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Regularized learning is a fundamental technique in online optimization, machine learning and many other fields of computer science. A natural question that arises in these settings is how regularized learning algorithms behave when faced against each other. We study a natural formulation of this problem by coupling regularized learning dynamics in zero-sum games. We show that the systems behavior is Poincare recurrent, implying that almost every trajectory revisits any (arbitrarily small) neighborhood of its starting point infinitely often. This cycling behavior is robust to the agents choice of regularization mechanism (each agent could be using a different regularizer), to positive-affine transformations of the agents utilities, and it also persists in the case of networked competition, i.e., for zero-sum polymatrix games.
In this paper, we examine the Nash equilibrium convergence properties of no-regret learning in general N-player games. For concreteness, we focus on the archetypal follow the regularized leader (FTRL) family of algorithms, and we consider the full spectrum of uncertainty that the players may encounter - from noisy, oracle-based feedback, to bandit, payoff-based information. In this general context, we establish a comprehensive equivalence between the stability of a Nash equilibrium and its support: a Nash equilibrium is stable and attracting with arbitrarily high probability if and only if it is strict (i.e., each equilibrium strategy has a unique best response). This equivalence extends existing continuous-ti
We study the sparse entropy-regularized reinforcement learning (ERL) problem in which the entropy term is a special form of the Tsallis entropy. The optimal policy of this formulation is sparse, i.e.,~at each state, it has non-zero probability for only a small number of actions. This addresses the main drawback of the standard Shannon entropy-regularized RL (soft ERL) formulation, in which the optimal policy is softmax, and thus, may assign a non-negligible probability mass to non-optimal actions. This problem is aggravated as the number of actions is increased. In this paper, we follow the work of Nachum et al. (2017) in the soft ERL setting, and propose a class of novel path consistency learning (PCL) algorithms, called {em sparse PCL}, for the sparse ERL problem that can work with both on-policy and off-policy data. We first derive a {em sparse consistency} equation that specifies a relationship between the optimal value function and policy of the sparse ERL along any system trajectory. Crucially, a weak form of the converse is also true, and we quantify the sub-optimality of a policy which satisfies sparse consistency, and show that as we increase the number of actions, this sub-optimality is better than that of the soft ERL optimal policy. We then use this result to derive the sparse PCL algorithms. We empirically compare sparse PCL with its soft counterpart, and show its advantage, especially in problems with a large number of actions.
We consider synchronized iterative voting in the Approval Voting system. We give examples with a Condorcet winner where voters apply simple, sincere, consistent strategies but where cycles appear that can prevent the election of the Condorcet winner, or that can even lead to the election of a consensual loser, rejected in all circumstances by a majority of voters. We conduct numerical experiments to determine how rare such cycles are. It turns out that when voters apply Lasliers Leader Rule they are quite uncommon, and we prove that they cannot happen when voters preferences are modeled by a one-dimensional culture. However a slight variation of the Leader Rule accounting for possible draws in voters preferences witnesses much more bad cycle, especially in a one-dimensional culture.Then we introduce a continuous-space model in which we show that these cycles are stable under perturbation. Last, we consider models of voters behavior featuring a competition between strategic behavior and reluctance to vote for candidates that are ranked low in their preferences. We show that in some cases, this leads to chaotic behavior, with fractal attractors and positive entropy.
Although deep learning performs really well in a wide variety of tasks, it still suffers from catastrophic forgetting -- the tendency of neural networks to forget previously learned information upon learning new tasks where previous data is not available. Earlier methods of incremental learning tackle this problem by either using a part of the old dataset, by generating exemplars or by using memory networks. Although, these methods have shown good results but using exemplars or generating them, increases memory and computation requirements. To solve these problems we propose an adversarial discriminator based method that does not make use of old data at all while training on new tasks. We particularly tackle the class incremental learning problem in image classification, where data is provided in a class-based sequential manner. For this problem, the network is trained using an adversarial loss along with the traditional cross-entropy loss. The cross-entropy loss helps the network progressively learn new classes while the adversarial loss helps in preserving information about the existing classes. Using this approach, we are able to outperform other state-of-the-art methods on CIFAR-100, SVHN, and MNIST datasets.
We study multi-agent reinforcement learning (MARL) in infinite-horizon discounted zero-sum Markov games. We focus on the practical but challenging setting of decentralized MARL, where agents make decisions without coordination by a centralized controller, but only based on their own payoffs and local actions executed. The agents need not observe the opponents actions or payoffs, possibly being even oblivious to the presence of the opponent, nor be aware of the zero-sum structure of the underlying game, a setting also referred to as radically uncoupled in the literature of learning in games. In this paper, we develop for the first time a radically uncoupled Q-learning dynamics that is both rational and convergent: the learning dynamics converges to the best response to the opponents strategy when the opponent follows an asymptotically stationary strategy; the value function estimates converge to the payoffs at a Nash equilibrium when both agents adopt the dynamics. The key challenge in this decentralized setting is the non-stationarity of the learning environment from an agents perspective, since both her own payoffs and the system evolution depend on the actions of other agents, and each agent adapts their policies simultaneously and independently. To address this issue, we develop a two-timescale learning dynamics where each agent updates her local Q-function and value function estimates concurrently, with the latter happening at a slower timescale.