Related papers: Faster No-Regret Learning Dynamics for Extensive-F…
Imitating successful behavior is a natural and frequently applied approach to trust in when facing scenarios for which we have little or no experience upon which we can base our decision. In this paper, we consider such behavior in atomic…
We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…
We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…
We formulate the novel class of contextual games, a type of repeated games driven by contextual information at each round. By means of kernel-based regularity assumptions, we model the correlation between different contexts and game…
Designing efficient algorithms to find Nash equilibrium (NE) refinements in sequential games is of paramount importance in practice. Indeed, it is well known that the NE has several weaknesses, since it may prescribe to play sub-optimal…
Games are natural models for multi-agent machine learning settings, such as generative adversarial networks (GANs). The desirable outcomes from algorithmic interactions in these games are encoded as game theoretic equilibrium concepts, e.g.…
This paper introduces constrained correlated equilibrium, a solution concept combining correlation and coupled constraints in finite non-cooperative games. In the general case of an arbitrary correlation device and coupled constraints in…
The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while…
We introduce a new hypothesis testing-based learning dynamics in which players update their strategies by combining hypothesis testing with utility-driven exploration. In this dynamics, each player forms beliefs about opponents' strategies…
We propose a novel online learning method for minimizing regret in large extensive-form games. The approach learns a function approximator online to estimate the regret for choosing a particular action. A no-regret algorithm uses these…
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…
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…
Extensive-Form Game (EFG) represents a fundamental model for analyzing sequential interactions among multiple agents and the primary challenge to solve it lies in mitigating sample complexity. Existing research indicated that Double Oracle…
Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…
The sim-to-real gap, where agents trained in a simulator face significant performance degradation during testing, is a fundamental challenge in reinforcement learning. Extansive works adopt the framework of distributionally robust RL, to…
We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure…
Normal-form proper equilibrium, introduced by Myerson as a refinement of normal-form perfect equilibrium, occupies a distinctive position in the equilibrium analysis of extensive-form games because its more stringent perturbation structure…
Non-parametric episodic memory can be used to quickly latch onto high-rewarded experience in reinforcement learning tasks. In contrast to parametric deep reinforcement learning approaches in which reward signals need to be back-propagated…
We develop a flexible stochastic approximation framework for analyzing the long-run behavior of learning in games (both continuous and finite). The proposed analysis template incorporates a wide array of popular learning algorithms,…
We analyze inertial coordination games: dynamic coordination games with an endogenously changing state that depends on (i) a persistent fundamental players privately learn about over time; and (ii) past play. The speed of learning…