Tight last-iterate convergence rates for no-regret learning in multi-player games
N Golowich, S Pattathil… - Advances in neural …, 2020 - proceedings.neurips.cc
We study the question of obtaining last-iterate convergence rates for no-regret learning
algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a …
algorithms in multi-player games. We show that the optimistic gradient (OG) algorithm with a …
Finite-time last-iterate convergence for multi-agent learning in games
In this paper, we consider multi-agent learning via online gradient descent in a class of
games called $\lambda $-cocoercive games, a fairly broad class of games that admits many …
games called $\lambda $-cocoercive games, a fairly broad class of games that admits many …
Doubly optimal no-regret online learning in strongly monotone games with bandit feedback
We consider online no-regret learning in unknown games with bandit feedback, where each
player can only observe its reward at each time--determined by all players' current joint …
player can only observe its reward at each time--determined by all players' current joint …
Fast routing under uncertainty: Adaptive learning in congestion games via exponential weights
DQ Vu, K Antonakopoulos… - Advances in Neural …, 2021 - proceedings.neurips.cc
We examine an adaptive learning framework for nonatomic congestion games where the
players' cost functions may be subject to exogenous fluctuations (eg, due to disturbances in …
players' cost functions may be subject to exogenous fluctuations (eg, due to disturbances in …
Adaptive, doubly optimal no-regret learning in strongly monotone and exp-concave games with gradient feedback
Online gradient descent (OGD) is well-known to be doubly optimal under strong convexity or
monotonicity assumptions:(1) in the single-agent setting, it achieves an optimal regret of Θ …
monotonicity assumptions:(1) in the single-agent setting, it achieves an optimal regret of Θ …
Gradient-free online learning in continuous games with delayed rewards
A Héliou, P Mertikopoulos… - … conference on machine …, 2020 - proceedings.mlr.press
Motivated by applications to online advertising and recommender systems, we consider a
game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In …
game-theoretic model with delayed rewards and asynchronous, payoff-based feedback. In …
Convergence of the iterates in mirror descent methods
We consider centralized and distributed mirror descent (MD) algorithms over a finite-
dimensional Hilbert space, and prove that the problem variables converge to an optimizer of …
dimensional Hilbert space, and prove that the problem variables converge to an optimizer of …
Mirror descent learning in continuous games
Online Mirror Descent (OMD) is an important and widely used class of adaptive learning
algorithms that enjoys good regret performance guarantees. It is therefore natural to study …
algorithms that enjoys good regret performance guarantees. It is therefore natural to study …
Countering feedback delays in multi-agent learning
Z Zhou, P Mertikopoulos, N Bambos… - Advances in …, 2017 - proceedings.neurips.cc
We consider a model of game-theoretic learning based on online mirror descent (OMD) with
asynchronous and delayed feedback information. Instead of focusing on specific games, we …
asynchronous and delayed feedback information. Instead of focusing on specific games, we …
Learning in games with lossy feedback
We consider a game-theoretical multi-agent learning problem where the feedback
information can be lost during the learning process and rewards are given by a broad class …
information can be lost during the learning process and rewards are given by a broad class …