Fast Convergence of Regularized Learning in Games

Authors: Vasilis Syrgkanis, Alekh Agarwal, Haipeng Luo, Robert E. Schapire

NeurIPS 2015 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Finally, we simulate a 4-bidder simultaneous auction game, and compare our optimistic algorithms against Hedge [7] in terms of utilities, regrets and convergence to equilibria. We run the game for n = 4 bidders and m = 4 items and valuation v = 20. The bids are discretized to be any integer in [1, 20]. We find that the sum of the regrets and the maximum individual regret of each player are remarkably lower under Optimistic Hedge as opposed to Hedge. In Figure 1 we plot the maximum individual regret as well as the sum of the regrets under the two algorithms, using = 0.1 for both methods.
Researcher Affiliation Collaboration Vasilis Syrgkanis Microsoft Research New York, NY vasy@microsoft.com Alekh Agarwal Microsoft Research New York, NY alekha@microsoft.com Haipeng Luo Princeton University Princeton, NJ haipengl@cs.princeton.edu Robert E. Schapire Microsoft Research New York, NY schapire@microsoft.com
Pseudocode No The paper does not contain structured pseudocode or algorithm blocks.
Open Source Code No The paper does not provide concrete access to source code for the methodology described in this paper.
Open Datasets No The paper describes a simulated auction game without providing concrete access information (link, DOI, repository, formal citation) for a publicly available or open dataset.
Dataset Splits No The paper describes a simulation of game dynamics for 10,000 rounds but does not provide specific dataset split information (percentages, sample counts, or detailed splitting methodology) for reproducibility.
Hardware Specification No The paper mentions simulating a game but does not provide specific hardware details (exact GPU/CPU models, processor types, or memory amounts) used for running its experiments.
Software Dependencies No The paper mentions algorithms like 'Optimistic Hedge' and 'Hedge' but does not provide specific ancillary software details (e.g., library or solver names with version numbers) needed to replicate the experiment.
Experiment Setup Yes We run the game for n = 4 bidders and m = 4 items and valuation v = 20. The bids are discretized to be any integer in [1, 20]. We find that the sum of the regrets and the maximum individual regret of each player are remarkably lower under Optimistic Hedge as opposed to Hedge. In Figure 1 we plot the maximum individual regret as well as the sum of the regrets under the two algorithms, using = 0.1 for both methods.