paper-with-me

홈 › Papers

A Tight Lower Bound and Efficient Reduction for Swap Regret

2020-12-01 · NeurIPS 2020 12 · Shinji Ito

Swap regret, a generic performance measure of online decision-making algorithms, plays an important role in the theory of repeated games, along with a close connection to correlated equilibria in strategic games. This paper shows an $\Omega( \sqrt{T N\log{N}} )$-lower bound for swap regret, where $T$ and $N$ denote the numbers of time steps and available actions, respectively. Our lower bound is tight up to a constant, and resolves an open problem mentioned, e.g., in the book by Nisan et al. (2007). Besides, we present a computationally efficient reduction method that converts no-external-regret algorithms to no-swap-regret algorithms. This method can be applied not only to the full-information setting but also to the bandit setting and provides a better regret bound than previous results.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Tasks

Decision Making

Similar Papers 제목 키워드 기반

Swap Regret Minimization Through Response-Based Approachability

2026-02-05 · Ioannis Anagnostides, Gabriele Farina, Maxwell Fishelson, Haipeng Luo 외 arxiv

We consider the problem of minimizing different notions of swap regret in online optimization. These forms of regret are tightly connected to correlated equilibrium concepts in games, and have been more recently shown to…

From External to Swap Regret 2.0: An Efficient Reduction and Oblivious Adversary for Large Action Spaces

2023-10-30 · Yuval Dagan, Constantinos Daskalakis, Maxwell Fishelson, Noah Golowich

We provide a novel reduction from swap-regret minimization to external-regret minimization, which improves upon the classical reductions of Blum-Mansour [BM07] and Stolz-Lugosi [SL05] in that it does not require finitene…

Conditional Swap Regret and Conditional Correlated Equilibrium

2014-12-01 · NeurIPS 2014 12 · Mehryar Mohri, Scott Yang

We introduce a natural extension of the notion of swap regret, conditional swap regret, that allows for action modifications conditioned on the player’s action history. We prove a series of new results for conditional sw…

Tight Regret Bounds for Noisy Optimization of a Brownian Motion

2020-01-25 · Zexin Wang, Vincent Y. F. Tan, Jonathan Scarlett

We consider the problem of Bayesian optimization of a one-dimensional Brownian motion in which the $T$ adaptively chosen observations are corrupted by Gaussian noise. We show that as the smallest possible expected cumula…

Bayesian OptimizationTwo-sample testing

Tight Memory-Regret Lower Bounds for Streaming Bandits

2023-06-13 · Shaoang Li, Lan Zhang, Junhao Wang, Xiang-Yang Li

In this paper, we investigate the streaming bandits problem, wherein the learner aims to minimize regret by dealing with online arriving arms and sublinear arm memory. We establish the tight worst-case regret lower bound…