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Paper · 2208.09855 · 2022

Last-Iterate Convergence with Full and Noisy Feedback in Two-Player Zero-Sum Games

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 1 functions out of this paper's own repositories and ran 1 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
cyberagentailab/m2wu canonical 1 of 1
FunctionStatusWhere it lives
load_utility_matrix Ran cyberagentailab/m2wu/runner/utils.py
code served (permissive licence) · get_code("2c0b4215ef010cce")

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Abstract

This paper proposes Mutation-Driven Multiplicative Weights Update (M2WU) for learning an equilibrium in two-player zero-sum normal-form games and proves that it exhibits the last-iterate convergence property in both full and noisy feedback settings. In the former, players observe their exact gradient vectors of the utility functions. In the latter, they only observe the noisy gradient vectors. Even the celebrated Multiplicative Weights Update (MWU) and Optimistic MWU (OMWU) algorithms may not converge to a Nash equilibrium with noisy feedback. On the contrary, M2WU exhibits the last-iterate convergence to a stationary point near a Nash equilibrium in both feedback settings. We then prove that it converges to an exact Nash equilibrium by iteratively adapting the mutation term. We empirically confirm that M2WU outperforms MWU and OMWU in exploitability and convergence rates.

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