Leveraging Machine-Learned Advice in Strategic Interactions with No-Regret Learners

Tinashe Handina, Tongxin Li, Kishan Panaganti, Eric Mazumdar, Adam Wierman

Abstract: As machine learning becomes increasingly integrated into decision-making across domains, understanding how machine-learned advice can be leveraged in strategic environments is of growing importance. In this work, we study how an agent in a two-player repeated game can effectively utilize potentially imperfect advice when interacting with a no-regret learner (i.e., satisfying a no-external or no-swap regret condition). We characterize the advice landscape by introducing a pseudo-metric to quantify the usefulness of an advice instance. We demonstrate the pseudo-metric's applicability through two forms of advice: simulators and payoff matrix predictions. We then show how an optimizing player, equipped with correctness guarantees on the advice, could leverage simulators to compute approximate Stackelberg strategies more efficiently, reducing the interaction complexity traditionally required and illustrating the power of good advice. Finally, we extend our analysis to settings where the advice does not have any guarantee of correctness. We find that, in general, a player cannot simultaneously guarantee near Stackelberg performance when the advice is approximately accurate and a no-regret condition when the advice is inaccurate. We do show, however, that it is possible for an advice-aided player to weakly dominate their utility in some (coarse)-correlated equilibria.

Submission Number: 1697