PulseExploreJournal ClubDebatesTrendingResearchersJournals
Instagram
HomeExploreJournal ClubTrending
Synapse
⌘+K
Synapse
December 19, 20250 citationsOpen Access

Comparator-Adaptive Φ-Regret: Improved Bounds, Simpler Algorithms, and Applications to Games

View Full Paper
SHSoumita HaitPLPing LiHLHaipeng Luo

Key Points

  • This research aims to improve the bounds and simplify algorithms for comparator-adaptive Φ-regret in game theory.
  • Introduced simpler algorithms compared to previous work by Lu et al., 2025.
  • Utilized a prior distribution over binary transformations to achieve prior-dependent regret.
  • Developed two efficient algorithms: one based on a prior-aware Kernelized MWU algorithm, and the other using a prior-aware BM-reduction.
  • The proposed algorithms yield better comparator-adaptive Φ-regret bounds.
  • Demonstrated capabilities in achieving accelerated convergence rates to correlated equilibria in game settings.

Abstract

In the classic expert problem, Φ-regret measures the gap between the learner's total loss and that achieved by applying the best action transformation ϕ Φ. A recent work by Lu et al. , 2025 introduces an adaptive algorithm whose regret against a comparator ϕ depends on a certain sparsity-based complexity measure of ϕ, (almost) recovering and interpolating optimal bounds for standard regret notions such as external, internal, and swap regret. In this work, we propose a general idea to achieve an even better comparator-adaptive Φ-regret bound via much simpler algorithms compared to Lu et al. , 2025. Specifically, we discover a prior distribution over all possible binary transformations and show that it suffices to achieve prior-dependent regret against these transformations. Then, we propose two concrete and efficient algorithms to achieve so, where the first one learns over multiple copies of a prior-aware variant of the Kernelized MWU algorithm of Farina et al. , 2022, and the second one learns over multiple copies of a prior-aware variant of the BM-reduction Blum and Mansour, 2007. To further showcase the power of our methods and the advantages over Lu et al. , 2025 besides the simplicity and better regret bounds, we also show that our second approach can be extended to the game setting to achieve accelerated and adaptive convergence rate to Φ-equilibria for a class of general-sum games. When specified to the special case of correlated equilibria, our bound improves over the existing ones from Anagnostides et al. , 2022a, b

Ask AI
Helpful
Bookmark
Share
View Full Paper

Cite This Study

Hait et al. (2025) studied this question.

synapsesocial.com/papers/69449a892f0218eca95084d9https://doi.org/10.48550/arxiv.2505.17277
Ask AI
Helpful
Bookmark
Share
View Full Paper