Optimal Alternating Regret for Online Learning and Games
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Computer Science > Machine Learning
Title:Optimal Alternating Regret for Online Learning and Games
Abstract:We settle the minimax-optimal alternating regret, a regret notion motivated by alternating learning dynamics in games, for both online linear optimization (OLO) and online convex optimization (OCO).
For OLO over the probability simplex $\Delta_d$, we give an algorithm with $O(\log d)$ alternating regret that remains a constant for any time horizon $T$, and a matching lower bound. Our constant regret bound significantly improves previous results with $O(\log ^{2/3}d \cdot T^{1/3})$ regret [Cevher, Cutkosky, Kavis, Piliouras, Skoulakis, Viano, NeurIPS 2023, Hait, Li, Luo, Zhang, COLT 2025]. As a result, we obtain alternating learning dynamics with $O(\log d /T)$ convergence to Nash equilibria in two-player zero-sum games and $O(\log d /T)$ convergence to coarse correlated equilibria in two-player general-sum games. This is the first uncoupled learning dynamics with $O(1/T)$ convergence to CCE in two-player general-sum games, while all prior works suffer additional $\log T$ factors.
For general OCO over a $d$-dimensional compact convex set, we give an algorithm with $O(d\log (1+T/d))$ alternating regret, improving the previous best of $\widetilde{O}(d^{2/3}T^{1/3})$. We also prove a matching lower bound of $\Omega(d\log (1+T/d))$, showing that the $\Omega(\log T)$ factor is unavoidable.
| Comments: | 21 pages |
| Subjects: | Machine Learning (cs.LG); Computer Science and Game Theory (cs.GT); Machine Learning (stat.ML) |
| Cite as: | arXiv:2608.24731 [cs.LG] |
| (or arXiv:2608.24731v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2608.24731
arXiv-issued DOI via DataCite (pending registration)
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