Learning in Games with Best-Response Oracles
Talkat Optimization and Decision-Making Under Uncertainty (Simons Institute, September 2016) · 2016-09-19..09-23·
summary
Shows that with a best-response oracle and value queries any algorithm needs Omega(sqrt(n)) time to approximate a zero-sum n-by-n game to constant accuracy, by reduction from Aldous local search hard instances. Gives a matching algorithm that runs in O(sqrt(n)/epsilon^2) rounds to get epsilon average regret, using a construction that samples sqrt(n) experts and maintains queues of recent leaders. Result is a tight quadratic speedup over oracle-free learning.
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chapters (5)
- 0:00Introduction and motivation
- 16:41Computational model discussion
- 19:31Main complexity results
- 21:16Proof via local search
- 24:59Algorithmic improvements
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