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No-regret learning in games with noisy feedback: Faster rates and adaptivity via learning rate separation

NeurIPS 2022 · Bandits and online learning › Online convex optimization and games · approach: Last-iterate convergence in games · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Separate the extrapolation and update learning-rate schedulesOG in variationally stable games with additive noise · Variationally stable games, additive noiseregret: OG: \ding{55}; OG+: \sqrt{\run}\log\runHelped
Separate the extrapolation and update learning-rate schedulesOG in variationally stable games with multiplicative noise · Variationally stable games, multiplicative noiseregret: OG: \ding{55}; OG+: constantHelped
Use dual averaging with separated learning ratesOG+ under adversarial bounded feedback · Adversarial, bounded feedbackregret: OptDA+: \sqrt{\run}Helped
Use adaptive learning rates without prior knowledge of the game or noise profileOptDA+ in variationally stable games · Additive noiseregret: \bigoh(\sqrt{\nRuns})Helped
Use adaptive learning rates without prior knowledge of the game or noise profileOptDA+ in variationally stable games · Multiplicative noiseregret: \bigoh(\exp(1/(2\exponent)))Helped
Use adaptive OptDA+ with positive exponentOptDA+ against adversarial bounded feedback · Adversarial, bounded feedbackregret: \bigoh(\sqrt{\nRuns}) versus \bigoh(\nRuns^{\frac{1}{2}+\exponent})Mixed
Use larger exponent in the adaptive learning-rate scheduleAdaptive OptDA+ · Multiplicative noiseregret: \bigoh(\exp(1/(2\exponent)))Helped
Use larger exponent in the adaptive learning-rate scheduleAdaptive OptDA+ · Adversarial, bounded feedbackregret: \bigoh(\nRuns^{\frac{1}{2}+\exponent})Hurt
Use constant learning rates with OG+ or OptDA+ under multiplicative noiseOG+ and OptDA+ · Multiplicative noiselast-iterate convergenceHelped
Use vanishing learning rates under additive noiseOG+ · Additive noiselast-iterate convergenceHelped

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