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This paper makes progress toward learning Nash equilibria in two-player, zero-sum Markov games from offline data. Despite a large number of prior works tackling this problem, the state-of-the-art results suffer from the curse of multiple agents in the sense that their sample complexity bounds scale linearly with the total number of joint actions. The current paper proposes a new model-based algorithm, which provably finds an approximate Nash equilibrium with a sample complexity that scales linearly with the total number of individual actions. This work also develops a matching minimax lower bound, demonstrating the minimax optimality of the proposed algorithm for a broad regime of interest. An appealing feature of the result lies in algorithmic simplicity, which reveals the unnecessity of sophisticated variance reduction and sample splitting in achieving sample optimality.more » « less
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Noisy matrix completion aims at estimating a low-rank matrix given only partial and corrupted entries. Despite remarkable progress in designing efficient estimation algorithms, it remains largely unclear how to assess the uncertainty of the obtained estimates and how to perform efficient statistical inference on the unknown matrix (e.g., constructing a valid and short confidence interval for an unseen entry). This paper takes a substantial step toward addressing such tasks. We develop a simple procedure to compensate for the bias of the widely used convex and nonconvex estimators. The resulting debiased estimators admit nearly precise nonasymptotic distributional characterizations, which in turn enable optimal construction of confidence intervals/regions for, say, the missing entries and the low-rank factors. Our inferential procedures do not require sample splitting, thus avoiding unnecessary loss of data efficiency. As a byproduct, we obtain a sharp characterization of the estimation accuracy of our debiased estimators in both rate and constant. Our debiased estimators are tractable algorithms that provably achieve full statistical efficiency.more » « less
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