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Learning in Congestion Games with Bandit Feedback

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
Estimate facility rewards directly and use optimistic confidence bonusesCentralized Nash-UCB · Congestion games, semi-bandit feedbackNash regret: F\sqrt{mT}Helped
Use linear-bandit ridge regression and confidence bonuses for aggregate feedbackCentralized Nash-UCB · Congestion games, bandit feedbackNash regret: mF^{3/2}\sqrt{K}Helped
Use Frank-Wolfe updates with G-optimal explorationDecentralized Frank-Wolfe with Exploration · Congestion games, bandit feedbackNash regret: m^2F^2T^{5/6}+m^3F^3T^{2/3}Helped
Extend centralized Nash-UCB using independent facility-state transitions and Bellman updatesCentralized IMCG algorithm · Independent Markov congestion gamesNash regret: \sum_{f\in\mc{F}}FS^f\sqrt{mH^3T} + \tmco\Sp{m^2H^2F\sum_{f\neq f'}\Sp{S^fS^{f'}}^2}Helped
Use direct action-level Nash-VI rather than exploit congestion-game facility structureCongestion-game learning · Congestion gamessample complexity: (\prod_{i=1}^mA_i)F/\epsilon^2Hurt
Use the independent transition structure to avoid dependence on the full product state spaceCentralized IMCG algorithm · Independent Markov congestion gamessample complexityHelped

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