9 papers
Revisiting the Bertrand Paradox via Equilibrium Analysis of No-regret Learners
Arnab Maiti, Junyan Liu, Kevin Jamieson +1
We study the discrete Bertrand pricing game with a non-increasing demand function. The game has players who simultaneously choose prices from the set $\{1/k, 2/k, \ldots,…
On the Power of Adaptivity for -Best Arm Identification in Linear Bandits
Arnab Maiti, Yunbei Xu, Kevin Jamieson
We study the minimax sample complexity of -best arm identification in linear bandits. Given a compact action set that spans and an unknown…
Efficient Uncoupled Learning Dynamics with Last-Iterate Convergence in Bilinear Saddle-Point Problems over Convex Sets under Bandit Feedback
Arnab Maiti, Claire Jie Zhang, Kevin Jamieson +3
In this paper, we study last-iterate convergence of learning algorithms in bilinear saddle-point problems, a preferable notion of convergence that captures the day-to-day behavior…
Adversarial Learning in Games with Bandit Feedback: Logarithmic Pure-Strategy Maximin Regret
Shinji Ito, Haipeng Luo, Arnab Maiti +2
Learning to play zero-sum games is a fundamental problem in game theory and machine learning. While significant progress has been made in minimizing external regret in the self-pla…
Adapting to Stochastic and Adversarial Losses in Episodic MDPs with Aggregate Bandit Feedback
Shinji Ito, Kevin Jamieson, Haipeng Luo +2
We study online learning in finite-horizon episodic Markov decision processes (MDPs) under the challenging aggregate bandit feedback model, where the learner observes only the cumu…
On the Universal Near Optimality of Hedge in Combinatorial Settings
Zhiyuan Fan, Arnab Maiti, Kevin Jamieson +2
In this paper, we study the classical Hedge algorithm in combinatorial settings. In each round, the learner selects a vector from a set ,…