Doubly optimal no-regret learning in monotone games
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 …
have limitations such as (1) being only applicable to strongly monotone games;(2) lacking …
No-regret learning dynamics for extensive-form correlated equilibrium
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 …
equilibria in normal-form games is a celebrated result in the theory of multi-agent systems …
Meta-learning in games
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 …
single game in isolation. In practice, however, strategic interactions--ranging from routing …
Near-Optimal -Regret Learning in Extensive-Form Games
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 …
employed by all players in multiplayer perfect-recall imperfect-information extensive-form …
Extra-newton: A first approach to noise-adaptive accelerated second-order methods
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 …
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
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 …
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
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 …
goal of learning a stable equilibrium. We consider the dynamic price competition between …
Curvature-independent last-iterate convergence for games on riemannian manifolds
Numerous applications in machine learning and data analytics can be formulated as
equilibrium computation over Riemannian manifolds. Despite the extensive investigation of …
equilibrium computation over Riemannian manifolds. Despite the extensive investigation of …
Payoff-based learning of nash equilibria in merely monotone games
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 …
We consider the case in which the game pseudo-gradient is monotone but not necessarily …
A geometric decomposition of finite games: Convergence vs. recurrence under exponential weights
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 …
game into simpler components where the dynamics' long-run behavior is well understood. A …