Related papers: Online Learning in Stackelberg Games with an Omniscient Follower

Online Learning in Stackelberg Games with an Omniscient Follower

URL: http://arxiv.org/abs/2301.11518v2
Date: Tue, 11 Apr 2023 20:27:37 GMT
Title: Online Learning in Stackelberg Games with an Omniscient Follower
Authors: Geng Zhao, Banghua Zhu, Jiantao Jiao, Michael I. Jordan
Abstract summary: We study the problem of online learning in a two-player decentralized cooperative Stackelberg game. In each round, the leader first takes an action, followed by the follower who takes their action after observing the leader's move. We show that depending on the reward structure, the existence of the omniscient follower may change the sample complexity drastically.
Score: 83.42564921330896
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Abstract: We study the problem of online learning in a two-player decentralized cooperative Stackelberg game. In each round, the leader first takes an action, followed by the follower who takes their action after observing the leader's move. The goal of the leader is to learn to minimize the cumulative regret based on the history of interactions. Differing from the traditional formulation of repeated Stackelberg games, we assume the follower is omniscient, with full knowledge of the true reward, and that they always best-respond to the leader's actions. We analyze the sample complexity of regret minimization in this repeated Stackelberg game. We show that depending on the reward structure, the existence of the omniscient follower may change the sample complexity drastically, from constant to exponential, even for linear cooperative Stackelberg games. This poses unique challenges for the learning process of the leader and the subsequent regret analysis.

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