Research map / Multi-agent systems and games / LLM agents
Do LLM Agents Have Regret? A Case Study in Online Learning and Games
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Empirically tests whether LLM agents (GPT-4, GPT-4 Turbo, GPT-4o, GPT-3.5) are no-regret in online learning and repeated games, gives a hypothetical quantal-response explanation, and proposes an unsupervised regret-loss that trains transformers toward no-regret (FTRL-like) behavior.
Problem
Whether LLM agents achieve sublinear regret in online learning and multi-agent repeated games, which has not been quantitatively characterized, and how to promote no-regret behavior without optimal-action labels.
Approach
Measure LLM regret directly in non-stochastic online learning and repeated games with finite-horizon statistical trend tests and log-log regression; explain the behavior via a pre-training model yielding quantal response (FTPL-like); and train transformers with an unsupervised max-regret surrogate loss (regret-loss) that provably yields FTRL when using single-layer linear self-attention.
Key results
- GPT-4o on T=500 randomly generated uniform losses gives regression slope 0.85 (p=0.0), compared with 0.6 for FTRL and 0.52 for FTPL, indicating sublinear regret for GPT-4o but a slope above FTRL/FTPL.
- On the adaptive loss sequence and the FTL counterexample variants, GPT-4 and GPT-4 Turbo cannot be rejected as having linear regret.
- Regret-loss trained single-layer linear self-attention is shown theoretically to recover FTRL with L2 regularizer under diagonal covariance; experiments show trained transformers match FTRL and GPT-4 on random losses.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use GPT-4o on uniform, Gaussian, linear-trend, and sine-trend loss sequences through T=500 | GPT-4o · Online learning, T=500 | regret exponent: 0.85, 0.86, 0.83, 0.28 | Helped |
| Replace raw history with summarized history (ablation) | GPT-4 on the second canonical FTL counterexample · Adversarial loss sequence, T=500 | regret | Hurt |
| Train a Transformer using regret-loss instead of relying on the pre-trained GPT-4 | Transformer online learner · Noisy alternating and adaptive loss sequences | regret | Helped |
| Add re-weighting to GPT-4o's bandit input | GPT-4o · Hard MAB instance, T=100 | SuffFailFreq(T/2): $0.2$ -> $0.00$ | Helped |
| Add re-weighting to GPT-4's bandit input | GPT-4 · Hard MAB instance, T=100 | n*MinFrac: $0.38$ -> $0.27$ | Helped |
| Add re-weighting to GPT-4o's bandit input | GPT-4o · Hard MAB instance, T=100 | median reward: $0.455$ -> $0.475$ | Helped |
| Add re-weighting to GPT-4's bandit input | GPT-4 · Hard MAB instance, T=100 | median reward: $0.46$ -> $0.46$ | No clear effect |
Surprising findings
- GPT-4 and GPT-4 Turbo can have linear regret under simple adaptive adversarial loss sequences, showing that no-regret behavior is not universal.
- Summary-based history input can perform much worse than raw history input in the adversarial setting, reversing the prior finding from stochastic bandits.
Limitations
- Theoretical explanation based on hypothetical pre-training assumptions that may not hold for real LLMs.
- Only modest-scale transformers trained; no larger-scale language model training with regret-loss.
- Focuses on external regret with numeric payoffs; swap and policy regret not studied.
Experimental setup
Benchmarks: canonical FTL counterexamples noisy alternating loss sequence adaptive loss sequence six representative general-sum games randomly generated multi-player games hard MAB instance (Krishnamurthy et al.)
Metrics: external regret dynamic regret trend-test p-value log-log regression slope median reward SuffFailFreq
Baselines: FTRL FTPL EXP3 Restart FTRL/FTPL Thompson Sampling UCB
Builds on: follow-the-regularized-leader follow-the-perturbed-leader quantal response model in-context learning theory for transformers
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