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Rate optimal learning of equilibria from data
Proceedings of The 29th International Conference on Artificial Intelligence and Statistics, PMLR 300:3430-3438, 2026.
Abstract
We close open theoretical gaps in Multi-Agent Imitation Learning (MAIL) by characterizing the limits of non-interactive MAIL and presenting the first interactive algorithm with near-optimal sample complexity. In the non-interactive setting, we prove a statistical lower bound that identifies the \emph{all-policy deviation concentrability coefficient} as the fundamental complexity measure, and we show that Behavior Cloning (BC) is rate-optimal. For the interactive setting, we introduce a framework that combines reward-free reinforcement learning with interactive MAIL and instantiate it with an algorithm, \emph{MAIL-WARM}. It improves the best previously known sample complexity from $\mathcal{O}(\varepsilon^{-8})$ to $\mathcal{O}(\varepsilon^{-2}),$ matching the dependence on $\varepsilon$ implied by our lower bound. Finally, we provide numerical results that support our theory and illustrate, in environments such as grid worlds, cases where Behavior Cloning fails to learn.