Veranstaltungen
Diese Woche
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Montag, 29. Juli | |||
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Zeit | Referent:in | Titel | Ort |
10:00 - 11:00 |
Chi Jin Princeton University |
Abstract
Abstract: While classical game theory primarily focuses on finding equilibria, modern machine learning applications introduce a series of new challenges where standard equilibrium notions are no longer sufficient, and the development of new efficient algorithmic solutions is urgently needed. In this talk, we will demonstrate two such scenarios: (1) a natural goal in multiagent learning is to learn rationalizable behavior, which avoids iteratively dominated actions. Unfortunately, such rationalizability is not guaranteed by standard equilibria, especially when approximation errors are present. Our work presents the first line of efficient algorithms for learning rationalizable equilibria with sample complexities that are polynomial in all problem parameters, including the number of players; (2) In multiplayer symmetric constant-sum games like Mahjong or Poker, a natural baseline is to achieve an equal share of the total reward. We demonstrate that the self-play meta-algorithms used by existing state-of-the-art systems can fail to achieve this simple baseline in general symmetric games. We will then discuss the new principled solution concept required to achieve this goal.
Bio: Chi Jin is an assistant professor at the Electrical and Computer Engineering department of Princeton University. He obtained his PhD degree in Computer Science at University of California, Berkeley, advised by Michael I. Jordan. His research mainly focuses on theoretical machine learning, with special emphasis on nonconvex optimization and Reinforcement Learning (RL). In nonconvex optimization, he provided the first proof showing that first-order algorithm (stochastic gradient descent) is capable of escaping saddle points efficiently. In RL, he provided the first efficient learning guarantees for Q-learning and least-squares value iteration algorithms when exploration is necessary. His works also lay the theoretical foundation for RL with function approximation, multi-agency and partial observability. He received NSF CAREER award and Sloan fellowship.
Research Seminar in StatisticsBeyond Equilibrium Learningread_more |
HG G 19.1 |
Dienstag, 30. Juli | |||
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— keine Veranstaltungen geplant — |
Mittwoch, 31. Juli | |||
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Donnerstag, 1. August | |||
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Freitag, 2. August | |||
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