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No-regret Learning in Harmonic Games: Extrapolation in the Face of Conflicting Interests

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Last-iterate convergence in games · 1 citations (OpenAlex)

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Shows continuous-time FTRL is Poincaré recurrent in all harmonic games, and that an extrapolated FTRL (FTRL+) achieves O(1) regret and converges to Nash equilibrium from any initial condition in discrete time.

Problem

Long-run behavior of no-regret learning (FTRL) in harmonic games, the strategic complement of potential games where players have conflicting interests, which is poorly understood beyond two-player zero-sum games with fully-mixed equilibria.

Approach

Proves Poincaré recurrence of continuous-time FTRL in all harmonic games via a constant of motion derived from a volume-preserving flow in payoff space (generalizing the Shahshahani-metric approach), and introduces FTRL+, a flexible extrapolated FTRL template (covering optimistic, extra-gradient, mirror-prox), which achieves constant regret and convergence to Nash equilibrium in harmonic games.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Add an extrapolation step to FTRLFTRL in harmonic games · Harmonic games, discrete timeconvergence to Nash equilibriumHelped
Add an extrapolation step to FTRLFTRL in harmonic games · Harmonic games, discrete timeindividual regretHelped
Use continuous-time FTRLFTRL in harmonic games · Harmonic games, continuous timePoincaré recurrenceHurt
Use vanilla FTRL without extrapolationFTRL in Matching Pennies · Matching Penniesdistance from Nash equilibriumHurt
Use vanilla FTRL without extrapolationFTRL in harmonic games · Harmonic games, discrete timeconvergence to Nash equilibriumHurt

Surprising findings

Limitations

Experimental setup

Metrics: regret convergence to Nash equilibrium Poincaré recurrence

Baselines: vanilla FTRL replicator dynamics

Builds on: follow-the-regularized-leader optimistic gradient extra-gradient mirror-prox harmonic games

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