Fast swap regret minimization and applications to approximate correlated equilibria
CoRR(2023)
摘要
We give a simple and computationally efficient algorithm that, for any
constant $\varepsilon>0$, obtains $\varepsilon T$-swap regret within only $T =
\mathsf{polylog}(n)$ rounds; this is an exponential improvement compared to the
super-linear number of rounds required by the state-of-the-art algorithm, and
resolves the main open problem of [Blum and Mansour 2007]. Our algorithm has an
exponential dependence on $\varepsilon$, but we prove a new, matching lower
bound.
Our algorithm for swap regret implies faster convergence to
$\varepsilon$-Correlated Equilibrium ($\varepsilon$-CE) in several regimes: For
normal form two-player games with $n$ actions, it implies the first uncoupled
dynamics that converges to the set of $\varepsilon$-CE in polylogarithmic
rounds; a $\mathsf{polylog}(n)$-bit communication protocol for $\varepsilon$-CE
in two-player games (resolving an open problem mentioned by
[Babichenko-Rubinstein'2017, Goos-Rubinstein'2018, Ganor-CS'2018]; and an
$\tilde{O}(n)$-query algorithm for $\varepsilon$-CE (resolving an open problem
of [Babichenko'2020] and obtaining the first separation between
$\varepsilon$-CE and $\varepsilon$-Nash equilibrium in the query complexity
model).
For extensive-form games, our algorithm implies a PTAS for $\mathit{normal}$
$\mathit{form}$ $\mathit{correlated}$ $\mathit{equilibria}$, a solution concept
often conjectured to be computationally intractable (e.g. [Stengel-Forges'08,
Fujii'23]).
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