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Regret has been established as a foundational concept in online learning, and likewise has important applications in the analysis of learning dynamics in games. Regret quantifies the difference between a learner's performance against a…

Computer Science and Game Theory · Computer Science 2021-06-29 Georgios Piliouras , Mark Rowland , Shayegan Omidshafiei , Romuald Elie , Daniel Hennes , Jerome Connor , Karl Tuyls

This paper proposes a theoretical analysis of recommendation systems in an online setting, where items are sequentially recommended to users over time. In each round, a user, randomly picked from a population of $m$ users, requests a…

Machine Learning · Statistics 2020-10-26 Kaito Ariu , Narae Ryu , Se-Young Yun , Alexandre Proutière

We study the problem of online prediction, in which at each time step $t$, an individual $x_t$ arrives, whose label we must predict. Each individual is associated with various groups, defined based on their features such as age, sex, race…

Machine Learning · Computer Science 2023-10-10 Krishna Acharya , Eshwar Ram Arunachaleswaran , Sampath Kannan , Aaron Roth , Juba Ziani

We study the combinatorial semi-bandit problem where an agent selects a subset of base arms and receives individual feedback. While this generalizes the classical multi-armed bandit and has broad applicability, its scalability is limited by…

Machine Learning · Statistics 2025-10-27 Jung-hun Kim , Milan Vojnović , Min-hwan Oh

We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum…

Machine Learning · Computer Science 2020-04-06 Adrian Rivera Cardoso , Jacob Abernethy , He Wang , Huan Xu

We consider an online load balancing problem and its extensions in the framework of repeated games. On each round, the player chooses a distribution (task allocation) over $K$ servers, and then the environment reveals the load of each…

Data Structures and Algorithms · Computer Science 2020-07-22 Yaxiong Liu , Kohei Hatano , Eiji Takimoto

This paper considers repeated games in which one player has more information about the game than the other players. In particular, we investigate repeated two-player zero-sum games where only the column player knows the payoff matrix A of…

Computer Science and Game Theory · Computer Science 2023-02-16 Le Cong Dinh , Long Tran-Thanh , Tri-Dung Nguyen , Alain B. Zemkoho

We consider the fundamental problem of prediction with expert advice where the experts are "optimizable": there is a black-box optimization oracle that can be used to compute, in constant time, the leading expert in retrospect at any point…

Machine Learning · Computer Science 2016-01-28 Elad Hazan , Tomer Koren

A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

We study the problem of minimizing swap regret in structured normal-form games. Players have a very large (potentially infinite) number of pure actions, but each action has an embedding into $d$-dimensional space and payoffs are given by…

Machine Learning · Computer Science 2025-02-14 Maxwell Fishelson , Robert Kleinberg , Princewill Okoroafor , Renato Paes Leme , Jon Schneider , Yifeng Teng

We study the problem of online learning with a notion of regret defined with respect to a set of strategies. We develop tools for analyzing the minimax rates and for deriving regret-minimization algorithms in this scenario. While the…

Machine Learning · Statistics 2013-02-13 Wei Han , Alexander Rakhlin , Karthik Sridharan

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

Machine Learning · Computer Science 2011-06-17 Miroslav Dudik , Daniel Hsu , Satyen Kale , Nikos Karampatziakis , John Langford , Lev Reyzin , Tong Zhang

Most learning algorithms with formal regret guarantees essentially rely on trying all possible behaviors, which is problematic when some errors cannot be recovered from. Instead, we allow the learning agent to ask for help from a mentor and…

Machine Learning · Computer Science 2025-09-17 Benjamin Plaut , Juan Liévano-Karim , Hanlin Zhu , Stuart Russell

We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Such games…

Computer Science and Game Theory · Computer Science 2020-10-27 Vijay Kamble , Patrick Loiseau , Jean Walrand

We study the $K$-armed contextual dueling bandit problem, a sequential decision making setting in which the learner uses contextual information to make two decisions, but only observes \emph{preference-based feedback} suggesting that one…

Machine Learning · Computer Science 2021-11-25 Aadirupa Saha , Akshay Krishnamurthy

The literature on game-theoretic equilibrium finding predominantly focuses on single games or their repeated play. Nevertheless, numerous real-world scenarios feature playing a game sampled from a distribution of similar, but not identical…

Computer Science and Game Theory · Computer Science 2024-02-21 David Sychrovský , Michal Šustr , Elnaz Davoodi , Michael Bowling , Marc Lanctot , Martin Schmid

Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…

Computer Science and Game Theory · Computer Science 2024-06-04 Ratip Emin Berker , Vincent Conitzer

Prior AI breakthroughs in complex games have focused on either the purely adversarial or purely cooperative settings. In contrast, Diplomacy is a game of shifting alliances that involves both cooperation and competition. For this reason,…

Artificial Intelligence · Computer Science 2021-05-04 Jonathan Gray , Adam Lerer , Anton Bakhtin , Noam Brown

Iterated admissibility is a well-known and important concept in classical game theory, e.g. to determine rational behaviors in multi-player matrix games. As recently shown by Berwanger, this concept can be soundly extended to infinite games…

Computer Science and Game Theory · Computer Science 2014-01-24 Romain Brenguier , Jean-François Raskin , Mathieu Sassolas

In online convex optimization, the player aims to minimize regret, or the difference between her loss and that of the best fixed decision in hindsight over the entire repeated game. Algorithms that minimize (standard) regret may converge to…

Machine Learning · Computer Science 2023-02-14 Zhou Lu , Elad Hazan