Orateur
Vianney Perchet
(ENSAE & Criteo AI Lab)
Description
In this talk, I will introduce the problem of learning in zero-sum game, and especially for the problem of "last-iterate" convergence, unlike the traditional literature that looks at the average convergence (we argue it makes more sense). The interesting property is that the optimal rate is T^{-1/4} which is quite unusual (and unexpected) in this literature.
Author
Vianney Perchet
(ENSAE & Criteo AI Lab)