We introduce a simple framework for predicting the behavior of an ego agent in multi-agent settings. In contrast to autoregressive (AR) tasks, such as language processing, our focus is on scenarios with multiple agents whose interactions are shaped by physical constraints and internal motivations. To this end, we propose Poly-Autoregressive (PAR) modeling, which forecasts an ego agent’s future behavior by reasoning about the ego agent’s state history and the current state of other interacting agents. At its core, PAR represents the behavior of all agents as a sequence of tokens, each representing an agent’s state at a specific timestep. With minimal data pre-processing changes, we show that PAR can be applied to three different problems: human action prediction in social situations, trajectory prediction for autonomous vehicles, and object pose prediction during hand-object interaction. Using a small proof-of-concept transformer backbone, PAR outperforms AR across our three scenarios.