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In the classic expert problem, $\Phi$-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation $\phi \in \Phi$. A recent work by Lu et al., [2025] introduces an adaptive algorithm…

Machine Learning · Computer Science 2025-12-16 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We propose efficient no-regret learning dynamics and ellipsoid-based methods for computing linear correlated equilibria$\unicode{x2014}$a relaxation of correlated equilibria and a strengthening of coarse correlated…

Computer Science and Game Theory · Computer Science 2024-12-31 Constantinos Daskalakis , Gabriele Farina , Maxwell Fishelson , Charilaos Pipis , Jon Schneider

Regret Matching+ (RM+) and its variants are important algorithms for solving large-scale games. However, a theoretical understanding of their success in practice is still a mystery. Moreover, recent advances on fast convergence in games are…

Computer Science and Game Theory · Computer Science 2023-05-25 Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo

We define "decision swap regret" which generalizes both prediction for downstream swap regret and omniprediction, and give algorithms for obtaining it for arbitrary multi-dimensional Lipschitz loss functions in online adversarial settings.…

Machine Learning · Computer Science 2025-02-19 Jiuyao Lu , Aaron Roth , Mirah Shi

Mechanism design has found considerable application to the construction of agent-interaction protocols. In the standard setting, the type (e.g., utility function) of an agent is not known by other agents, nor is it known by the mechanism…

Computer Science and Game Theory · Computer Science 2012-07-19 Nathanael Hyafil , Craig Boutilier

We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…

Machine Learning · Computer Science 2023-01-26 Constantinos Daskalakis , Maxwell Fishelson , Noah Golowich

For decision making under uncertainty, min-max regret has been established as a popular methodology to find robust solutions. In this approach, we compare the performance of our solution against the best possible performance had we known…

Optimization and Control · Mathematics 2021-11-25 Marc Goerigk , Michael Hartisch

For some well-known games, such as the Traveler's Dilemma or the Centipede Game, traditional game-theoretic solution concepts--and most notably Nash equilibrium--predict outcomes that are not consistent with empirical observations. In this…

Computer Science and Game Theory · Computer Science 2008-10-20 Joseph Y. Halpern , Rafael Pass

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…

Artificial Intelligence · Computer Science 2015-01-05 Kevin Waugh , Dustin Morrill , J. Andrew Bagnell , Michael Bowling

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,…

Computer Science and Game Theory · Computer Science 2023-12-27 Jibang Wu , Haifeng Xu , Fan Yao

Counterfactual Regret Minimization (CFR) is an efficient no-regret learning algorithm for decision problems modeled as extensive games. CFR's regret bounds depend on the requirement of perfect recall: players always remember information…

Computer Science and Game Theory · Computer Science 2012-05-04 Marc Lanctot , Richard Gibson , Neil Burch , Martin Zinkevich , Michael Bowling

This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…

Machine Learning · Computer Science 2012-11-28 Ankan Saha , Prateek Jain , Ambuj Tewari

We suggest a general method for inferring players' values from their actions in repeated games. The method extends and improves upon the recent suggestion of (Nekipelov et al., EC 2015) and is based on the assumption that players are more…

Computer Science and Game Theory · Computer Science 2017-02-17 Noam Nisan , Gali Noti

We investigate the interplay between passivity, no-regret, and convergence in contractive games for various learning dynamic models and their higher-order variants. Our setting is continuous time. Building on prior work for replicator…

Systems and Control · Electrical Eng. & Systems 2025-04-01 Hassan Abdelraouf , Georgios Piliouras , Jeff S. Shamma

Discounted-sum games provide a formal model for the study of reinforcement learning, where the agent is enticed to get rewards early since later rewards are discounted. When the agent interacts with the environment, she may regret her…

Computer Science and Game Theory · Computer Science 2018-11-20 Michaël Cadilhac , Guillermo A. Pérez , Marie van den Bogaard

The minmax regret problem for combinatorial optimization under uncertainty can be viewed as a zero-sum game played between an optimizing player and an adversary, where the optimizing player selects a solution and the adversary selects costs…

Discrete Mathematics · Computer Science 2014-09-23 Andrew Mastin , Patrick Jaillet , Sang Chin

In this work, we introduce the concept of non-negative weighted regret, an extension of non-negative regret \cite{anagnostides2022last} in games. Investigating games with non-negative weighted regret helps us to understand games with…

Computer Science and Game Theory · Computer Science 2025-05-22 Nanxiang Zhou , Jing Dong , Baoxiang Wang

Regret minimization has proved to be a versatile tool for tree-form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, modern extensions of counterfactual regret minimization (CFR)…

Computer Science and Game Theory · Computer Science 2021-03-09 Gabriele Farina , Tuomas Sandholm

We study the problem of no-regret learning algorithms for general monotone and smooth games and their last-iterate convergence properties. Specifically, we investigate the problem under bandit feedback and strongly uncoupled dynamics, which…

Computer Science and Game Theory · Computer Science 2024-08-19 Jing Dong , Baoxiang Wang , Yaoliang Yu

Most of the literature on learning in games has focused on the restrictive setting where the underlying repeated game does not change over time. Much less is known about the convergence of no-regret learning algorithms in dynamic multiagent…

Machine Learning · Computer Science 2023-10-19 Ioannis Anagnostides , Ioannis Panageas , Gabriele Farina , Tuomas Sandholm