Online Learning and Game Theory
Description
We consider online learning and its relationship to game theory. In an online decision-making problem, as in Singer's lecture, one typically makes a sequence of decisions and receives feedback immediately after making each decision. As far back as the 1950's, game theorists gave algorithms for these problems with strong regret guarantees. Without making statistical assumptions, these algorithms were guaranteed to perform nearly as well as the best single decision, where the best is chosen with the benefit of hindsight. We discuss applications of these algorithms to complex learning problems where one receives very little feedback. Examples include online routing, online portfolio selection, online advertizing, and online data structures. We also discuss applications to learning Nash equilibria in zero-sum games and learning correlated equilibria in general two-player games.
Categories
Top: Computer Science: Machine Learning: Computational Learning TheoryTop: Mathematics: Game Theory
Top: Computer Science: Machine Learning: On-line Learning
| Slides | |
| 0:00 | Online learning and game theory |
| 0:40 | TITLE |
| 0:53 | How do we learn? |
| 2:42 | Outline |
| 3:39 | Online learning |
| 4:21 | Batch Learning |
| 5:08 | Batch Learning |
| 5:45 | Online/batch learnability of F |
| 10:11 | Online learnable ) Batch learnable |
| 13:04 | Online learnable ) Batch learnable |
| 15:42 | Outline |
| 16:06 | Online majority algorithm |
| 19:43 | Naive batch learning |
| 21:25 | Naive batch learning |
| 23:15 | Weighted majority’ [LW89] |
| 27:57 | Weighted majority [LW89] |
| 30:10 | Weighted majority extensions… |
| 32:30 | Weighted majority extensions… |
| 37:09 | Outline |
| 37:39 | Batch Online |
| 44:03 | Key idea: transductive online learning |
| 45:57 | Key idea: transductive online learning |
| 50:20 | Algorithm for trans. online learning |
| 52:38 | Candidate efficient algorithm |
| 53:32 | How many labelings? Shattering & VC |
| 54:17 | How many labelings? Shattering & VC |
| 55:34 | Cannot batch learn faster than VC(F) |
| 58:18 | Putting it together |
| 59:35 | Learnability conclusions |
| 60:50 | Online learning in repeated games |
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Second video doesn't play past 9:20 seconds
works now.
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