R2-B2: Recursive Reasoning-Based Bayesian Optimization for No-Regret Learning in Games

Zhongxiang Dai, Yizhou Chen, Bryan Kian Hsiang Low, Patrick Jaillet, Teck-Hua Ho

Abstract: This paper presents a recursive reasoning formalism of Bayesian optimization (BO) to model the reasoning process in the interactions between boundedly rational, self-interested agents with unknown,...