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Learning with Bandit Feedback in Potential Games

NeurIPS 2017 · Bandits and online learning › Online convex optimization and games · approach: Last-iterate convergence in games · 53 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add exploration factor epsilon>0 (action probabilities bounded below by epsilon) to exponential weights under bandit feedbackExponential weights (epsilon-Hedge) with bandit estimator · Potential games, bandit feedbackconvergence to delta-equilibrium (delta -> 0 as epsilon -> 0)Helped
Decreasing exploration factor eps_n -> 0 with step-size conditions (gamma_n/eps_n^2 -> 0, summable gamma_n^2/eps_n, etc.)Exponential weights with annealing (Algorithm 2) under bandit feedback · Potential games, bandit feedbackconvergence to exact Nash equilibriumHelped
Use step-size exponent beta in (1/2,1] with annealed exploration; beta=1/2 precludes any vanishing eps_n satisfying condition (4.6)Algorithm 2 (annealed bandit EW) · Potential games, bandit feedbackfeasibility of convergence conditionsHurt
Semi-bandit feedback (noisy estimates of full payoff vector) instead of bandit feedback, with zero explorationExponential weights (Hedge) · Potential games, semi-bandit feedbackconvergence to Nash equilibrium (a.s.)Helped

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