A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
This paper analyzes saddle points and minimax points in non-convex smooth games.
This paper tackles global Nash equilibrium in non-convex multi-player games.
New theorem guarantees approximate equilibrium in non-convex games.
New algorithm solves non-convex, non-differentiable min-max games.
We describe two nonconventional algorithms for linear regression, called GAME and CLASH. The salient characteristics of these approaches is that they exploit the convex -ball and non-convex -sparsity constraints jointly in sparse recovery. To establish the theoretical approximation guarantees of GAME an…
We consider regret minimization in repeated games with non-convex loss functions. Minimizing the standard notion of regret is computationally intractable. Thus, we define a natural notion of regret which permits efficient optimization and generalizes offline guarantees for convergence to an approximate local optimum. W…
Paper resolves ambiguity in non-convex bilevel optimization problems.
We study a wide class of non-convex non-concave min-max games that generalizes over standard bilinear zero-sum games. In this class, players control the inputs of a smooth function whose output is being applied to a bilinear zero-sum game. This class of games is motivated by the indirect nature of the competition in Ge…
Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.
We consider online learning in an adversarial, non-convex setting under the assumption that the learner has an access to an offline optimization oracle. In the general setting of prediction with expert advice, Hazan et al. (2016) established that in the optimization-oracle model, online learning requires exponentially …
The paper explains how simple methods can converge to optimal solutions in complex neural games.
Survey of advances in non-convex min-max optimization for applications.
Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be computed efficiently. In this paper, we study the problem in the non-convex reg…
Adaptive momentum method solves non-convex min-max problems.
New method improves convergence for smooth games.
The paper develops a new algorithm for constructing minimax estimators using online learning techniques.
PAPAL algorithm finds mixed Nash equilibria in continuous games.
Paper examines financial engineering problems and introduces AlphaZero for better replication strategies.
In recent years, constrained optimization has become increasingly relevant to the machine learning community, with applications including Neyman-Pearson classification, robust optimization, and fair machine learning. A natural approach to constrained optimization is to optimize the Lagrangian, but this is not guarantee…
In this paper we study iterative procedures for stationary equilibria in games with large number of players. Most of learning algorithms for games with continuous action spaces are limited to strict contraction best reply maps in which the Banach-Picard iteration converges with geometrical convergence rate. When the be…
New method finds all Nash equilibria via vector optimization.
We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these rate constraints (or any non-convex and non-differentiable constraints). In the non…
Proposes a new training algorithm for zero-sum games to avoid convergence issues.
GAT-GMM improves GANs' performance in learning Gaussian mixture models.
Game theory models incentivizes honesty in collaborative learning among competitors.
Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.
Semidefinite programming (SDP) with diagonal constraints arise in many optimization problems, such as Max-Cut, community detection and group synchronization. Although SDPs can be solved to arbitrary precision in polynomial time, generic convex solvers do not scale well with the dimension of the problem. In order to add…
We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous structure as the Black-Scholes model, the widely popular option pricing model in stochas…
In high-stakes machine learning applications, it is crucial to not only perform well on average, but also when restricted to difficult examples. To address this, we consider the problem of training models in a risk-averse manner. We propose an adaptive sampling algorithm for stochastically optimizing the Conditional Va…
Compact, non-convex curve flows are created.
Paper presents content-based models for game recommendation in cold start scenarios.
In this work, we ask the following question: Can visual analogies, learned in an unsupervised way, be used in order to transfer knowledge between pairs of games and even play one game using an agent trained for another game? We attempt to answer this research question by creating visual analogies between a pair of game…
Paper uses integer programming for non-convex boosting in classification.
Potential games, originally introduced in the early 1990's by Lloyd Shapley, the 2012 Nobel Laureate in Economics, and his colleague Dov Monderer, are a very important class of models in game theory. They have special properties such as the existence of Nash equilibria in pure strategies. This note introduces graphical…
IGGP learns game rules from varying quality game play, finding no overall trend.
First order methods can take extremely long to find global minima of non-convex functions.
New algorithm improves convergence for non-convex problems with boundaries.
We introduce a topological combinatorial game called the Region Smoothing Swap Game. The game is played on a game board derived from the connected shadow of a link diagram on a (possibly non-orientable) surface by smoothing at crossings. Moves in the game are performed on regions of the diagram and can switch the direc…
We present a new general board game (GBG) playing and learning framework. GBG defines the common interfaces for board games, game states and their AI agents. It allows one to run competitions of different agents on different games. It standardizes those parts of board game playing and learning that otherwise would be t…
Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the "zero sum fallacy" -- the erroneous belief that one trader in a stock market exch…
The existence of stationary Markov perfect equilibria in stochastic games is shown under a general condition called "(decomposable) coarser transition kernels". This result covers various earlier existence results on correlated equilibria, noisy stochastic games, stochastic games with finite actions and state-independe…
Game theory helps analyze ESOs/EBIs in production and service sectors.
Combinatorial two-player games have recently been applied to knot theory. Examples of this include the Knotting-Unknotting Game and the Region Unknotting Game, both of which are played on knot shadows. These are turn-based games played by two players, where each player has a separate goal to achieve in order to win the…
We start briefly surveying research on optimal stopping games since their introduction by E.B.Dynkin more than 40 years ago. Recent renewed interest to dynkin's games is due, in particular, to the study of Israeli (game) options introduced in 2000. We discuss the work on these options and related derivative securities …
The paper explores how regularization can lead to convergence in imperfect information games.
Educational game on crypto investment helps students grasp macroeconomics.
Simplified NFT games discussed with methods for extracting value.
Neural networks can learn optimal auction mechanisms and satisfy mode connectivity.