Games in Machine Learning Course

Summer semester 2025/2026

Multi-Player Learning in Modern Machine Learning

Many contemporary machine learning systems involve multiple interacting agents, each optimizing distinct—often conflicting—objectives. These scenarios arise in settings such as Stackelberg games, generative adversarial networks (GANs), multi-agent reinforcement learning (MARL), collaborative robotics, and competitive drone systems. Even standard single-model training can exhibit game-theoretic structures, including adversarial robustness, learning under distributional shift, and causal inference.

This course introduces students to the theory and practice of learning in multi-player systems, with a strong focus on gradient-based methods and convergence to equilibrium solutions. We will explore:

Key Takeaways

By the end of the course, students will be well-equipped to design, analyze, and implement learning algorithms for complex, interactive ML systems—bridging foundational theory with cutting-edge applications.

Lecturer:

Course Materials

  • Lecture 2: Optimization Crash Course

    Slides-Part-1Annotated-Part-1Slides-Part-2Annotated-Part-2ExercisesSolutions
    Covers:
    • Optimization Intro
    • Smooth Functions & Gradient Descent
    • Convexity: Sets & Functions
    • Gradient Descent Convergence on (Strongly) Convex Functions
    • Stochastic Gradient Descent
  • Lecture 3: Two Player Simultaneous Games

    SlidesAnnotatedExercisesSolutionsCode-demo

    Covers:
    • Differentiable Two-player Games and Differentiable Nash Equilibria
    Minimax Theorem & Strong Linear Programming Duality Connection
    • Methods: Gradient Descent, Extragradient, Proximal Point, Optimistic Gradient Descent, Lookahead
    • PP perspective of ExtraGradient & Optimistic Gradient Descent
  • Resources & Main References

  • Large-Scale Convex Optimization: Algorithms & Analyses via Monotone Operators

    by Ernest Ryu and Wotao Yin; Cambridge University Press 2023

  • Contact

    For typos, remarks, or you'd like to use the latex code of the slides feel free to reach out at: tatjana.chavdarova[at]tuwien[dot]ac.at.

    Thanks!