arXiv:2502.18582stat.MLcs.GT2025-02被引 7

拓展了在线学习中理性均衡的计算边界,可处理多项式类偏离策略。

Learning and Computation of $Φ$-Equilibria at the Frontier of Tractability

  • 将线性偏离扩展至多项式维度,提出嵌套椭球对抗希望算法。
  • 在n人双线性博弈中,多项式时间求解ε近似Φ-均衡。
  • 首次获得多项式偏差下的可学习性理论边界,适合博弈论与优化研究者。

Φ-均衡及其相关概念Φ-后悔,是在线学习与博弈论中的核心框架,通过扩大允许的偏离集合Φ来强化理性标准。近期,Daskalakis 等(STOC '24)解决了当Φ仅包含线性映射时,在一般d维凸约束集𝒳下的高效算法存在性问题。本文进一步扩展该工作,解决Φ为k维的情形;例如,度数ℓ的多项式构成典型例子,此时k = d^{O(ℓ)}。仅需对𝒳的预言机访问,我们获得两个主要正向结果:(i)在n人双线性博弈中,可在poly(n, d, k, log(1/ε))时间内计算出ε-近似Φ-均衡;(ii)设计了一个高效的在线算法,仅需poly(d, k)/ε²轮即可实现平均Φ-后悔不超过ε。同时,我们在在线学习设置中展示了近乎匹配的下界,首次确立了一类能刻画Φ-后悔可学习性的偏离家族。技术上,我们将DFFPS框架从线性映射推广至多项式维度,核心在于基于Papadimitriou和Roughgarden(JACM '08)的椭球对抗希望(EAH)算法,提出一种计算任意ϕ: 𝒳 → 𝒳期望不动点的多项式时间算法。具体而言,Φ-均衡的计算通过嵌套调用EAH实现——每一步的EAH本身又调用一次独立的EAH。

原文摘要 · Abstract (English)

$Φ$-equilibria -- and the associated notion of $Φ$-regret -- are a powerful and flexible framework at the heart of online learning and game theory, whereby enriching the set of deviations $Φ$ begets stronger notions of rationality. Recently, Daskalakis, Farina, Fishelson, Pipis, and Schneider (STOC '24) -- abbreviated as DFFPS -- settled the existence of efficient algorithms when $Φ$ contains only linear maps under a general, $d$-dimensional convex constraint set $\mathcal{X}$. In this paper, we significantly extend their work by resolving the case where $Φ$ is $k$-dimensional; degree-$\ell$ polynomials constitute a canonical such example with $k = d^{O(\ell)}$. In particular, positing only oracle access to $\mathcal{X}$, we obtain two main positive results: i) a $\text{poly}(n, d, k, \text{log}(1/ε))$-time algorithm for computing $ε$-approximate $Φ$-equilibria in $n$-player multilinear games, and ii) an efficient online algorithm that incurs average $Φ$-regret at most $ε$ using $\text{poly}(d, k)/ε^2$ rounds. We also show nearly matching lower bounds in the online learning setting, thereby obtaining for the first time a family of deviations that captures the learnability of $Φ$-regret. From a technical standpoint, we extend the framework of DFFPS from linear maps to the more challenging case of maps with polynomial dimension. At the heart of our approach is a polynomial-time algorithm for computing an expected fixed point of any $ϕ: \mathcal{X} \to \mathcal{X}$ based on the ellipsoid against hope (EAH) algorithm of Papadimitriou and Roughgarden (JACM '08). In particular, our algorithm for computing $Φ$-equilibria is based on executing EAH in a nested fashion -- each step of EAH itself being implemented by invoking a separate call to EAH.

博弈论在线学习多项式优化

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