We consider online linear regression: at each round, an adversary reveals a covariate vector, the learner predicts a real value, the adversary reveals a label, and the learner suffers the squared prediction error. The aim is to minimize the difference between the cumulative loss and that of the linear predictor that is best in hindsight.

We consider an adversarial formulation of the problem of predicting a time series with square loss. The aim is to predict an arbitrary sequence of vectors almost as well as the best smooth comparator sequence in retrospect. Our approach allows natural measures of smoothness such as the squared norm of increments. More generally, we consider a linear time series model and penalize the compara-tor sequence through the energy of the implied driving noise terms. We derive the minimax strategy for all problems of this type and show that it can be implemented efficiently. The optimal predictions are linear in the previous observations. We obtain an explicit expression for the regret in terms of the parameters defining the problem. For typical, simple definitions of smoothness, the computation of the optimal predictions involves only sparse matrices. In the case of norm-constrained data, where the smoothness is defined in terms of the squared norm of the com-parator's increments, we show that the regret grows as T/ λ

Search algorithms in games are artificial intelligence methods for playing such games. Unfortunately, there is no study on these algorithms that evaluates the generality of their performance. We propose to address this gap in the case of two-player zero-sum games with perfect information. Furthermore, we propose a new search algorithm and we show that, for a short search time, it outperforms all studied algorithms on all games in this large experiment and that, for a medium search time, it outperforms all studied algorithms on 17 of the 22 studied games.1. Introduction Games have numerous applications, far beyond the obvious ones (the video game and board game industries) and the slightly less obvious ones (economics, defense, and also education through serious games). In fact, all computational problems can naturally be reformulated in terms of games. Game search algorithms are therefore general-purpose artificial intelligence techniques for problem-solving.

We consider online prediction problems where the loss between the prediction and the outcome is measured by the squared Euclidean distance and its generalization, the squared Mahalanobis distance.

We extend the classical problem of predicting a sequence of outcomes from a finite alphabet to the matrix domain. In this extension, the alphabet of n outcomes is replaced by the set of all dyads, i.e. outer products uu

We consider online prediction problems where the loss between the prediction and the outcome is measured by the squared Euclidean distance and its generalization, the squared Mahalanobis distance.

We consider an adversarial formulation of the problem of predicting a time series with square loss. The aim is to predict an arbitrary sequence of vectors almost as well as the best smooth comparator sequence in retrospect. Our approach allows natural measures of smoothness such as the squared norm of increments. More generally, we consider a linear time series model and penalize the comparator sequence through the energy of the implied driving noise terms. We derive the minimax strategy for all problems of this type and show that it can be implemented efficiently. The optimal predictions are linear in the previous observations. We obtain an explicit expression for the regret in terms of the parameters defining the problem. For typical, simple definitions of smoothness, the computation of the optimal predictions involves only sparse matrices. In the case of norm-constrained data, where the smoothness is defined in terms of the squared norm of the comparator's increments, we show that the regret grows as T/ λ

Large scale convex-concave minimax problems arise in numerous applications, including game theory, robust training, and training of generative adversarial networks. Despite their wide applicability, solving such problems efficiently and effectively is challenging in the presence of large amounts of data using existing stochastic minimax methods. We study a class of stochastic minimax methods and develop a communication-efficient distributed stochastic extragradient algorithm, LocalAdaSEG, with an adaptive learning rate suitable for solving convex-concave minimax problems in the Parameter-Server model. LocalAdaSEG has three main features: (i) a periodic communication strategy that reduces the communication cost between workers and the server; (ii) an adaptive learning rate that is computed locally and allows for tuning-free implementation; and (iii) theoretically, a nearly linear speed-up with respect to the dominant variance term, arising from the estimation of the stochastic gradient, is proven in both the smooth and nonsmooth convex-concave settings. LocalAdaSEG is used to solve a stochastic bilinear game, and train a generative adversarial network. We compare LocalAdaSEG against several existing optimizers for minimax problems and demonstrate its efficacy through several experiments in both homogeneous and heterogeneous settings.

The Minimax algorithm, also known as MinMax, is a popular algorithm for calculating the best possible move a player can player in a zero-sume game, like Tic-Tac-Toe or Chess. It makes use of an evaluation-function provided by the developer to analyze a given game board. During the execution Minimax builds a game tree that might become quite large. This causes a very long runtime for the algorithm. In this article I'd like to introduce 10 methods to improve the performance of the Minimax algorithm and to optimize its runtime.