Related papers: Scale-Invariant Fast Convergence in Games
We show for the first time, to our knowledge, that it is possible to reconcile in online learning in zero-sum games two seemingly contradictory objectives: vanishing time-average regret and non-vanishing step sizes. This phenomenon, that we…
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…
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…
Most existing results about \emph{last-iterate convergence} of learning dynamics are limited to two-player zero-sum games, and only apply under rigid assumptions about what dynamics the players follow. In this paper we provide new results…
In game-theoretic learning, several agents are simultaneously following their individual interests, so the environment is non-stationary from each player's perspective. In this context, the performance of a learning algorithm is often…
We show that learning algorithms satisfying a $\textit{low approximate regret}$ property experience fast convergence to approximate optimality in a large class of repeated games. Our property, which simply requires that each learner has…
Learning from repeated play in a fixed two-player zero-sum game is a classic problem in game theory and online learning. We consider a variant of this problem where the game payoff matrix changes over time, possibly in an adversarial…
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…
This paper investigates the sublinear regret guarantees of two non-no-regret algorithms in zero-sum games: Fictitious Play, and Online Gradient Descent with constant stepsizes. In general adversarial online learning settings, both…
We show that natural classes of regularized learning algorithms with a form of recency bias achieve faster convergence rates to approximate efficiency and to coarse correlated equilibria in multiplayer normal form games. When each player in…
No-regret self-play learning dynamics have become one of the premier ways to solve large-scale games in practice. Accelerating their convergence via improving the regret of the players over the naive $O(\sqrt{T})$ bound after $T$ rounds has…
Self-play via online learning is one of the premier ways to solve large-scale two-player zero-sum games, both in theory and practice. Particularly popular algorithms include optimistic multiplicative weights update (OMWU) and optimistic…
A considerable chasm has been looming for decades between theory and practice in zero-sum game solving through first-order methods. Although a convergence rate of $T^{-1}$ has long been established, the most effective paradigm in practice…
In this paper we establish efficient and \emph{uncoupled} learning dynamics so that, when employed by all players in a general-sum multiplayer game, the \emph{swap regret} of each player after $T$ repetitions of the game is bounded by…
This paper examines the convergence of no-regret learning in games with continuous action sets. For concreteness, we focus on learning via "dual averaging", a widely used class of no-regret learning schemes where players take small steps…
The convergence of online learning algorithms in games under self-play is a fundamental question in game theory and machine learning. Among various notions of convergence, last-iterate convergence is particularly desirable, as it reflects…
We examine the problem of regret minimization when the learner is involved in a continuous game with other optimizing agents: in this case, if all players follow a no-regret algorithm, it is possible to achieve significantly lower regret…
We consider online learning in multi-player smooth monotone games. Existing algorithms have limitations such as (1) being only applicable to strongly monotone games; (2) lacking the no-regret guarantee; (3) having only asymptotic or slow…
Learning in zero-sum games studies a situation where multiple agents competitively learn their strategy. In such multi-agent learning, we often see that the strategies cycle around their optimum, i.e., Nash equilibrium. When a game…
A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's \emph{regret} after $T$ repetitions grows polylogarithmically in $T$, an exponential improvement over the…