Related papers: Is Learning in Games Good for the Learners?
Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that…
Recent developments in digital platforms have highlighted the prevalence of open systems, where agents can arrive and depart over time. While bandit learning in open systems has recently received initial attention, existing work imposes…
Making an informed decision -- for example, when choosing a career or housing -- requires knowledge about the available options. Such knowledge is generally acquired through costly trial and error, but this learning process can be disrupted…
In this paper, we examine the long-run behavior of regularized, no-regret learning in finite games. A well-known result in the field states that the empirical frequencies of no-regret play converge to the game's set of coarse correlated…
Motivated by the question of how a principal can maximize its utility in repeated interactions with a learning agent, we study repeated games between an principal and an agent employing a mean-based learning algorithm. Prior work has shown…
In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…
We study the repeated principal-agent bandit game, where the principal indirectly interacts with the unknown environment by proposing incentives for the agent to play arms. Most existing work assumes the agent has full knowledge of the…
Learning in games considers how multiple agents maximize their own rewards through repeated games. Memory, an ability that an agent changes his/her action depending on the history of actions in previous games, is often introduced into…
We introduce robust learning equilibrium. The idea of learning equilibrium is that learning algorithms in multi-agent systems should themselves be in equilibrium rather than only lead to equilibrium. That is, learning equilibrium is immune…
We consider a collaborative online learning paradigm, wherein a group of agents connected through a social network are engaged in playing a stochastic multi-armed bandit game. Each time an agent takes an action, the corresponding reward is…
When a game involves many agents or when communication between agents is not possible, it is useful to resort to distributed learning where each agent acts in complete autonomy without any information on the other agents' situations.…
Inspired by real-time ad exchanges for online display advertising, we consider the problem of inferring a buyer's value distribution for a good when the buyer is repeatedly interacting with a seller through a posted-price mechanism. We…
The existence of simple, uncoupled no-regret 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 that when…
We introduce DREAM, a deep reinforcement learning algorithm that finds optimal strategies in imperfect-information games with multiple agents. Formally, DREAM converges to a Nash Equilibrium in two-player zero-sum games and to an…
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…
The problem of online learning with graph feedback has been extensively studied in the literature due to its generality and potential to model various learning tasks. Existing works mainly study the adversarial and stochastic feedback…
Online learning in arbitrary, and possibly adversarial, environments has been extensively studied in sequential decision-making, and it is closely connected to equilibrium computation in game theory. Most existing online learning algorithms…
We consider the problem of estimating preferences of human agents from data of strategic systems where the agents repeatedly interact. Recently, it was demonstrated that a new estimation method called "quantal regret" produces more accurate…
A recent paper by Farina & Pipis (2023) established the existence of uncoupled no-linear-swap regret dynamics with polynomial-time iterations in extensive-form games. The equilibrium points reached by these dynamics, known as linear…
We consider the problem of learning to play a repeated contextual game with unknown reward and unknown constraints functions. Such games arise in applications where each agent's action needs to belong to a feasible set, but the feasible set…