Pessimism-Free Offline Learning in General-Sum Games via KL Regularization

Fuente: arXiv
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Auteurs principaux: Chen, Claire, Zhang, Yuheng
Format: Preprint
Publié: 2026
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author Chen, Claire
Zhang, Yuheng
author_facet Chen, Claire
Zhang, Yuheng
contents Offline multi-agent reinforcement learning in general-sum settings is challenged by the distribution shift between logged datasets and target equilibrium policies. While standard methods rely on manual pessimistic penalties, we demonstrate that KL regularization suffices to stabilize learning and achieve equilibrium recovery. We propose General-sum Anchored Nash Equilibrium (GANE), which recovers regularized Nash equilibria at an accelerated statistical rate of $\widetilde{O}(1/n)$. For computational tractability, we develop General-sum Anchored Mirror Descent (GAMD), an iterative algorithm converging to a Coarse Correlated Equilibrium at the standard rate of $\widetilde{O}(1/\sqrt{n}+1/T)$. These results establish KL regularization as a standalone mechanism for pessimism-free offline learning that achieves equivalent or accelerated rates in multi-player general-sum games.
format Preprint
id arxiv_https___arxiv_org_abs_2605_00264
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Pessimism-Free Offline Learning in General-Sum Games via KL Regularization
Chen, Claire
Zhang, Yuheng
Machine Learning
Computer Science and Game Theory
Offline multi-agent reinforcement learning in general-sum settings is challenged by the distribution shift between logged datasets and target equilibrium policies. While standard methods rely on manual pessimistic penalties, we demonstrate that KL regularization suffices to stabilize learning and achieve equilibrium recovery. We propose General-sum Anchored Nash Equilibrium (GANE), which recovers regularized Nash equilibria at an accelerated statistical rate of $\widetilde{O}(1/n)$. For computational tractability, we develop General-sum Anchored Mirror Descent (GAMD), an iterative algorithm converging to a Coarse Correlated Equilibrium at the standard rate of $\widetilde{O}(1/\sqrt{n}+1/T)$. These results establish KL regularization as a standalone mechanism for pessimism-free offline learning that achieves equivalent or accelerated rates in multi-player general-sum games.
title Pessimism-Free Offline Learning in General-Sum Games via KL Regularization
topic Machine Learning
Computer Science and Game Theory
url https://arxiv.org/abs/2605.00264