Doubly optimal no-regret learning in monotone games

Y Cai, W Zheng - International Conference on Machine …, 2023 - proceedings.mlr.press
We consider online learning in multi-player smooth monotone games. Existing algorithms
have limitations such as (1) being only applicable to strongly monotone games;(2) lacking …

No-regret learning dynamics for extensive-form correlated equilibrium

A Celli, A Marchesi, G Farina… - Advances in Neural …, 2020 - proceedings.neurips.cc
The existence of simple, uncoupled no-regret dynamics that converge to correlated
equilibria in normal-form games is a celebrated result in the theory of multi-agent systems …

Meta-learning in games

K Harris, I Anagnostides, G Farina, M Khodak… - arXiv preprint arXiv …, 2022 - arxiv.org
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 …

Near-Optimal -Regret Learning in Extensive-Form Games

I Anagnostides, G Farina… - … Conference on Machine …, 2023 - proceedings.mlr.press
In this paper, we establish efficient and uncoupled learning dynamics so that, when
employed by all players in multiplayer perfect-recall imperfect-information extensive-form …

Extra-newton: A first approach to noise-adaptive accelerated second-order methods

K Antonakopoulos, A Kavis… - Advances in Neural …, 2022 - proceedings.neurips.cc
In this work, we propose a universal and adaptive second-order method for minimization of
second-order smooth, convex functions. Precisely, our algorithm achieves $ O (\sigma/\sqrt …

Last-iterate convergence with full and noisy feedback in two-player zero-sum games

K Abe, K Ariu, M Sakamoto, K Toyoshima… - arXiv preprint arXiv …, 2022 - arxiv.org
This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an
equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last …

No-regret learning in dynamic competition with reference effects under logit demand

MA Guo, D Ying, J Lavaei… - Advances in Neural …, 2024 - proceedings.neurips.cc
This work is dedicated to the algorithm design in a competitive framework, with the primary
goal of learning a stable equilibrium. We consider the dynamic price competition between …

Curvature-independent last-iterate convergence for games on riemannian manifolds

Y Cai, MI Jordan, T Lin, A Oikonomou… - arXiv preprint arXiv …, 2023 - arxiv.org
Numerous applications in machine learning and data analytics can be formulated as
equilibrium computation over Riemannian manifolds. Despite the extensive investigation of …

A geometric decomposition of finite games: Convergence vs. recurrence under exponential weights

D Legacci, P Mertikopoulos, B Pradelski - ICML 2024-41st International …, 2024 - hal.science
In view of the complexity of the dynamics of learning in games, we seek to decompose a
game into simpler components where the dynamics' long-run behavior is well understood. A …

Payoff-based learning of nash equilibria in merely monotone games

T Tatarenko, M Kamgarpour - IEEE Transactions on Control of …, 2024 - ieeexplore.ieee.org
We address learning Nash equilibria in convex games under the payoff information setting.
We consider the case in which the game pseudo-gradient is monotone but not necessarily …