Related papers: The Hidden Game Problem
No-regret learners seek to minimize the difference between the loss they cumulated through the actions they played, and the loss they would have cumulated in hindsight had they consistently modified their behavior according to some strategy…
How can non-communicating agents learn to share congested resources efficiently? This is a challenging task when the agents can access the same resource simultaneously (in contrast to multi-agent multi-armed bandit problems) and the…
We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…
We consider online no-regret learning in unknown games with bandit feedback, where each player can only observe its reward at each time -- determined by all players' current joint action -- rather than its gradient. We focus on the class of…
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…
We study the game redesign problem in which an external designer has the ability to change the payoff function in each round, but incurs a design cost for deviating from the original game. The players apply no-regret learning algorithms to…
A long line of works characterizes the sample complexity of regret minimization in sequential decision-making by min-max programs. In the corresponding saddle-point game, the min-player optimizes the sampling distribution against an…
We develop a novel and generic algorithm for the adversarial multi-armed bandit problem (or more generally the combinatorial semi-bandit problem). When instantiated differently, our algorithm achieves various new data-dependent regret…
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…
This paper investigates the equilibrium convergence properties of a proposed algorithm for potential games with continuous strategy spaces in the presence of feedback delays, a main challenge in multi-agent systems that compromises the…
No-regret learning has emerged as a powerful tool for solving extensive-form games. This was facilitated by the counterfactual-regret minimization (CFR) framework, which relies on the instantiation of regret minimizers for simplexes at each…
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…
Self-play, where the algorithm learns by playing against itself without requiring any direct supervision, has become the new weapon in modern Reinforcement Learning (RL) for achieving superhuman performance in practice. However, the…
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,…
Combinatorial games lead to several interesting, clean problems in algorithms and complexity theory, many of which remain open. The purpose of this paper is to provide an overview of the area to encourage further research. In particular, we…
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…
Cloud computing as a fairly new commercial paradigm, widely investigated by different researchers, already has a great range of challenges. Pricing is a major problem in Cloud computing marketplace; as providers are competing to attract…
We study the open question of how players learn to play a social optimum pure-strategy Nash equilibrium (PSNE) through repeated interactions in general-sum coordination games. A social optimum of a game is the stable Pareto-optimal state…
We consider the problem of a learning agent who has to repeatedly play a general sum game against a strategic opponent who acts to maximize their own payoff by optimally responding against the learner's algorithm. The learning agent knows…
We study a variant of decision-theoretic online learning in which the set of experts that are available to Learner can shrink over time. This is a restricted version of the well-studied sleeping experts problem, itself a generalization of…