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This study raises and addresses the problem of time-delayed feedback in learning in games. Because learning in games assumes that multiple agents independently learn their strategies, a discrepancy in optimization often emerges among the…

Machine Learning · Computer Science 2025-11-10 Yuma Fujimoto , Kenshi Abe , Kaito Ariu

We study the convergence of Optimistic Gradient Descent Ascent in unconstrained bilinear games. In a first part, we consider the zero-sum case and extend previous results by Daskalakis et al. in 2018, Liang and Stokes in 2019, and others:…

Optimization and Control · Mathematics 2022-11-24 Étienne de Montbrun , Jérôme Renault

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

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…

Computer Science and Game Theory · Computer Science 2025-01-22 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

Last-iterate convergence has received extensive study in two player zero-sum games starting from bilinear, convex-concave up to settings that satisfy the MVI condition. Typical methods that exhibit last-iterate convergence for the…

Computer Science and Game Theory · Computer Science 2023-10-05 Yi Feng , Hu Fu , Qun Hu , Ping Li , Ioannis Panageas , Bo Peng , Xiao Wang

Optimistic Gradient Descent Ascent (OGDA) and Optimistic Multiplicative Weights Update (OMWU) for saddle-point optimization have received growing attention due to their favorable last-iterate convergence. However, their behaviors for simple…

Machine Learning · Computer Science 2021-03-23 Chen-Yu Wei , Chung-Wei Lee , Mengxiao Zhang , Haipeng Luo

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…

Optimization and Control · Mathematics 2023-03-20 Yuanhanqing Huang , Jianghai Hu

Delays and asynchrony are inevitable in large-scale machine-learning problems where communication plays a key role. As such, several works have extensively analyzed stochastic optimization with delayed gradients. However, as far as we are…

Machine Learning · Computer Science 2023-08-28 Arman Adibi , Aritra Mitra , Hamed Hassani

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic…

Optimization and Control · Mathematics 2021-08-18 Ioannis Anagnostides , Paolo Penna

We study the alternating gradient descent-ascent (AltGDA) algorithm in two-player zero-sum games. Alternating methods, where players take turns to update their strategies, have long been recognized as simple and practical approaches for…

Computer Science and Game Theory · Computer Science 2026-03-03 Tianlong Nan , Shuvomoy Das Gupta , Garud Iyengar , Christian Kroer

Owing to their connection with generative adversarial networks (GANs), saddle-point problems have recently attracted considerable interest in machine learning and beyond. By necessity, most theoretical guarantees revolve around…

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…

Machine Learning · Computer Science 2023-04-12 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

Last-iterate behaviors of learning algorithms in repeated two-player zero-sum games have been extensively studied due to their wide applications in machine learning and related tasks. Typical algorithms that exhibit the last-iterate…

Machine Learning · Computer Science 2024-06-18 Yi Feng , Ping Li , Ioannis Panageas , Xiao Wang

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…

Machine Learning · Computer Science 2023-04-07 Benjamin Howson , Ciara Pike-Burke , Sarah Filippi

Our work focuses on extra gradient learning algorithms for finding Nash equilibria in bilinear zero-sum games. The proposed method, which can be formally considered as a variant of Optimistic Mirror Descent…

Computer Science and Game Theory · Computer Science 2022-03-09 Michail Fasoulakis , Evangelos Markakis , Yannis Pantazis , Constantinos Varsos

Last-iterate convergence of learning dynamics in games has attracted significant recent attention. In two-player zero-sum games with bandit feedback, where only the loss of the selected action pair is observed, Fiegel et al. (2025) show a…

Machine Learning · Computer Science 2026-05-12 Soumita Hait , Ping Li , Haipeng Luo , Mengxiao Zhang

We study the connection between gradient-based meta-learning and convex op-timisation. We observe that gradient descent with momentum is a special case of meta-gradients, and building on recent results in optimisation, we prove convergence…

Machine Learning · Computer Science 2023-01-10 Sebastian Flennerhag , Tom Zahavy , Brendan O'Donoghue , Hado van Hasselt , András György , Satinder Singh

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…

Computer Science and Game Theory · Computer Science 2020-06-22 Amélie Héliou , Panayotis Mertikopoulos , Zhengyuan Zhou

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…

Machine Learning · Computer Science 2025-03-05 Yang Cai , Gabriele Farina , Julien Grand-Clément , Christian Kroer , Chung-Wei Lee , Haipeng Luo , Weiqiang Zheng

We study the performance of optimistic regret-minimization algorithms for both minimizing regret in, and computing Nash equilibria of, zero-sum extensive-form games. In order to apply these algorithms to extensive-form games, a…

Computer Science and Game Theory · Computer Science 2019-10-29 Gabriele Farina , Christian Kroer , Tuomas Sandholm
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