no code implementations • 9 Jul 2019 • James P. Bailey, Gauthier Gidel, Georgios Piliouras
Gradient descent is arguably one of the most popular online optimization methods with a wide array of applications.
Computer Science and Game Theory Dynamical Systems Optimization and Control
no code implementations • NeurIPS 2019 • James P. Bailey, Georgios Piliouras
We show for the first time, to our knowledge, that it is possible to reconcile in online learning in zero-sum games two seemingly contradictory objectives: vanishing time-average regret and non-vanishing step sizes.
no code implementations • 5 Mar 2019 • James P. Bailey, Georgios Piliouras
Specifically, we show that no matter the size, or network structure of such closed economies, even if agents use different online learning dynamics from the standard class of Follow-the-Regularized-Leader, they yield Hamiltonian dynamics.
