Universal Learning of Repeated Matrix Games

Details Universal Learning of Repeated Matrix Games Universal Learning of Repeated Matrix Games

2005-08-16

arxiv.org/abs/cs/0508073v1

Proc. 15th Annual Machine Learning Conf. of Belgium and The Netherlands (Benelearn 2006) pages 7-14

Computer Science

Learning

16 LaTeX pages, 8 eps figures

Scientific paper

We study and compare the learning dynamics of two universal learning
algorithms, one based on Bayesian learning and the other on prediction with
expert advice. Both approaches have strong asymptotic performance guarantees.
When confronted with the task of finding good long-term strategies in repeated
2x2 matrix games, they behave quite differently.

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