Paper Abstract and Keywords |
Presentation |
2020-03-01 16:50
Online Learning for A Repeated Markovian Game with 2 States Shangtong Wang, Shuji Kijima (Kyushu Univ.) COMP2019-55 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
We consider a new problem of learning in repeated games. In our model, the players play on one of the several game matrices $M_1,M_2,... in mathcal{M}$ in each round. The set of matrices $mathcal{M}$ is fixed in each sequence of games. The matrix to use in the next round depends on the matrix is being used and the decision of players in the current round. We regard the row player as the learner and his goal is to minimize his loss in the sequence of games. In this paper, we particularly concerned with a simple instance with only 2 matrices. We show that directly applying the existing multiplicative weights algorithms or "Follow the perturbed leader" algorithm cannot achieve $o(T)$ regret, where $T$ is the length of the sequence of the games. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
Online Learning / Repeated Game / Algorithm / / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 119, no. 433, COMP2019-55, pp. 65-68, March 2020. |
Paper # |
COMP2019-55 |
Date of Issue |
2020-02-23 (COMP) |
ISSN |
Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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COMP2019-55 |
Conference Information |
Committee |
COMP |
Conference Date |
2020-03-01 - 2020-03-01 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
The University of Electro-Communications |
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Paper Information |
Registration To |
COMP |
Conference Code |
2020-03-COMP |
Language |
English |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Online Learning for A Repeated Markovian Game with 2 States |
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Online Learning |
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Repeated Game |
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Algorithm |
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1st Author's Name |
Shangtong Wang |
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Kyushu University (Kyushu Univ.) |
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Shuji Kijima |
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Kyushu University (Kyushu Univ.) |
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Speaker |
Author-1 |
Date Time |
2020-03-01 16:50:00 |
Presentation Time |
25 minutes |
Registration for |
COMP |
Paper # |
COMP2019-55 |
Volume (vol) |
vol.119 |
Number (no) |
no.433 |
Page |
pp.65-68 |
#Pages |
4 |
Date of Issue |
2020-02-23 (COMP) |
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