English
Related papers

Related papers: Online Learning and Solving Infinite Games with an…

200 papers

Omnipredictors are simple prediction functions that encode loss-minimizing predictions with respect to a hypothesis class $H$, simultaneously for every loss function within a class of losses $L$. In this work, we give near-optimal learning…

Machine Learning · Statistics 2025-12-17 Princewill Okoroafor , Robert Kleinberg , Michael P. Kim

We investigate learning the equilibria in non-stationary multi-agent systems and address the challenges that differentiate multi-agent learning from single-agent learning. Specifically, we focus on games with bandit feedback, where testing…

Machine Learning · Computer Science 2024-05-06 Haozhe Jiang , Qiwen Cui , Zhihan Xiong , Maryam Fazel , Simon S. Du

Characterizing the performance of no-regret dynamics in multi-player games is a foundational problem at the interface of online learning and game theory. Recent results have revealed that when all players adopt specific learning algorithms,…

Computer Science and Game Theory · Computer Science 2023-11-28 Ioannis Anagnostides , Alkis Kalavasis , Tuomas Sandholm , Manolis Zampetakis

We consider online learning in the model where a learning algorithm can access the class only via the \emph{consistent oracle} -- an oracle, that, at any moment, can give a function from the class that agrees with all examples seen so far.…

Machine Learning · Computer Science 2024-02-08 Alexander Kozachinskiy , Tomasz Steifer

We consider online convex optimization with a zero-order oracle feedback. In particular, the decision maker does not know the explicit representation of the time-varying cost functions, or their gradients. At each time step, she observes…

Optimization and Control · Mathematics 2020-05-05 Tatiana Tatarenko , Maryam Kamgarpour

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

In this paper, we investigate the existence of online learning algorithms with bandit feedback that simultaneously guarantee $O(1)$ regret compared to a given comparator strategy, and $\tilde{O}(\sqrt{T})$ regret compared to any fixed…

Machine Learning · Computer Science 2025-06-05 Adrian Müller , Jon Schneider , Stratis Skoulakis , Luca Viano , Volkan Cevher

We study the problem of online binary classification where strategic agents can manipulate their observable features in predefined ways, modeled by a manipulation graph, in order to receive a positive classification. We show this setting…

Machine Learning · Computer Science 2024-06-26 Saba Ahmadi , Avrim Blum , Kunhe Yang

We explore whether quantum advantages can be found for the zeroth-order online convex optimization problem, which is also known as bandit convex optimization with multi-point feedback. In this setting, given access to zeroth-order oracles…

Quantum Physics · Physics 2022-04-04 Jianhao He , Feidiao Yang , Jialin Zhang , Lvzhou Li

The notion of \emph{policy regret} in online learning is a well defined? performance measure for the common scenario of adaptive adversaries, which more traditional quantities such as external regret do not take into account. We revisit the…

Machine Learning · Computer Science 2020-03-24 Raman Arora , Michael Dinitz , Teodor V. Marinov , Mehryar Mohri

We consider learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation, where the action-value function is approximated by a function in a Reproducing Kernel Hilbert Space (RKHS). The key challenge is…

Machine Learning · Computer Science 2022-08-11 Chris Junchi Li , Dongruo Zhou , Quanquan Gu , Michael I. Jordan

Recent literature on online learning has focused on developing adaptive algorithms that take advantage of a regularity of the sequence of observations, yet retain worst-case performance guarantees. A complementary direction is to develop…

Machine Learning · Computer Science 2015-01-27 Ali Jadbabaie , Alexander Rakhlin , Shahin Shahrampour , Karthik Sridharan

We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

This paper studies the optimistic variant of Fictitious Play for learning in two-player zero-sum games. While it is known that Optimistic FTRL -- a regularized algorithm with a bounded stepsize parameter -- obtains constant regret in this…

Machine Learning · Computer Science 2026-01-15 John Lazarsfeld , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

We show that, for any sufficiently small fixed $\epsilon > 0$, when both players in a general-sum two-player (bimatrix) game employ optimistic mirror descent (OMD) with smooth regularization, learning rate $\eta = O(\epsilon^2)$ and $T =…

Computer Science and Game Theory · Computer Science 2022-10-10 Ioannis Anagnostides , Gabriele Farina , Ioannis Panageas , Tuomas Sandholm

This study considers online learning with general directed feedback graphs. For this problem, we present best-of-both-worlds algorithms that achieve nearly tight regret bounds for adversarial environments as well as poly-logarithmic regret…

Machine Learning · Computer Science 2022-12-29 Shinji Ito , Taira Tsuchiya , Junya Honda

This paper examines the Random Utility Model (RUM) in repeated stochastic choice settings where decision-makers lack full information about payoffs. We propose a gradient-based learning algorithm that embeds RUM into an online…

Theoretical Economics · Economics 2025-06-23 Emerson Melo

Online learning algorithms that minimize regret provide strong guarantees in situations that involve repeatedly making decisions in an uncertain environment, e.g. a driver deciding what route to drive to work every day. While regret…

Computer Science and Game Theory · Computer Science 2013-09-06 Jeremiah Blocki , Nicolas Christin , Anupam Datta , Arunesh Sinha

Reinforcement Learning (RL) has been able to solve hard problems such as playing Atari games or solving the game of Go, with a unified approach. Yet modern deep RL approaches are still not widely used in real-world applications. One reason…

Machine Learning · Computer Science 2021-03-08 Achraf Azize , Othman Gaizi

Partial monitoring is a generic framework of online decision-making problems with limited feedback. To make decisions from such limited feedback, it is necessary to find an appropriate distribution for exploration. Recently, a powerful…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito , Junya Honda