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 …

Finite-time last-iterate convergence for multi-agent learning in games

T Lin, Z Zhou, P Mertikopoulos… - … on Machine Learning, 2020 - proceedings.mlr.press
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 …

Doubly optimal no-regret online learning in strongly monotone games with bandit feedback

W Ba, T Lin, J Zhang, Z Zhou - arXiv preprint arXiv:2112.02856, 2021 - arxiv.org
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 …

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 …

Adaptive, doubly optimal no-regret learning in strongly monotone and exp-concave games with gradient feedback

M Jordan, T Lin, Z Zhou - Operations Research, 2024 - pubsonline.informs.org
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 …

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 …

Convergence of the iterates in mirror descent methods

TT Doan, S Bose, DH Nguyen… - IEEE control systems …, 2018 - ieeexplore.ieee.org
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 …

Mirror descent learning in continuous games

Z Zhou, P Mertikopoulos, AL Moustakas… - 2017 IEEE 56th …, 2017 - ieeexplore.ieee.org
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 …

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 …

Learning in games with lossy feedback

Z Zhou, P Mertikopoulos, S Athey… - Advances in …, 2018 - proceedings.neurips.cc
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 …