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 Game Theory: Overviews


Recent Advances in Modeling and Control of Epidemics using a Mean Field Approach

arXiv.org Artificial Intelligence

Modeling and control of epidemics such as the novel Corona virus have assumed paramount importance at a global level. A natural and powerful dynamical modeling framework to use in this context is a continuous time Markov decision process (CTMDP) that encompasses classical compartmental paradigms such as the Susceptible-Infected-Recovered (SIR) model. The challenges with CTMDP based models motivate the need for a more efficient approach and the mean field approach offers an effective alternative. The mean field approach computes the collective behavior of a dynamical system comprising numerous interacting nodes (where nodes represent individuals in the population). This paper (a) presents an overview of the mean field approach to epidemic modeling and control and (b) provides a state-of-the-art update on recent advances on this topic. Our discussion in this paper proceeds along two specific threads. The first thread assumes that the individual nodes faithfully follow a socially optimal control policy prescribed by a regulatory authority. The second thread allows the individual nodes to exhibit independent, strategic behavior. In this case, the strategic interaction is modeled as a mean field game and the control is based on the associated mean field Nash equilibria. In this paper, we start with a discussion of modeling of epidemics using an extended compartmental model - SIVR and provide an illustrative example. We next provide a review of relevant literature, using a mean field approach, on optimal control of epidemics, dealing with how a regulatory authority may optimally contain epidemic spread in a population. Following this, we provide an update on the literature on the use of the mean field game based approach in the study of epidemic spread and control. We conclude the paper with relevant future research directions.


Variable importance without impossible data

arXiv.org Artificial Intelligence

The most popular methods for measuring importance of the variables in a black box prediction algorithm make use of synthetic inputs that combine predictor variables from multiple subjects. These inputs can be unlikely, physically impossible, or even logically impossible. As a result, the predictions for such cases can be based on data very unlike any the black box was trained on. We think that users cannot trust an explanation of the decision of a prediction algorithm when the explanation uses such values. Instead we advocate a method called Cohort Shapley that is grounded in economic game theory and unlike most other game theoretic methods, it uses only actually observed data to quantify variable importance. Cohort Shapley works by narrowing the cohort of subjects judged to be similar to a target subject on one or more features. We illustrate it on an algorithmic fairness problem where it is essential to attribute importance to protected variables that the model was not trained on.


Calibration of Quantum Decision Theory: Aversion to Large Losses and Predictability of Probabilistic Choices

arXiv.org Artificial Intelligence

We present the first calibration of quantum decision theory (QDT) to a dataset of binary risky choice. We quantitatively account for the fraction of choice reversals between two repetitions of the experiment, using a probabilistic choice formulation in the simplest form without model assumption or adjustable parameters. The prediction of choice reversal is then refined by introducing heterogeneity between decision makers through their differentiation into two groups: ``majoritarian'' and ``contrarian'' (in proportion 3:1). This supports the first fundamental tenet of QDT, which models choice as an inherent probabilistic process, where the probability of a prospect can be expressed as the sum of its utility and attraction factors. We propose to parameterise the utility factor with a stochastic version of cumulative prospect theory (logit-CPT), and the attraction factor with a constant absolute risk aversion (CARA) function. For this dataset, and penalising the larger number of QDT parameters via the Wilks test of nested hypotheses, the QDT model is found to perform significantly better than logit-CPT at both the aggregate and individual levels, and for all considered fit criteria for the first experiment iteration and for predictions (second ``out-of-sample'' iteration). The distinctive QDT effect captured by the attraction factor is mostly appreciable (i.e., most relevant and strongest in amplitude) for prospects with big losses. Our quantitative analysis of the experimental results supports the existence of an intrinsic limit of predictability, which is associated with the inherent probabilistic nature of choice. The results of the paper can find applications both in the prediction of choice of human decision makers as well as for organizing the operation of artificial intelligence.


Autonomy and Intelligence in the Computing Continuum: Challenges, Enablers, and Future Directions for Orchestration

arXiv.org Artificial Intelligence

Future AI applications require performance, reliability and privacy that the existing, cloud-dependant system architectures cannot provide. In this article, we study orchestration in the device-edge-cloud continuum, and focus on edge AI for resource orchestration. We claim that to support the constantly growing requirements of intelligent applications in the device-edge-cloud computing continuum, resource orchestration needs to embrace edge AI and emphasize local autonomy and intelligence. To justify the claim, we provide a general definition for continuum orchestration, and look at how current and emerging orchestration paradigms are suitable for the computing continuum. We describe certain major emerging research themes that may affect future orchestration, and provide an early vision of an orchestration paradigm that embraces those research themes. Finally, we survey current key edge AI methods and look at how they may contribute into fulfilling the vision of future continuum orchestration.


