Rate optimal learning of equilibria from data
- URL: http://arxiv.org/abs/2510.09325v1
- Date: Fri, 10 Oct 2025 12:28:35 GMT
- Title: Rate optimal learning of equilibria from data
- Authors: Till Freihaut, Luca Viano, Emanuele Nevali, Volkan Cevher, Matthieu Geist, Giorgia Ramponi,
- Abstract summary: We close theoretical gaps in Multi-Agent Imitation Learning (MAIL) by characterizing the limits of non-interactive MAIL and presenting the first interactive algorithm with near-optimal sample complexity.<n>For the interactive setting, we introduce a framework that combines reward-free reinforcement learning with interactive MAIL and instantiate it with an algorithm, MAIL-WARM.<n>We provide numerical results that support our theory and illustrate, in environments such as grid worlds, where Behavior Cloning fails to learn.
- Score: 63.14746189846806
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We close open theoretical gaps in Multi-Agent Imitation Learning (MAIL) by characterizing the limits of non-interactive MAIL and presenting the first interactive algorithm with near-optimal sample complexity. In the non-interactive setting, we prove a statistical lower bound that identifies the all-policy deviation concentrability coefficient as the fundamental complexity measure, and we show that Behavior Cloning (BC) is rate-optimal. For the interactive setting, we introduce a framework that combines reward-free reinforcement learning with interactive MAIL and instantiate it with an algorithm, MAIL-WARM. It improves the best previously known sample complexity from $\mathcal{O}(\varepsilon^{-8})$ to $\mathcal{O}(\varepsilon^{-2}),$ matching the dependence on $\varepsilon$ implied by our lower bound. Finally, we provide numerical results that support our theory and illustrate, in environments such as grid worlds, where Behavior Cloning fails to learn.
Related papers
- Stochastic Momentum Methods for Non-smooth Non-Convex Finite-Sum Coupled Compositional Optimization [64.99236464953032]
We propose a new state-of-the-art complexity of $O(/epsilon)$ for finding an (nearly) $'level KKT solution.<n>By applying our hinge-of-the-art complexity of $O(/epsilon)$ for finding an (nearly) $'level KKT solution, we achieve a new state-of-the-art complexity of $O(/epsilon)$ for finding an (nearly) $'level KKT solution.
arXiv Detail & Related papers (2025-06-03T06:31:59Z) - Towards a Sharp Analysis of Offline Policy Learning for $f$-Divergence-Regularized Contextual Bandits [49.96531901205305]
We analyze $f$-divergence-regularized offline policy learning.<n>For reverse Kullback-Leibler (KL) divergence, we give the first $tildeO(epsilon-1)$ sample complexity under single-policy concentrability.<n>We extend our analysis to dueling bandits, and we believe these results take a significant step toward a comprehensive understanding of $f$-divergence-regularized policy learning.
arXiv Detail & Related papers (2025-02-09T22:14:45Z) - Near-Optimal Online Learning for Multi-Agent Submodular Coordination: Tight Approximation and Communication Efficiency [52.60557300927007]
We present a $textbfMA-OSMA$ algorithm to transfer the discrete submodular problem into a continuous optimization.<n>We also introduce a projection-free $textbfMA-OSEA$ algorithm, which effectively utilizes the KL divergence by mixing a uniform distribution.<n>Our algorithms significantly improve the $(frac11+c)$-approximation provided by the state-of-the-art OSG algorithm.
arXiv Detail & Related papers (2025-02-07T15:57:56Z) - Non-Convex Optimization in Federated Learning via Variance Reduction and Adaptive Learning [13.83895180419626]
This paper proposes a novel algorithm that leverages momentum-based variance reduction with adaptive learning to address non-epsilon settings across heterogeneous data.<n>We aim to overcome challenges related to variance, hinders efficiency, and the slow convergence from learning rate adjustments with heterogeneous data.
arXiv Detail & Related papers (2024-12-16T11:02:38Z) - Projection by Convolution: Optimal Sample Complexity for Reinforcement Learning in Continuous-Space MDPs [56.237917407785545]
We consider the problem of learning an $varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators.
Key to our solution is a novel projection technique based on ideas from harmonic analysis.
Our result bridges the gap between two popular but conflicting perspectives on continuous-space MDPs.
arXiv Detail & Related papers (2024-05-10T09:58:47Z) - Stochastic Constrained Decentralized Optimization for Machine Learning with Fewer Data Oracles: a Gradient Sliding Approach [32.36073823372713]
In machine-learning models, the algorithm has to communicate to the data center and sample data for its gradient.
This gives rise to the need for a decentralized optimization algorithm that is communication-efficient and minimizes the number of gradient computations.
We propose a primal-dual sliding with conditional gradient sliding framework, which is communication-efficient and achieves an $varepsilon$-approximate solution.
arXiv Detail & Related papers (2024-04-03T06:55:59Z) - Optimal Sample Complexity of Reinforcement Learning for Mixing
Discounted Markov Decision Processes [1.0445957451908694]
We consider the optimal sample complexity theory for maximizing the infinite horizon discounted reward in a Markov decision process (MDP)
In many applications of interest, the optimal policy (or all policies) induces mixing.
Our analysis is grounded in regeneration-type ideas, which we believe are of independent interest, as they can be used to study RL problems for general state space MDPs.
arXiv Detail & Related papers (2023-02-15T05:43:17Z) - DASHA: Distributed Nonconvex Optimization with Communication
Compression, Optimal Oracle Complexity, and No Client Synchronization [77.34726150561087]
We develop and analyze DASHA: a new family of methods for noneps distributed optimization problems.
Unlike MARINA, the new methods DASHA, DASHA-MVR send compressed vectors only and never synchronize the nodes, which makes them more practical for learning.
arXiv Detail & Related papers (2022-02-02T20:10:40Z) - Permutation Compressors for Provably Faster Distributed Nonconvex
Optimization [68.8204255655161]
We show that the MARINA method of Gorbunov et al (2021) can be considered as a state-of-the-art method in terms of theoretical communication complexity.
Theory of MARINA to support the theory of potentially em correlated compressors, extends to the method beyond the classical independent compressors setting.
arXiv Detail & Related papers (2021-10-07T09:38:15Z) - Multi-Agent Off-Policy TD Learning: Finite-Time Analysis with
Near-Optimal Sample Complexity and Communication Complexity [13.100926925535578]
We develop two decentralized TD with correction (TDC) algorithms for multi-agent off-policy TD learning.
Our algorithms preserve full privacy of the actions, policies and rewards of the agents, and adopt mini-batch sampling to reduce the sampling variance and communication frequency.
arXiv Detail & Related papers (2021-03-24T12:48:08Z) - The Min-Max Complexity of Distributed Stochastic Convex Optimization
with Intermittent Communication [61.60069865891783]
We resolve the min-max complexity of distributed convex optimization (up to a log factor) in the intermittent communication setting.
We present a novel lower bound with a matching upper bound that establishes an optimal algorithm.
arXiv Detail & Related papers (2021-02-02T16:18:29Z) - Escaping Saddle-Points Faster under Interpolation-like Conditions [19.9471360853892]
We show that under over-parametrization several standard optimization algorithms escape saddle-points and converge to local-minimizers much faster.
We discuss the first-order oracle complexity of Perturbed Gradient Descent (PSGD) algorithm to reach an $epsilon$ localminimizer.
We next analyze Cubic-Regularized Newton (SCRN) algorithm under-like conditions, and show that the oracle complexity to reach an $epsilon$ local-minimizer under-like conditions, is $tildemathcalO (1/epsilon2.5
arXiv Detail & Related papers (2020-09-28T02:15:18Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.