Uncoupled Learning Dynamics with O(log T) Swap Regret in Multiplayer Games
Ioannis Anagnostides, Gabriele Farina, Christian Kroer, Chung-Wei Lee, Haipeng Luo, Tuomas Sandholm
Abstract
In this paper we establish efficient and uncoupled learning dynamics so that, when employed by all players in a general-sum multiplayer game, the swap regret of each player after repetitions of the game is bounded by , improving over the prior best bounds of . At the same time, we guarantee optimal swap regret in the adversarial regime as well. To obtain these results, our primary contribution is to show that when all players follow our dynamics with a time-invariant learning rate, the second-order path lengths of the dynamics up to time are bounded by , a fundamental property which could have further implications beyond near-optimally bounding the (swap) regret. Our proposed learning dynamics combine in a novel way optimistic regularized learning with the use of self-concordant barriers. Further, our analysis is remarkably simple, bypassing the cumbersome framework of higher-order smoothness recently developed by Daskalakis, Fishelson, and Golowich (NeurIPS'21).
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Cited by top-tier papers27
- Meta-Learning in GamesKeegan Harris, Ioannis Anagnostides, Gabriele Farina, Mikhail Khodak et al.ICLR 2023 · 196 citations
- Near-Optimal No-Regret Learning Dynamics for General Convex GamesGabriele Farina, Ioannis Anagnostides, Haipeng Luo, Chung-Wei Lee et al.NeurIPS 2022 · 43 citations
- No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separationYu-Guan Hsieh, Kimon Antonakopoulos, Volkan Cevher, Panayotis MertikopoulosNeurIPS 2022 · 38 citations
- Regret Minimization and Convergence to Equilibria in General-sum Markov GamesLiad Erez, Tal Lancewicki, Uri Sherman, Tomer Koren et al.ICML 2023 · 35 citations
- Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights UpdateGeorgios Piliouras, Ryann Sim, Stratis SkoulakisNeurIPS 2022 · 31 citations
Builds on4
- Near-Optimal No-Regret Learning in General GamesConstantinos Daskalakis, Maxwell Fishelson, Noah GolowichNeurIPS 2021 · 141 citations
- Hedging in games: Faster convergence of external and swap regretsXi Chen, Binghui PengNeurIPS 2020 · 88 citations
- On Last-Iterate Convergence Beyond Zero-Sum GamesIoannis Anagnostides, Ioannis Panageas, Gabriele Farina, Tuomas SandholmICML 2022 · 52 citations
- Near-optimal no-regret learning for correlated equilibria in multi-player general-sum gamesIoannis Anagnostides, Constantinos Daskalakis, Gabriele Farina, Maxwell Fishelson et al.STOC 2022 · 16 citations
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