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arXiv 1802.04221cs.GT
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让我们诚实一点:零和博弈的最优无遗憾框架

Let's be Honest: An Optimal No-Regret Framework for Zero-Sum Games

Ehsan Asadi Kangarshahi, Ya-Ping Hsieh, Mehmet Fatih Sahin, Volkan Cevher

摘要:

我们重新讨论了在分散环境下求解两人零和博弈的问题。我们提出了一个简单的算法框架,同时实现诚实的遗憾以及对抗性遗憾的最佳利率,并解决了开放的问题,消除对数项收敛到游戏的价值。我们分三步实现这一目标。首先,我们提供了一个新的分析乐观镜像下降(OMD),它可以被修改,以保证快速收敛的诚实的遗憾和游戏的价值,当玩家正在合作玩。其次,我们提出了一种新的算法,称为鲁棒乐观镜像下降(ROMD),它达到了最佳的对抗性遗憾,而事先不知道的时间范围。最后,我们提出了一个简单的信令方案,它使我们能够桥接OMD和ROMD,以实现两全其美。数值例子支持我们的理论主张,并表明我们的非自适应ROMD算法可以竞争OMD与自适应步长选择。

英文摘要:

We revisit the problem of solving two-player zero-sum games in the decentralized setting. We propose a simple algorithmic framework that simultaneously achieves the best rates for honest regret as well as adversarial regret, and in addition resolves the open problem of removing the logarithmic terms in convergence to the value of the game. We achieve this goal in three steps. First, we provide a novel analysis of the optimistic mirror descent (OMD), showing that it can be modified to guarantee fast convergence for both honest regret and value of the game, when the players are playing collaboratively. Second, we propose a new algorithm, dubbed as robust optimistic mirror descent (ROMD), which attains optimal adversarial regret without knowing the time horizon beforehand. Finally, we propose a simple signaling scheme, which enables us to bridge OMD and ROMD to achieve the best of both worlds. Numerical examples are presented to support our theoretical claims and show that our non-adaptive ROMD algorithm can be competitive to OMD with adaptive step-size selection.

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