Optimization
Stability Via Convexity and LP Duality in OCF Games
Zick, Yair (Nanyang Technological University) | Markakis, Evangelos (Athens University of Economics and Business) | Elkind, Edith (Nanyang Technological University)
The core is a central solution concept in cooperative game theory, and therefore it is important to know under what conditions the core of a game is guaranteed to be non-empty. Two notions that prove to be very useful in this context are Linear Programming (LP) duality and convexity. In this work, we apply these tools to identify games with overlapping coalitions (OCF games) that admit stable outcomes. We focus on three notions of the core defined in (Chalkiadakis et al. 2010) for such games, namely, the conservative core, the refined core and the optimistic core. First, we show that the conservative core of an OCF game is non-empty if and only if the core of a related classic coalitional game is non-empty. This enables us to improve the result of (Chalkiadakis et al. 2010) by giving a strictly weaker sufficient condition for the non-emptiness of the conservative core. We then use LP duality to characterize OCF games with non-empty refined core; as a corollary, we show that the refined core of a game is non-empty as long as the superadditive cover of its characteristic function is convex. Finally, we identify a large class of OCF games that can be shown to have a non-empty optimistic core using an LP based argument.
The Deployment-to-Saturation Ratio in Security Games
Jain, Manish (University of Southern California) | Leyton-Brown, Kevin (University of British Columbia) | Tambe, Milind (University of Southern California)
Stackelberg security games form the backbone of systems like ARMOR, IRIS and PROTECT, which are in regular use by the Los Angeles International Police, US Federal Air Marshal Service and the US Coast Guard respectively. An understanding of the runtime required by algorithms that power such systems is critical to furthering the application of game theory to other real-world domains. This paper identifies the concept of the deployment-to-saturation ratio in random Stackelberg security games, and shows that problem instances for which this ratio is 0.5 are computationally harder than instances with other deployment-to-saturation ratios for a wide range of different equilibrium computation methods, including (i) previously published different MIP algorithms, and (ii) different underlying solvers and solution mechanisms. This finding has at least two important implications. First, it is important for new algorithms to be evaluated on the hardest problem instances. We show that this has often not been done in the past, and introduce a publicly available benchmark suite to facilitate such comparisons. Second, we provide evidence that this computationally hard region is also one where optimization would be of most benefit to security agencies, and thus requires significant attention from researchers in this area. Furthermore, we use the concept of phase transitions to better understand this computationally hard region. We define a decision problem related to security games, and show that the probability that this problem has a solution exhibits a phase transition as the deployment-to-saturation ratio crosses 0.5. We also demonstrate that this phase transition is invariant to changes both in the domain and the domain representation, and that the phase transition point corresponds to the computationally hardest instances.
Computing Equilibria with Two-Player Zero-Sum Continuous Stochastic Games with Switching Controller
Bonomi, Guido (Politecnico di Milano) | Gatti, Nicola (Politecnico di Milano) | Panozzo, Fabio (Politecnico di Milano) | Restelli, Marcello (Politecnico di Milano)
Equilibrium computation with continuous games is currently a challenging open task in artificial intelligence. In this paper, we design an iterative algorithm that finds an ฮต-approximate Markov perfect equilibrium with two-player zero-sum continuous stochastic games with switching controller. When the game is polynomial (i.e., utility and state transitions are polynomial functions), our algorithm converges to ฮต = 0 by exploiting semidefinite programming. When the game is not polynomial, the algorithm exploits polynomial approximations and converges to an ฮต value whose upper bound is a function of the maximum approximation error with infinity norm. To our knowledge, this is the first algorithm for equilibrium approximation with arbitrary utility and transition functions providing theoretical guarantees. The algorithm is also empirically evaluated.
Semi-Supervised Kernel Matching for Domain Adaptation
Xiao, Min (Temple University) | Guo, Yuhong (Temple University)
In this paper, we propose a semi-supervised kernel matching method to address domain adaptation problems where the source distribution substantially differs from the target distribution. Specifically, we learn a prediction function on the labeled source data while mapping the target data points to similar source data points by matching the target kernel matrix to a submatrix of the source kernel matrix based on a Hilbert Schmidt Independence Criterion. We formulate this simultaneous learning and mapping process as a non-convex integer optimization problem and present a local minimization procedure for its relaxed continuous form. Our empirical results show the proposed kernel matching method significantly outperforms alternative methods on the task of across domain sentiment classification.
A Bregman Divergence Optimization Framework for Ranking on Data Manifold and Its New Extensions
Xu, Bin (Zhejiang University) | Bu, Jiajun (Zhejiang University) | Chen, Chun (Zhejiang University) | Cai, Deng (Zhejiang University)
Recently, graph-based ranking algorithms have received considerable interests in machine learning, computer vision and information retrieval communities. Ranking on data manifold (or manifold ranking, MR) is one of the representative approaches. One of the limitations of manifold ranking is its high computational complexity (O( n 3 ), where n is the number of samples in database). In this paper, we cast the manifold ranking into a Bregman divergence optimization framework under which we transform the original MR to an equivalent optimal kernel matrix learning problem.With this new formulation, two effective and efficient extensions are proposed to enhance the ranking performance. Extensive experimental results on two real world image databases show the effectiveness of the proposed approach.
