Research map / Bandits and online learning / Online convex optimization and games
No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Separate the extrapolation and update learning-rate schedules | OG in variationally stable games with additive noise · Variationally stable games, additive noise | regret: OG: \ding{55}; OG+: \sqrt{\run}\log\run | Helped |
| Separate the extrapolation and update learning-rate schedules | OG in variationally stable games with multiplicative noise · Variationally stable games, multiplicative noise | regret: OG: \ding{55}; OG+: constant | Helped |
| Use dual averaging with separated learning rates | OG+ under adversarial bounded feedback · Adversarial, bounded feedback | regret: OptDA+: \sqrt{\run} | Helped |
| Use adaptive learning rates without prior knowledge of the game or noise profile | OptDA+ in variationally stable games · Additive noise | regret: \bigoh(\sqrt{\nRuns}) | Helped |
| Use adaptive learning rates without prior knowledge of the game or noise profile | OptDA+ in variationally stable games · Multiplicative noise | regret: \bigoh(\exp(1/(2\exponent))) | Helped |
| Use adaptive OptDA+ with positive exponent | OptDA+ against adversarial bounded feedback · Adversarial, bounded feedback | regret: \bigoh(\sqrt{\nRuns}) versus \bigoh(\nRuns^{\frac{1}{2}+\exponent}) | Mixed |
| Use larger exponent in the adaptive learning-rate schedule | Adaptive OptDA+ · Multiplicative noise | regret: \bigoh(\exp(1/(2\exponent))) | Helped |
| Use larger exponent in the adaptive learning-rate schedule | Adaptive OptDA+ · Adversarial, bounded feedback | regret: \bigoh(\nRuns^{\frac{1}{2}+\exponent}) | Hurt |
| Use constant learning rates with OG+ or OptDA+ under multiplicative noise | OG+ and OptDA+ · Multiplicative noise | last-iterate convergence | Helped |
| Use vanishing learning rates under additive noise | OG+ · Additive noise | last-iterate convergence | Helped |
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