Convergence and No-Regret in Multiagent Learning

9 years 21 days ago
Convergence and No-Regret in Multiagent Learning
Learning in a multiagent system is a challenging problem due to two key factors. First, if other agents are simultaneously learning then the environment is no longer stationary, thus undermining convergence guarantees. Second, learning is often susceptible to deception, where the other agents may be able to exploit a learner's particular dynamics. In the worst case, this could result in poorer performance than if the agent was not learning at all. These challenges are identifiable in the two most common evaluation criteria for multiagent learning algorithms: convergence and regret. Algorithms focusing on convergence or regret in isolation are numerous. In this paper, we seek to address both criteria in a single algorithm by introducing GIGA-WoLF, a learning algorithm for normalform games. We prove the algorithm guarantees at most zero average regret, while demonstrating the algorithm converges in many situations of self-play. We prove convergence in a limited setting and give emp...
Michael H. Bowling
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2004
Where NIPS
Authors Michael H. Bowling
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