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arXiv research

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.

168,695 papers · 148 categories

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4590134179 · Jun 202019922001200920172026
48 results for online games

Algorithm solves online binary classification and infinite games using ERM oracle.

problem Online learning and solving infinite games with computationally inefficient oracles.
method Proposes an algorithm relying solely on ERM oracle calls for online binary classification and nonparametric games.
result Achieves finite and sublinearly growing regret in various settings.

We introduce CSE for MLSF games and devise online learning algorithms for achieving no-external Stackelberg-regret.

problem Learning equilibrium in leader-follower games with noisy bandit feedback.
method Proposed Correlated Stackelberg Equilibrium (CSE) and online learning algorithms balancing exploration and exploitation.
result Achieves no-external Stackelberg-regret, converging to approximate CSE.

New algorithms achieve near-optimal cumulative loss in nonparametric online learning and games.

problem Fast rates of convergence in nonparametric online regression and classification.
method Randomized proper learning algorithms, hierarchical aggregation, multi-scale extension, stability proof.
result Achieved near-optimal cumulative loss bounds for real-valued and binary games.

New framework connects online learning to statistical learning for better generalization bounds.

problem Deriving generalization bounds for statistical learning algorithms.
method Constructing an online learning game and showing a connection to statistical learning.
result Established a connection between online and statistical learning, leading to new generalization bounds.

Decentralized algorithm reduces regret and converges to Nash equilibrium in online congestion games.

problem Online congestion games with exponential action sets and strict Nash equilibria.
method CongestEXP algorithm using exponential weights method.
result CongestEXP achieves O(kFT)O(kF\sqrt{T}) regret bound and almost exponential convergence to strict Nash equilibrium.

Paper analyzes convergence rates for multi-agent learning in games.

problem Convergence rates for multi-agent learning in games.
method Characterizes finite-time convergence rates for joint OGD learning on λλ-cocoercive games and develops adaptive algorithms.
result Adaptive algorithms achieve same convergence rates as non-adaptive counterparts.

Algorithm learns NE in imperfect information games with imperfect feedback.

problem Learning Nash equilibrium in imperfect information games with bandit feedback.
method IXOMD algorithm for model-free learning with 1/T1/\sqrt{T} convergence rate.
result IXOMD achieves 1/T1/\sqrt{T} convergence rate to NE.

New bounds show simple predictors can learn complex concepts online.

problem When can simple predictors learn complex concepts in online learning?
method Characterized optimal mistake bounds for online learning with simple predictors.
result Achieved nearly optimal mistake bounds for online learning using sparse majority-vote of proper predictors.

Algorithm learns to play against unknown opponents in sequential games.

problem Designing strategies for a learner to interact with an unknown opponent in repeated sequential games.
method Kernel-based regularity assumptions and a novel algorithm combining bilevel optimization and online learning.
result Algorithm achieves sublinear regret guarantees and is effective in specific game settings.

Online learning algorithms have impressive convergence properties when it comes to risk minimization and convex games on very large problems. However, they are inherently sequential in their design which prevents them from taking advantage of modern multi-core architectures. In this paper we prove that online learning …

2009-11-03abs ↗pdf ↗

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 …

2018-10-17abs ↗pdf ↗

Framework for multi-agent RL with human feedback in a Snake game.

problem Improving multi-agent reinforcement learning with human feedback.
method Developed a simulated game environment for offline model training and online competitions. Introduced HILL methods and reward manipulation heuristics.
result Agents with HILL methods outperform those without in online competitions.

Educational game on crypto investment helps students grasp macroeconomics.

problem Weak connections between microeconomic decision-making and macroeconomic concepts in classroom games.
method Design and study of an educational game on cryptocurrency investment.
result Engages students in understanding macroeconomics through incentivized individual investment decisions.

New RL algorithms find SNE in Markov games with myopic followers.

problem Finding SNE in Markov games with myopic followers.
method Optimistic and pessimistic variants of least-squares value iteration, incorporating function approximation.
result First provably efficient RL algorithms for SNEs in general-sum Markov games with myopic followers.

