相关论文: Efficient Episodic Learning of Nonstationary and U…

We consider the problem of online learning in misspecified linear stochastic multi-armed bandit problems. Regret guarantees for state-of-the-art linear bandit algorithms such as Optimism in the Face of Uncertainty Linear bandit (OFUL) hold…

In this paper, we present an online learning approach for two-player zero-sum linear quadratic games with unknown dynamics. We develop a framework combining regularized least squares model estimation, high probability confidence sets, and…

Multi-task representation learning is an approach that learns shared latent representations across related tasks, facilitating knowledge transfer and improving sample efficiency. This paper introduces a novel approach to multi-task…

Under the uncoupled learning setup, the last-iterate convergence guarantee towards Nash equilibrium is shown to be impossible in many games. This work studies the last-iterate convergence guarantee in general games toward rationalizability,…

In this paper, we formulate inverse reinforcement learning (IRL) as an expert-learner interaction whereby the optimal performance intent of an expert or target agent is unknown to a learner agent. The learner observes the states and…

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…

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…

We study online optimization methods for zero-sum games, a fundamental problem in adversarial learning in machine learning, economics, and many other domains. Traditional methods approximate Nash equilibria (NE) using either regret-based…

This paper considers the problem of inverse reinforcement learning in zero-sum stochastic games when expert demonstrations are known to be not optimal. Compared to previous works that decouple agents in the game by assuming optimality in…

Nonzero-sum stochastic differential games with impulse controls offer a realistic and far-reaching modelling framework for applications within finance, energy markets, and other areas, but the difficulty in solving such problems has…

Episodic self-imitation learning, a novel self-imitation algorithm with a trajectory selection module and an adaptive loss function, is proposed to speed up reinforcement learning. Compared to the original self-imitation learning algorithm,…

Machine unlearning aims to unlearn data points from a learned model, offering a principled way to process data-deletion requests and mitigate privacy risks without full retraining. Prior work has mainly studied unsupervised / supervised…

This paper investigates a class of games with large strategy spaces, motivated by challenges in AI alignment and language games. We introduce the hidden game problem, where for each player, an unknown subset of strategies consistently…

We study best-response type learning dynamics for zero-sum polymatrix games under two information settings. The two settings are distinguished by the type of information that each player has about the game and their opponents' strategy. The…

We provide a unifying view of a large family of previous imitation learning algorithms through the lens of moment matching. At its core, our classification scheme is based on whether the learner attempts to match (1) reward or (2)…

In the literature on game-theoretic equilibrium finding, focus has mainly been on solving a single game in isolation. In practice, however, strategic interactions -- ranging from routing problems to online advertising auctions -- evolve…

Consider a scenario where a player chooses an action in each round $t$ out of $T$ rounds and observes the incurred cost after a delay of $d_{t}$ rounds. The cost functions and the delay sequence are chosen by an adversary. We show that in a…

Restless bandit problems assume time-varying reward distributions of the arms, which adds flexibility to the model but makes the analysis more challenging. We study learning algorithms over the unknown reward distributions and prove a…

Lane changes are complex safety and throughput critical driver actions. Most lane changing models deal with lane-changing maneuvers solely from the merging driver's standpoint and thus ignore driver interaction. To overcome this…

We establish the first uncoupled learning algorithm that attains $O(n \log^2 d \log T)$ per-player regret in multi-player general-sum games, where $n$ is the number of players, $d$ is the number of actions available to each player, and $T$…