Design and Optimization of an Omnidirectional Humanoid Walk: A Winning Approach at the RoboCup 2011 3D Simulation Competition
MacAlpine, Patrick (University of Texas at Austin) | Barrett, Samuel (University of Texas at Austin) | Urieli, Daniel (University of Texas at Austin) | Vu, Victor (University of Texas at Austin) | Stone, Peter (University of Texas at Austin)
This paper presents the design and learning architecture for anย omnidirectional walk used by a humanoid robotย soccer agent acting in theย RoboCup 3D simulation environment. The walk, which was originallyย designed for and tested on an actual Nao robot before being employed inย the 2011 RoboCup 3D simulation competition, was the crucial component inย the UT Austin Villa teamย winning the competition in 2011. To the best of our knowledge, this isย the first time that robot behavior has been conceived and constructedย on a real robot for the end purpose of being used in simulation. ย The walk is based on a double linear inverted pendulum model, and multiple sets of its parameters are optimized viaย a novel framework. The framework optimizes parameters for different tasks in conjunction with one another, aย little-understood problem with substantial practical significance. ย Detailed experiments show that the UT Austin Villa agent significantlyย outperforms all the other agents in the competition with the optimizedย walk being the key to its success.
Transfer Learning with Graph Co-Regularization
Long, Mingsheng (Tsinghua University) | Wang, Jianmin (Tsinghua University) | Ding, Guiguang (Tsinghua University) | Shen, Dou (CityGrid Media) | Yang, Qiang (Hong Kong University of Science and Technology)
Transfer learning proves to be effective for leveraging labeled data in the source domain to build an accurate classifier in the target domain. The basic assumption behind transfer learning is that the involved domains share some common latent factors. Previous methods usually explore these latent factors by optimizing two separate objective functions, i.e., either maximizing the empirical likelihood, or preserving the geometric structure. Actually, these two objective functions are complementary to each other and optimizing them simultaneously can make the solution smoother and further improve the accuracy of the final model. In this paper, we propose a novel approach called Graph co-regularized Transfer Learning (GTL) for this purpose, which integrates the two objective functions seamlessly into one unified optimization problem. Thereafter, we present an iterative algorithm for the optimization problem with rigorous analysis on convergence and complexity. Our empirical study on two open data sets validates that GTL can consistently improve the classification accuracy compared to the state-of-the-art transfer learning methods.
Towards Discovering What Patterns Trigger What Labels
Li, Yu-Feng (Nanjing University) | Hu, Ju-Hua (Nanjing University) | Jiang, Yuang (Nanjing University) | Zhou, Zhi-Hua (Nanjing University)
In many real applications, especially those involving data objects with complicated semantics, it is generally desirable to discover the relation between patterns in the input space and labels corresponding to different semantics in the output space. This task becomes feasible with MIML (Multi-Instance Multi-Label learning), a recently developed learning framework, where each data object is represented by multiple instances and is allowed to be associated with multiple labels simultaneously. In this paper, we propose KISAR , an MIML algorithm that is able to discover what instances trigger what labels. By considering the fact that highly relevant labels usually share some patterns, we develop a convex optimization formulation and provide an alternating optimization solution. Experiments show that KISAR is able to discover reasonable relations between input patterns and output labels, and achieves performances that are highly competitive with many state-of-the-art MIML algorithms.
Efficient Multi-Stage Conjugate Gradient for Trust Region Step
Gong, Pinghua (Tsinghua University) | Zhang, Changshui (Tsinghua University)
The trust region step problem, by solving a sphere constrained quadratic programming, plays a critical role in the trust region Newton method. In this paper, we propose an efficient Multi-Stage Conjugate Gradient (MSCG) algorithm to compute the trust region step in a multi-stage manner. Specifically, when the iterative solution is in the interior of the sphere, we perform the conjugate gradient procedure. Otherwise, we perform a gradient descent procedure which points to the inner of the sphere and can make the next iterative solution be a interior point. Subsequently, we proceed with the conjugate gradient procedure again. We repeat the above procedures until convergence. We also present a theoretical analysis which shows that the MSCG algorithm converges. Moreover, the proposed MSCG algorithm can generate a solution in any prescribed precision controlled by a tolerance parameter which is the only parameter we need. Experimental results on large-scale text data sets demonstrate our proposed MSCG algorithm has a faster convergence speed compared with the state-of-the-art algorithms.
Convex Kernelized Sorting
Djuric, Nemanja (Temple University) | Grbovic, Mihajlo (Temple University) | Vucetic, Slobodan (Temple University)
Kernelized sorting is a method for aligning objects across two domains by considering within-domain similarity, without a need to specify a cross-domain similarity measure. In this paper we present the Convex Kernelized Sorting method where, unlike in the previous approaches, the cross-domain object matching is formulated as a convex optimization problem, leading to simpler optimization and global optimum solution. Our method outputs soft alignments between objects, which can be used to rank the best matches for each object, or to visualize the object matching and verify the correct choice of the kernel. It also allows for computing hard one-to-one alignments by solving the resulting Linear Assignment Problem. Experiments on a number of cross-domain matching tasks show the strength of the proposed method, which consistently achieves higher accuracy than the existing methods.