arXiv Machine Learning

Constant Swap Regret in General-Sum Games via Two-Scale Higher-Order Optimism

arXiv Machine Learning
Sep 4

Constant regret in general games via higher-order optimism

The paper presents an uncoupled learning algorithm, higher-order optimism with discounting (HOOD), for arbitrary N-player normal form games with up to K actions per player. HOOD achieves an individual regret bound of O(N³ log² K) uniformly over the play horizon by combining a discounted (N+1)-th order predictor with entropic regularization over a lifted strategy space. This design mitigates large oscillations in play, addressing a key challenge in prior attempts to attain constant regret in general games.

By Omar Abbadi, Rida Laraki, Panayotis Mertikopoulos
arXiv Machine Learning
Sep 1

Constant Individual Regret in General Games

arXiv:2608. 31166v1 Announce Type: new Abstract: Uncoupled no-regret dynamics provide a decentralized route to equilibrium, but prior guarantees for individual regret retain a polylogarithmic dependence on the horizon.

By Mingyang Liu, Gabriele Farina, Asuman Ozdaglar
arXiv Machine Learning
Jun 3

Data- and Variance-dependent Regret Bounds for Online Tabular MDPs

arXiv:2602. 01903v2 Announce Type: replace Abstract: This work studies online episodic tabular Markov decision processes (MDPs) with known transitions and develops best-of-both-worlds algorithms that achieve refined data-dependent regret bounds in the adversarial regime and variance-dependent regret bounds in the stochastic regime.

By Mingyi Li, Taira Tsuchiya, Kenji Yamanishi
arXiv Machine Learning
Jun 30

Improved Multi-Dimensional Forecasting for Swap Regret

arXiv:2606. 29533v1 Announce Type: cross Abstract: We study the problem of forecasting for an arbitrary number of downstream agents with unknown objectives, each of whom best responds to the forecaster's predictions.

By Joey Rivkin, Ramiro N. Deo-Campo Vuong, Robert Kleinberg, Chido Onyeze, Erald Sinanaj, Eva Tardos