated games against an opponent with unknown membership in one of several classes. We add the constraint that our algorithm is non-exploitable, in that the opponent lacks an incentive to…

Computer Science and Game Theory · Computer Science 2022-07-05 Anthony DiGiovanni , Ambuj Tewari

We study episodic reinforcement learning under unknown adversarial corruptions in both the rewards and the transition probabilities of the underlying system. We propose new algorithms which, compared to the existing results in (Lykouris et…

Machine Learning · Computer Science 2021-03-09 Yifang Chen , Simon S. Du , Kevin Jamieson

Reinforcement learning (RL) has been used in a range of simulated real-world tasks, e.g., sensor coordination, traffic light control, and on-demand mobility services. However, real world deployments are rare, as RL struggles with dynamic…

Machine Learning · Computer Science 2021-12-02 Alberto Castagna , Ivana Dusparic

Online meta-learning is emerging as an enabling technique for achieving edge intelligence in the IoT ecosystem. Nevertheless, to learn a good meta-model for within-task fast adaptation, a single agent alone has to learn over many tasks, and…

Machine Learning · Computer Science 2020-12-22 Sen Lin , Mehmet Dedeoglu , Junshan Zhang

We consider a two-agent MDP framework where agents repeatedly solve a task in a collaborative setting. We study the problem of designing a learning algorithm for the first agent (A1) that facilitates a successful collaboration even in cases…

Machine Learning · Computer Science 2019-06-21 Goran Radanovic , Rati Devidze , David C. Parkes , Adish Singla

This paper studies a recent proposal to use randomized value functions to drive exploration in reinforcement learning. These randomized value functions are generated by injecting random noise into the training data, making the approach…

Machine Learning · Computer Science 2024-09-23 Daniel Russo

We present an algorithm guaranteeing dynamic regret bounds for online omniprediction with long term constraints. The goal in this recently introduced problem is for a learner to generate a sequence of predictions which are broadcast to a…

Machine Learning · Computer Science 2025-10-09 Yahav Bechavod , Jiuyao Lu , Aaron Roth

We consider Markov Decision Processes (MDPs) with deterministic transitions and study the problem of regret minimization, which is central to the analysis and design of optimal learning algorithms. We present logarithmic problem-specific…

Machine Learning · Computer Science 2021-06-29 Damianos Tranos , Alexandre Proutiere

The widespread deployment of Machine Learning systems everywhere raises challenges, such as dealing with interactions or competition between multiple learners. In that goal, we study multi-agent sequential decision-making by considering…

Computer Science and Game Theory · Computer Science 2025-10-28 Antoine Scheid , Etienne Boursier , Alain Durmus , Eric Moulines , Michael I. Jordan

One of the main questions concerning learning in Multi-Agent Systems is: (How) can agents benefit from mutual interaction during the learning process?. This paper describes the study of an interactive advice-exchange mechanism as a possible…

Machine Learning · Computer Science 2007-05-23 L. Nunes , E. Oliveira

We initiate the study of a repeated principal-agent problem over a finite horizon $T$, where a principal sequentially interacts with $K\geq 2$ types of agents arriving in an adversarial order. At each round, the principal strategically…

Computer Science and Game Theory · Computer Science 2025-08-05 Junyan Liu , Arnab Maiti , Artin Tajdini , Kevin Jamieson , Lillian J. Ratliff

We present an algorithm based on the \emph{Optimism in the Face of Uncertainty} (OFU) principle which is able to learn Reinforcement Learning (RL) modeled by Markov decision process (MDP) with finite state-action space efficiently. By…

Machine Learning · Computer Science 2020-01-01 Zihan Zhang , Xiangyang Ji

We consider an extended notion of reinforcement learning in which the environment can simulate the agent and base its outputs on the agent's hypothetical behavior. Since good performance usually requires paying attention to whatever things…

Artificial Intelligence · Computer Science 2022-07-21 Samuel Allen Alexander , Michael Castaneda , Kevin Compher , Oscar Martinez

We study a collaborative multi-agent stochastic linear bandit setting, where $N$ agents that form a network communicate locally to minimize their overall regret. In this setting, each agent has its own linear bandit problem (its own reward…

Machine Learning · Computer Science 2022-05-16 Ahmadreza Moradipari , Mohammad Ghavamzadeh , Mahnoosh Alizadeh

In cooperative multiagent planning, it can often be beneficial for an agent to make commitments about aspects of its behavior to others, allowing them in turn to plan their own behaviors without taking the agent's detailed behavior into…

Artificial Intelligence · Computer Science 2017-03-16 Qi Zhang , Satinder Singh , Edmund Durfee

We present an algorithm based on posterior sampling (aka Thompson sampling) that achieves near-optimal worst-case regret bounds when the underlying Markov Decision Process (MDP) is communicating with a finite, though unknown, diameter. Our…

Machine Learning · Computer Science 2020-04-01 Shipra Agrawal , Randy Jia

Reinforcement learning in cooperative multi-agent settings has recently advanced significantly in its scope, with applications in cooperative estimation for advertising, dynamic treatment regimes, distributed control, and federated…

Machine Learning · Computer Science 2021-03-30 Abhimanyu Dubey , Alex Pentland

We address the question of repeatedly learning linear classifiers against agents who are strategically trying to game the deployed classifiers, and we use the Stackelberg regret to measure the performance of our algorithms. First, we show…

Computer Science and Game Theory · Computer Science 2020-11-17 Yiling Chen , Yang Liu , Chara Podimata

We study finite episodic Markov decision processes incorporating dynamic risk measures to capture risk sensitivity. To this end, we present two model-based algorithms applied to \emph{Lipschitz} dynamic risk measures, a wide range of risk…

Machine Learning · Computer Science 2023-06-06 Hao Liang , Zhi-quan Luo

We provide an algorithm that achieves the optimal regret rate in an unknown weakly communicating Markov Decision Process (MDP). The algorithm proceeds in episodes where, in each episode, it picks a policy using regularization based on the…

Machine Learning · Computer Science 2012-05-14 Peter L. Bartlett , Ambuj Tewari
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