The Interactive Minority Game (IMG) is an online version of the traditional Minority Game in which human players can enter into competition with the traditional computer-controlled agents. Through the rich (and, importantly, analytically understood) behaviour of the MG, we can explore humans' behaviour in different kin…

2002-08-15abs ↗pdf ↗

We study how to adapt to smoothly-varying ('easy') environments in well-known online learning problems where acquiring information is expensive. For the problem of label efficient prediction, which is a budgeted version of prediction with expert advice, we present an online algorithm whose regret depends optimally on t…

2019-10-19abs ↗pdf ↗

We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered before the game ends, at iteration t+d_t-1. Specifically for \algo{online-gradi…

2016-05-20abs ↗pdf ↗

Algorithm finds Nash equilibria in complex games with function approximation.

problem Learning Nash equilibria in two-player zero-sum Markov Games with nonlinear function approximation.
method Online learning algorithm using upper and lower confidence bounds derived from optimism in the face of uncertainty.
result Achieves O(T)O(\sqrt{T}) regret with polynomial complexity, under mild assumptions.

Paper addresses inefficiency in converting EFGs to NFGs for learning.

problem Inefficiency in converting Extensive-Form Games to Normal-Form Games.
method Uses ΦΦ-Hedge algorithm and Online Mirror Descent (OMD) for polynomial-time learning of EFGs.
result Achieves O~(XAT)\widetilde{\mathcal{O}}(\sqrt{XAT}) EFCE-regret, matching information-theoretic lower bound.

Graphon game model simplifies stochastic interactions among agents.

problem Complex interactions among heterogeneous agents in stochastic games.
method Introduced a discrete-time graphon game formulation with a representative player.
result Existence and uniqueness of graphon equilibrium proven with mild assumptions.

We study the relationship between the notions of differentially private learning and online learning in games. Several recent works have shown that differentially private learning implies online learning, but an open problem of Neel, Roth, and Wu \cite{NeelAaronRoth2018} asks whether this implication is {\it efficient}…

2019-05-27abs ↗pdf ↗

Improved FTPL algorithm reduces regret in predictable minimax games.

problem Online learning and minimax games with predictable loss sequences.
method Optimistic modification of FTPL with dual regularization view.
result Tighter regret bounds for predictable sequences, O(T1/2)O(T^{-1/2}) accuracy.

Algorithm learns robust equilibrium in online Markov games with interactive data.

problem Sim-to-real gap in reinforcement learning.
method Distributionally robust RL with minimum value assumption, least square value iteration.
result Sample-efficient algorithm for robust equilibrium in online Markov games.

Adaptive OMD reduces variance in learning optimal strategies for imperfect information games.

problem High variance in learning optimal strategies for imperfect information games.
method Fixed sampling approach with locally applied Online Mirror Descent (OMD) algorithm.
result Convergence rate of ildeO(T1/2) ilde{\mathcal{O}}(T^{-1/2}) with high probability.

New research shows no-regret learning is impossible in Markov games under certain assumptions.

problem Achieving no-regret learning in decentralized Markov games.
method Novel application of aggregation techniques from online learning to prove lower bounds.
result No polynomial-time algorithm exists for independent no-regret learning in general-sum Markov games.

The General Video Game AI (GVGAI) competition and its associated software framework provides a way of benchmarking AI algorithms on a large number of games written in a domain-specific description language. While the competition has seen plenty of interest, it has so far focused on online planning, providing a forward …

2018-06-06abs ↗pdf ↗

The rise in online social networking has brought about a revolution in social relations. However, its effects on offline interactions and its implications for collective well-being are still not clear and are under-investigated. We study the ecology of online and offline interaction in an evolutionary game framework wh…

2016-01-28abs ↗pdf ↗

It is now well known that decentralised optimisation can be formulated as a potential game, and game-theoretical learning algorithms can be used to find an optimum. One of the most common learning techniques in game theory is fictitious play. However fictitious play is founded on an implicit assumption that opponents' …

2011-12-11abs ↗pdf ↗

The paper develops a new algorithm for constructing minimax estimators using online learning techniques.

problem Designing minimax estimators for probability distribution parameters.
method Viewing the problem as a zero-sum game and using online learning with non-convex losses to find a Nash equilibrium.
result The algorithm constructs both a minimax estimator and a least favorable prior.

Paper resolves bias in ALFT training using generalized alignment games.

problem Systematic bias in estimating logarithmic rewards from small batches.
method Generalized Distributional Alignment Games, U-statistics, minimax polynomial estimators, Variance-Optimal Augmented Polynomial Optimization Program (AQP) Estimator.
result Proves optimal bias and accelerated convergence in ALFT training.