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How to Guide a Non-Cooperative Learner to Cooperate: Exploiting No-Regret Algorithms in System Design

Published: 03 May 2021 Publication History

Abstract

We investigate a repeated two-player game setting where the column player is also a designer of the system, and has full control over payoff matrices. In addition, we assume that the row player uses a no-regret algorithm to efficiently learn how to adapt their strategy to the column player's behaviour over time. The goal of the column player is to guide her opponent into picking a mixed strategy which is preferred by the system designer. Therefore, she needs to: (i) design appropriate payoffs for both players; and (ii) strategically interact with the row player during a sequence of plays in order to guide her opponent to converge to the desired mixed strategy. To design appropriate payoffs, we propose a novel zero-sum game construction whose unique minimax solution contains the desired behaviour. We also propose another construction in which only the minimax strategy of the row player is unique. Finally, we propose a new game playing algorithm for the system designer and show that it can guide the row player to its minimax strategy, under the assumption that the row player adopts a stable no-regret algorithm.

References

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Nicolo Cesa-Bianchi and Gábor Lugosi. 2006. Prediction, learning, and games. Cambridge university press.
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Constantinos Daskalakis, Andrew Ilyas, Vasilis Syrgkanis, and Haoyang Zeng. 2017. Training gans with optimism. arXiv preprint arXiv:1711.00141 (2017).
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C. Daskalakis and I. Panageas. 2018a. Last-iterate convergence: Zero-sum games and constrained min-max optimization. arXiv preprint arXiv:1807.04252 (2018a).
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Le Cong Dinh, Long Tran-Thanh, Tri-Dung Nguyen, and Alain B Zemkoho. 2020. Last Round Convergence and No-Instant Regret in Repeated Games with Asymmetric Information. arXiv preprint arXiv:2003.11727 (2020).
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Yoav Freund and Robert E Schapire. 1999. Adaptive game playing using multiplicative weights. Games and Economic Behavior, Vol. 29, 1--2 (1999), 79--103.
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Panayotis Mertikopoulos, Christos Papadimitriou, and Georgios Piliouras. 2018. Cycles in adversarial regularized learning. In Proceedings of the Twenty-Ninth Annual ACM-SIAM Symposium on Discrete Algorithms. SIAM, 2703--2717.

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  1. How to Guide a Non-Cooperative Learner to Cooperate: Exploiting No-Regret Algorithms in System Design

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    Published In

    AAMAS '21: Proceedings of the 20th International Conference on Autonomous Agents and MultiAgent Systems
    May 2021
    1899 pages
    ISBN:9781450383073

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    International Foundation for Autonomous Agents and Multiagent Systems

    Richland, SC

    Publication History

    Published: 03 May 2021

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    Author Tags

    1. last round convergence
    2. system design
    3. unique NASH equilibrium

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