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Uncoupled no-regret dynamics provide a decentralized route to equilibrium, but prior guarantees for individual regret retain a polylogarithmic dependence on the horizon.
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Discovered via ArXiv and published by ArXiv.
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Original description
Uncoupled no-regret dynamics provide a decentralized route to equilibrium, but prior guarantees for individual regret retain a polylogarithmic dependence on the horizon. We remove this dependence for every finite $N$-player normal-form game under full-information feedback. We introduce \emph{ECHO-OFTRL}: optimistic follow-the-regularized-leader (OFTRL) equipped with an EMA cascade for high-order optimism (ECHO), where EMA denotes exponential moving average. The algorithm is deterministic and fully uncoupled. If $m_{\max}$ denotes the largest action-set size, then, simultaneously for every hori...
Discovered via ArXiv
Research papers and preprints from arXiv.
Publisher: arxiv.org
ID: http://arxiv.org/abs/2608.31166v1 · Indexed about 1 hour ago