Optimal Alternating Regret for Online Learning and Games
Organizations: ITCS, Key Laboratory of Interdisciplinary Research of Computation and Economics, Shanghai University of Finance and Economics · Yale University
Abstract
We settle the minimax-optimal alternating regret, a regret notion motivated by alternating learning dynamics in games, for both online linear optimization (OLO) and online convex optimization (OCO). For OLO over the probability simplex , we give an algorithm with alternating regret that remains a constant for any time horizon , and a matching lower bound. Our constant regret bound significantly improves previous results with regret [Cevher, Cutkosky, Kavis, Piliouras, Skoulakis, Viano, NeurIPS 2023, Hait, Li, Luo, Zhang, COLT 2025]. As a result, we obtain alternating learning dynamics with convergence to Nash equilibria in two-player zero-sum games and convergence to coarse correlated equilibria in two-player general-sum games. This is the first uncoupled learning dynamics with convergence to CCE in two-player general-sum games, while all prior works suffer additional factors. For general OCO over a -dimensional compact convex set, we give an algorithm with alternating regret, improving the previous best of . We also prove a matching lower bound of , showing that the factor is unavoidable.
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Online Convex Optimization
Online Convex Optimization studies sequential decisions under changing convex losses, seeking low regret with limited feedback and constraints.
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