Optimistic mirror descent in saddle-point problems: Going the extra (gradient) mile
Owing to their connection with generative adversarial networks (GANs), saddle-point
problems have recently attracted considerable interest in machine learning and beyond. By …
problems have recently attracted considerable interest in machine learning and beyond. By …
On gradient-based learning in continuous games
We introduce a general framework for competitive gradient-based learning that
encompasses a wide breadth of multiagent learning algorithms, and analyze the limiting …
encompasses a wide breadth of multiagent learning algorithms, and analyze the limiting …
[HTML][HTML] Convergence of sequences: A survey
Convergent sequences of real numbers play a fundamental role in many different problems
in system theory, eg, in Lyapunov stability analysis, as well as in optimization theory and …
in system theory, eg, in Lyapunov stability analysis, as well as in optimization theory and …
The limits of min-max optimization algorithms: Convergence to spurious non-critical sets
Compared to minimization, the min-max optimization in machine learning applications is
considerably more convoluted because of the existence of cycles and similar phenomena …
considerably more convoluted because of the existence of cycles and similar phenomena …
Scaling up mean field games with online mirror descent
We address scaling up equilibrium computation in Mean Field Games (MFGs) using Online
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …
Mirror Descent (OMD). We show that continuous-time OMD provably converges to a Nash …
Multiplayer performative prediction: Learning in decision-dependent games
Learning problems commonly exhibit an interesting feedback mechanism wherein the
population data reacts to competing decision makers' actions. This paper formulates a new …
population data reacts to competing decision makers' actions. This paper formulates a new …
Who leads and who follows in strategic classification?
As predictive models are deployed into the real world, they must increasingly contend with
strategic behavior. A growing body of work on strategic classification treats this problem as a …
strategic behavior. A growing body of work on strategic classification treats this problem as a …
The confluence of networks, games, and learning a game-theoretic framework for multiagent decision making over networks
Multiagent decision making over networks has recently attracted an exponentially growing
number of researchers from the systems and control community. The area has gained …
number of researchers from the systems and control community. The area has gained …
Fixed point strategies in data science
The goal of this article is to promote the use of fixed point strategies in data science by
showing that they provide a simplifying and unifying framework to model, analyze, and solve …
showing that they provide a simplifying and unifying framework to model, analyze, and solve …
Online performative gradient descent for learning nash equilibria in decision-dependent games
We study the multi-agent game within the innovative framework of decision-dependent
games, which establishes a feedback mechanism that population data reacts to agents' …
games, which establishes a feedback mechanism that population data reacts to agents' …