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Reinforcement learning (RL) so far has limited real-world applications. One key challenge is that typical RL algorithms heavily rely on a reset mechanism to sample proper initial states; these reset mechanisms, in practice, are expensive to…

Machine Learning · Computer Science 2023-07-25 Hoai-An Nguyen , Ching-An Cheng

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 develop an algorithmic framework for solving convex optimization problems using no-regret game dynamics. By converting the problem of minimizing a convex function into an auxiliary problem of solving a min-max game in a sequential…

Machine Learning · Computer Science 2023-02-21 Jun-Kun Wang , Jacob Abernethy , Kfir Y. Levy

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 study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

Machine Learning · Computer Science 2022-04-13 Constantinos Daskalakis , Noah Golowich

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

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure…

Machine Learning · Computer Science 2022-06-17 Zifan Wang , Yi Shen , Michael M. Zavlanos

We consider a fair resource allocation problem in the no-regret setting against an unrestricted adversary. The objective is to allocate resources equitably among several agents in an online fashion so that the difference of the aggregate…

Machine Learning · Computer Science 2023-03-14 Abhishek Sinha , Ativ Joshi , Rajarshi Bhattacharjee , Cameron Musco , Mohammad Hajiesmaili

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

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

An abundance of recent impossibility results establish that regret minimization in Markov games with adversarial opponents is both statistically and computationally intractable. Nevertheless, none of these results preclude the possibility…

Machine Learning · Computer Science 2025-06-17 Liad Erez , Tal Lancewicki , Uri Sherman , Tomer Koren , Yishay Mansour

Game theory has grown into a major field over the past few decades, and poker has long served as one of its key case studies. Game-Theory-Optimal (GTO) provides strategies to avoid loss in poker, but pure GTO does not guarantee maximum…

Computer Science and Game Theory · Computer Science 2025-09-30 SeungHyun Yi , Seungjun Yi

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to guarantee…

Machine Learning · Computer Science 2026-05-22 Ioannis Anagnostides , Gabriele Farina , Maxwell Fishelson , Haipeng Luo , Jon Schneider

Although well-established in general reinforcement learning (RL), value-based methods are rarely explored in constrained RL (CRL) for their incapability of finding policies that can randomize among multiple actions. To apply value-based…

Machine Learning · Computer Science 2022-06-28 Tianchi Cai , Wenpeng Zhang , Lihong Gu , Xiaodong Zeng , Jinjie Gu

When learning to play an imperfect information game, it is often easier to first start with the basic mechanics of the game rules. For example, one can play several example rounds with private cards revealed to all players to better…

Computer Science and Game Theory · Computer Science 2025-05-27 Benjamin Heymann , Marc Lanctot

This article discusses two contributions to decision-making in complex partially observable stochastic games. First, we apply two state-of-the-art search techniques that use Monte-Carlo sampling to the task of approximating a…

Computer Science and Game Theory · Computer Science 2014-01-21 Marc Ponsen , Steven de Jong , Marc Lanctot

Reciprocal recommender systems (RRS) in dating, gaming, and talent platforms require mutual acceptance for a match. Logged data, however, over-represents popular profiles due to past exposure policies, creating feedback loops that skew…

Information Retrieval · Computer Science 2025-08-05 Kazuki Kawamura , Takuma Udagawa , Kei Tateno

Deep counterfactual value networks combined with continual resolving provide a way to conduct depth-limited search in imperfect-information games. However, since their introduction in the DeepStack poker AI, deep counterfactual value…

Artificial Intelligence · Computer Science 2020-07-22 Ryan Zarick , Bryan Pellegrino , Noam Brown , Caleb Banister
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