Related papers: Learning from Delayed Feedback in Games via Extra …
Feedback delays are inevitable in real-world multi-agent learning. They are known to severely degrade performance, and the convergence rate under delayed feedback is still unclear, even for bilinear games. This paper derives the rate of…
We introduce Cautious Optimism, a framework for substantially faster regularized learning in general games. Cautious Optimism, as a variant of Optimism, adaptively controls the learning pace in a dynamic, non-monotone manner to accelerate…
There are many algorithms for regret minimisation in episodic reinforcement learning. This problem is well-understood from a theoretical perspective, providing that the sequences of states, actions and rewards associated with each episode…
We study online learning problems in which the learner has extra knowledge about the adversary's behaviour, i.e., in game-theoretic settings where opponents typically follow some no-external regret learning algorithms. Under this…
We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…
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…
Motivated by applications to online advertising and recommender systems, we consider a game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In contrast to previous work on delayed multi-armed bandits, we focus…
Learning in games refers to scenarios where multiple players interact in a shared environment, each aiming to minimize their regret. An equilibrium can be computed at a fast rate of $O(1/T)$ when all players follow the optimistic…
We derive a new analysis of Follow The Regularized Leader (FTRL) for online learning with delayed bandit feedback. By separating the cost of delayed feedback from that of bandit feedback, our analysis allows us to obtain new results in…
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…
The long-run behavior of multi-agent learning - and, in particular, no-regret learning - is relatively well-understood in potential games, where players have aligned interests. By contrast, in harmonic games - the strategic counterpart of…
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…
Follow the regularized leader FTRL is the premier algorithm for online optimization. However, despite decades of research on its convergence in constrained optimization -- and potential games in particular -- its behavior remained hitherto…
We prove that optimistic-follow-the-regularized-leader (OFTRL), together with smooth value updates, finds an $O(T^{-1})$-approximate Nash equilibrium in $T$ iterations for two-player zero-sum Markov games with full information. This…
We revisit multi-agent asynchronous online optimization with delays, where only one of the agents becomes active for making the decision at each round, and the corresponding feedback is received by all the agents after unknown delays.…
In this paper we extend the classical Follow-The-Regularized-Leader (FTRL) algorithm to encompass time-varying constraints, through adaptive penalization. We establish sufficient conditions for the proposed Penalized FTRL algorithm to…
The stochastic generalised linear bandit is a well-understood model for sequential decision-making problems, with many algorithms achieving near-optimal regret guarantees under immediate feedback. However, the stringent requirement for…
Inverse reinforcement learning (IRL) aims to learn a reward function and a corresponding policy that best fit the demonstrated trajectories of an expert. However, current IRL works cannot learn incrementally from an ongoing trajectory…
This paper investigates the impact of feedback quantization on multi-agent learning. In particular, we analyze the equilibrium convergence properties of the well-known "follow the regularized leader" (FTRL) class of algorithms when players…
Non-ergodic convergence of learning dynamics in games is widely studied recently because of its importance in both theory and practice. Recent work (Cai et al., 2024) showed that a broad class of learning dynamics, including Optimistic…