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5 votes

Does one player best responding to sample from a mixed strategy, and the other player minimizing regret converge to a Nash eq in a zero sum game?

No, it's not true. Consider this game where the row player's actions are A,B,C and column's are D,E (shown are the row player's payoffs): ...
usul's user avatar
  • 7,615
3 votes

Rademacher complexity beyond the agnostic setting

(a) If you don't assume that you're "competing" against $f\in F$, you must make some assumption about the larger function class to which $f$ belongs -- otherwise, by standard no-free-lunch theorems, ...
Aryeh's user avatar
  • 10.6k
2 votes

Bayes-consistent cost-sensitive classification

I'm not sure if this is what you're looking for, but people have studied consistency of surrogate risk minimization. There, we define a surrogate loss function $L$ and a link $\psi$. We first minimize ...
usul's user avatar
  • 7,615
1 vote

About estimating escape time of gradient Langevin dynamics

Observe that the following event contains your event $E$: either (1) for some $i$, $\|\xi_{i,2}\| > C_{\zeta}$ (in which case $x_{i+1}$ and $x_{i+1}'$ are no longer the same), or (2) for some $i$, $...
Lad's user avatar
  • 11
1 vote

Follow the Perturbed Leader for nonlinear cost functions

Here is what you are looking for. It is quite new:
user3680510's user avatar

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