Related papers: Linear Convergence in Games with Delayed Feedback …

Human feedback is widely used to train agents in many domains. However, previous works rarely consider the uncertainty when humans provide feedback, especially in cases that the optimal actions are not obvious to the trainers. For example,…

This paper is a comprehensive study of a long observed phenomenon of increase in the stability margin and so the rate of convergence of a class of linear systems due to time delay. We use Lambert W function to determine (a) in what systems…

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…

The principle of optimism in the face of uncertainty is prevalent throughout sequential decision making problems such as multi-armed bandits and reinforcement learning (RL). To be successful, an optimistic RL algorithm must over-estimate…

Learning and computation of equilibria are central problems in game theory, theory of computation, and artificial intelligence. In this work, we introduce proximal regret, a new notion of regret based on proximal operators that lies…

Finding equilibria via gradient play in competitive multi-agent games has been attracting a growing amount of attention in recent years, with emphasis on designing efficient strategies where the agents operate in a decentralized and…

Learning in multi-player games can model a large variety of practical scenarios, where each player seeks to optimize its own local objective function, which at the same time relies on the actions taken by others. Motivated by the frequent…

In this paper, we study accelerating a Laplacian-based dynamic average consensus algorithm by splitting the conventional delay-free disagreement feedback into weighted summation of a current and an outdated term. We determine for what…

Stochastic min-max optimization has gained interest in the machine learning community with the advancements in GANs and adversarial training. Although game optimization is fairly well understood in the deterministic setting, some issues…

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…

We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using variants of the gradient method (GD). Prime examples are extragradient (EG), the optimistic gradient…

Motivated by applications to data networks where fast convergence is essential, we analyze the problem of learning in generic N-person games that admit a Nash equilibrium in pure strategies. Specifically, we consider a scenario where…

Regret Matching+ (RM+) and its variants are important algorithms for solving large-scale games. However, a theoretical understanding of their success in practice is still a mystery. Moreover, recent advances on fast convergence in games are…

Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms -- DORM,…

Stochastic delays in feedback lead to unstable sequential learning using multi-armed bandits. Recently, empirical Bayesian shrinkage has been shown to improve reward estimation in bandit learning. Here, we propose a novel adaptation to…

The extragradient method has gained popularity due to its robust convergence properties for differentiable games. Unlike single-objective optimization, game dynamics involve complex interactions reflected by the eigenvalues of the game…

Wealthy individuals may be less tempted to defect than those with comparatively low payoffs. To take this into consideration, we introduce coevolutionary success-driven multigames in structured populations. While the core game is always the…

A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative…

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…

We consider the setting where players run the Hedge algorithm or its optimistic variant to play an $n$-action game repeatedly for $T$ rounds. 1) For two-player games, we show that the regret of optimistic Hedge decays at $\tilde{O}( 1/T…