No-regret learning in games sits at the intersection of game theory and online learning. This tutorial focuses on \(\Phi\)-regret and its connection to \(\Phi\)-equilibria, from the Gordon-Greenwald-Marks reduction to newer tools such as semi-separation, expected fixed points, multicalibration, and TreeSwap-style reductions.
Tutorial Notes
- 1IntroductionRegret, equilibrium notions, \(\Phi\)-regret, and the Gordon-Greenwald-Marks perspective.
- 2Beyond Normal FormNo-\(\Phi\)-regret learning with more complex strategy spaces and deviation sets.
- 3Ellipsoid Against Hope\(\log(1/\epsilon)\)-time algorithms for \(\Phi\)-equilibrium computation via the ellipsoid algorithm.
- 4\(\Phi\)-Regret and MulticalibrationA forecasting route from multicalibration to \(\Phi\)-regret minimization.
- 5TreeSwap: Efficient Swap Regret MinimizationWeakly sublinear swap-regret minimization for large action spaces.
- 6Profile Swap Regret, Manipulability, and Response-Based ApproachabilityProfile swap regret, non-manipulability, and response-based approachability.