相关论文: Beyond Time-Average Convergence: Near-Optimal Unco…
Continual learning algorithms which keep the parameters of new tasks close to that of previous tasks, are popular in preventing catastrophic forgetting in sequential task learning settings. However, 1) the performance for the new continual…
This paper studies online optimization from a high-level unified theoretical perspective. We not only generalize both Optimistic-DA and Optimistic-MD in normed vector space, but also unify their analysis methods for dynamic regret. Regret…
A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…
Constrained Markov decision processes (CMDPs) are a common way to model safety constraints in reinforcement learning. State-of-the-art methods for efficiently solving CMDPs are based on primal-dual algorithms. For these algorithms, all…
To efficiently solve online problems with complicated constraints, projection-free algorithms including online frank-wolfe (OFW) and its variants have received significant interest recently. However, in the general case, existing efficient…
Given any increasing sequence of norms $\|\cdot\|_0,\dots,\|\cdot\|_{T-1}$, we provide an online convex optimization algorithm that outputs points $w_t$ in some domain $W$ in response to convex losses $\ell_t:W\to \mathbb{R}$ that…
In this paper, we study adaptive online convex optimization, and aim to design a universal algorithm that achieves optimal regret bounds for multiple common types of loss functions. Existing universal methods are limited in the sense that…
Approaches to continual learning aim to successfully learn a set of related tasks that arrive in an online manner. Recently, several frameworks have been developed which enable deep learning to be deployed in this learning scenario. A key…
We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…
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…
This paper considers the distributed online convex-concave optimization with constraint sets over a multiagent network, in which each agent autonomously generates a series of decision pairs through a designable mechanism to cooperatively…
No-regret learning dynamics play a central role in game theory, enabling decentralized convergence to equilibrium for concepts such as Coarse Correlated Equilibrium (CCE) or Correlated Equilibrium (CE). In this work, we improve the…
Online Convex Optimization plays a key role in large scale machine learning. Early approaches to this problem were conservative, in which the main focus was protection against the worst case scenario. But recently several algorithms have…
Counterfactual regret minimization (CFR) is the most popular algorithm on solving two-player zero-sum extensive games with imperfect information and achieves state-of-the-art performance in practice. However, the performance of CFR is not…
Counterfactual regret minimization (CFR) is a family of algorithms for effectively solving imperfect-information games. To enhance CFR's applicability in large games, researchers use neural networks to approximate its behavior. However,…
We show that Optimistic Hedge -- a common variant of multiplicative-weights-updates with recency bias -- attains ${\rm poly}(\log T)$ regret in multi-player general-sum games. In particular, when every player of the game uses Optimistic…
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…
We study risk-sensitive multi-agent reinforcement learning under general-sum Markov games, where agents optimize the entropic risk measure of rewards with possibly diverse risk preferences. We show that using the regret naively adapted from…
In order to find Nash-equilibria for two-player zero-sum games where each player plays combinatorial objects like spanning trees, matchings etc, we consider two online learning algorithms: the online mirror descent (OMD) algorithm and the…
Online learning makes sequence of decisions with partial data arrival where next movement of data is unknown. In this paper, we have presented a new technique as multiple times weight updating that update the weight iteratively forsame…