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Follow-the-Regularized-Leader (FTRL) policies have achieved Best-of-Both-Worlds (BOBW) results in various settings through hybrid regularizers, whereas analogous results for Follow-the-Perturbed-Leader (FTPL) remain limited due to inherent…

Machine Learning · Statistics 2025-08-27 Jongyeong Lee , Junya Honda , Shinji Ito , Min-hwan Oh

Regret-based algorithms are highly efficient at finding approximate Nash equilibria in sequential games such as poker games. However, most regret-based algorithms, including counterfactual regret minimization (CFR) and its variants, rely on…

Machine Learning · Computer Science 2021-10-28 Chung-Wei Lee , Christian Kroer , Haipeng Luo

We study the problem of learning in zero-sum matrix games with repeated play and bandit feedback. Specifically, we focus on developing uncoupled algorithms that guarantee, without communication between players, the convergence of the…

Machine Learning · Computer Science 2026-04-20 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Michal Valko , Vianney Perchet

This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback…

Computer Science and Game Theory · Computer Science 2023-05-29 Kenshi Abe , Kaito Ariu , Mitsuki Sakamoto , Kentaro Toyoshima , Atsushi Iwasaki

In this paper, we examine the robustness of Nash equilibria in continuous games, under both strategic and dynamic uncertainty. Starting with the former, we introduce the notion of a robust equilibrium as those equilibria that remain…

Computer Science and Game Theory · Computer Science 2025-12-10 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos , Jose Blanchet

Follow-The-Regularized-Leader (FTRL) algorithms often enjoy optimal regret for adversarial as well as stochastic bandit problems and allow for a streamlined analysis. Nonetheless, FTRL algorithms require the solution of an optimization…

Machine Learning · Computer Science 2025-02-14 Mengmeng Li , Daniel Kuhn , Bahar Taşkesen

We consider the problem of online learning and its application to solving minimax games. For the online learning problem, Follow the Perturbed Leader (FTPL) is a widely studied algorithm which enjoys the optimal $O(T^{1/2})$ worst-case…

Machine Learning · Computer Science 2020-06-16 Arun Sai Suggala , Praneeth Netrapalli

Game-theoretic models of learning are a powerful set of models that optimize multi-objective architectures. Among these models are zero-sum architectures that have inspired adversarial learning frameworks. An important shortcoming of these…

Machine Learning · Computer Science 2020-06-09 Ari Azarafrooz

We propose a new algorithm for adversarial multi-armed bandits with unrestricted delays. The algorithm is based on a novel hybrid regularizer applied in the Follow the Regularized Leader (FTRL) framework. It achieves…

Machine Learning · Computer Science 2020-06-17 Julian Zimmert , Yevgeny Seldin

We study reinforcement learning for two-player zero-sum Markov games with simultaneous moves in the finite-horizon setting, where the transition kernel of the underlying Markov games can be parameterized by a linear function over the…

Machine Learning · Computer Science 2022-04-21 Zixiang Chen , Dongruo Zhou , Quanquan Gu

This paper studies multi-agent reinforcement learning in Markov games, with the goal of learning Nash equilibria or coarse correlated equilibria (CCE) sample-optimally. All prior results suffer from at least one of the two obstacles: the…

Machine Learning · Computer Science 2022-10-13 Gen Li , Yuejie Chi , Yuting Wei , Yuxin Chen

Follow-The-Regularized-Leader (FTRL) is known as an effective and versatile approach in online learning, where appropriate choice of the learning rate is crucial for smaller regret. To this end, we formulate the problem of adjusting FTRL's…

Machine Learning · Computer Science 2024-03-12 Shinji Ito , Taira Tsuchiya , Junya Honda

In this paper, we introduce a class of learning dynamics for general quantum games, that we call "follow the quantum regularized leader" (FTQL), in reference to the classical "follow the regularized leader" (FTRL) template for learning in…

Computer Science and Game Theory · Computer Science 2023-02-07 Kyriakos Lotidis , Panayotis Mertikopoulos , Nicholas Bambos

We propose a new class of online learning algorithms, generalized implicit Follow-The-Regularized-Leader (FTRL), that expands the scope of FTRL framework. Generalized implicit FTRL can recover known algorithms, as FTRL with linearized…

Machine Learning · Computer Science 2023-06-02 Keyi Chen , Francesco Orabona

Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…

Machine Learning · Computer Science 2024-10-24 Khashayar Gatmiry , Jon Schneider , Stefanie Jegelka

This paper studies the optimality of the Follow-the-Perturbed-Leader (FTPL) policy in both adversarial and stochastic $K$-armed bandits. Despite the widespread use of the Follow-the-Regularized-Leader (FTRL) framework with various choices…

Machine Learning · Statistics 2024-03-11 Jongyeong Lee , Junya Honda , Shinji Ito , Min-hwan Oh

This paper studies policy optimization algorithms for multi-agent reinforcement learning. We begin by proposing an algorithm framework for two-player zero-sum Markov Games in the full-information setting, where each iteration consists of a…

Machine Learning · Computer Science 2022-07-26 Runyu Zhang , Qinghua Liu , Huan Wang , Caiming Xiong , Na Li , Yu Bai

We revisit the Follow the Regularized Leader (FTRL) framework for Online Convex Optimization (OCO) over compact sets, focusing on achieving dynamic regret guarantees. Prior work has highlighted the framework's limitations in dynamic…

Machine Learning · Computer Science 2026-03-19 Naram Mhaisen , George Iosifidis

Imperfect information games (IIG) are games in which each player only partially observes the current game state. We study how to learn $\epsilon$-optimal strategies in a zero-sum IIG through self-play with trajectory feedback. We give a…

Machine Learning · Statistics 2023-02-16 Côme Fiegel , Pierre Ménard , Tadashi Kozuno , Rémi Munos , Vianney Perchet , Michal Valko

The vulnerability of deep neural network models to adversarial example attacks is a practical challenge in many artificial intelligence applications. A recent line of work shows that the use of randomization in adversarial training is the…

Machine Learning · Computer Science 2023-06-30 Jiahao Xie , Chao Zhang , Weijie Liu , Wensong Bai , Hui Qian