R2-B2: Recursive Reasoning-Based Bayesian Optimization for No-Regret Learning in Games

no code implementations • ICML 2020 • Zhongxiang Dai, Yizhou Chen, Kian Hsiang Low, Patrick Jaillet, Teck-Hua Ho

This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model the reasoning process in the interactions between boundedly rational, self-interested agents with unknown, complex, and costly-to-evaluate payoff functions in repeated games, which we call Recursive Reasoning-Based BO (R2-B2).

Bayesian Optimization Multi-agent Reinforcement Learning