The Inadequacy of Shapley Values for Explainability

arXiv.org Artificial Intelligence

This paper develops a rigorous argument for why the use of Shapley values in explainable AI (XAI) will necessarily yield provably misleading information about the relative importance of features for predictions. Concretely, this paper demonstrates that there exist classifiers, and associated predictions, for which the relative importance of features determined by the Shapley values will incorrectly assign more importance to features that are provably irrelevant for the prediction, and less importance to features that are provably relevant for the prediction. The paper also argues that, given recent complexity results, the existence of efficient algorithms for the computation of rigorous feature attribution values in the case of some restricted classes of classifiers should be deemed unlikely at best.


Learning in Congestion Games with Bandit Feedback

arXiv.org Artificial Intelligence

In this paper, we investigate Nash-regret minimization in congestion games, a class of games with benign theoretical structure and broad real-world applications. We first propose a centralized algorithm based on the optimism in the face of uncertainty principle for congestion games with (semi-)bandit feedback, and obtain finite-sample guarantees. Then we propose a decentralized algorithm via a novel combination of the Frank-Wolfe method and G-optimal design. By exploiting the structure of the congestion game, we show the sample complexity of both algorithms depends only polynomially on the number of players and the number of facilities, but not the size of the action set, which can be exponentially large in terms of the number of facilities. We further define a new problem class, Markov congestion games, which allows us to model the non-stationarity in congestion games. We propose a centralized algorithm for Markov congestion games, whose sample complexity again has only polynomial dependence on all relevant problem parameters, but not the size of the action set.


Shapley Values with Uncertain Value Functions

arXiv.org Artificial Intelligence

We propose a novel definition of Shapley values with uncertain value functions based on first principles using probability theory. Such uncertain value functions can arise in the context of explainable machine learning as a result of non-deterministic algorithms. We show that random effects can in fact be absorbed into a Shapley value with a noiseless but shifted value function. Hence, Shapley values with uncertain value functions can be used in analogy to regular Shapley values. However, their reliable evaluation typically requires more computational effort.


A survey on multi-player bandits

arXiv.org Artificial Intelligence

Due mostly to its application to cognitive radio networks, multiplayer bandits gained a lot of interest in the last decade. A considerable progress has been made on its theoretical aspect. However, the current algorithms are far from applicable and many obstacles remain between these theoretical results and a possible implementation of multiplayer bandits algorithms in real cognitive radio networks. This survey contextualizes and organizes the rich multiplayer bandits literature. In light of the existing works, some clear directions for future research appear. We believe that a further study of these different directions might lead to theoretical algorithms adapted to real-world situations.


Game Theoretic Rating in N-player general-sum games with Equilibria

arXiv.org Artificial Intelligence

Rating strategies in a game is an important area of research in game theory and artificial intelligence, and can be applied to any real-world competitive or cooperative setting. Traditionally, only transitive dependencies between strategies have been used to rate strategies (e.g. Elo), however recent work has expanded ratings to utilize game theoretic solutions to better rate strategies in non-transitive games. This work generalizes these ideas and proposes novel algorithms suitable for N-player, general-sum rating of strategies in normal-form games according to the payoff rating system. This enables well-established solution concepts, such as equilibria, to be leveraged to efficiently rate strategies in games with complex strategic interactions, which arise in multiagent training and real-world interactions between many agents. We empirically validate our methods on real world normal-form data (Premier League) and multiagent reinforcement learning agent evaluation.


Computational Aspects of Cooperative Game Theory (Synthesis Lectures on Artificial Inetlligence and Machine Learning): Chalkiadakis, Georgios, Elkind, Edith, Wooldridge, Michael: 9781608456529: Amazon.com: Books

#artificialintelligence

This manuscript was a pleasure to discover, and a pleasure to read -- a broad, but succinct, overview of work in computational cooperative game theory. I will certainly use this text with my own students, both within courses and to provide comprehensive background for students in my research group. The authors have made a substantial contribution to the multiagent systems and algorithmic game theory communities.