We perform volume analysis of Multiplicative Weights Updates (MWU) and its optimistic variant (OMWU) in zero-sum as well as coordination games. Our analysis provides new insights into these game/dynamical systems, which seem hard to achieve via the classical techniques within Computer Science and ML. First, we examine these dynamics not in their original space (simplex of actions) but in a dual space (aggregate payoffs of actions). Second, we explore how the volume of a set of initial conditions evolves over time when it is pushed forward according to the algorithm. This is reminiscent of approaches in evolutionary game theory where replicator dynamics, the continuous-time analogue of MWU, is known to preserve volume in all games. Interestingly, when we examine discrete-time dynamics, the choices of the game and the algorithm both play a critical role. So whereas MWU expands volume in zero-sum games and is thus Lyapunov chaotic, we show that OMWU contracts volume, providing an alternative understanding for its known convergent behavior. Yet, we also prove a no-free-lunch type of theorem, in the sense that when examining coordination games the roles are reversed. Using these tools, we prove two novel, rather negative properties of MWU in zero-sum games.

We address your questions/suggestions below. If the paper is accepted to NeurIPS 2020, we will have one extra page. There are three players, each with two strategies Head and Tail. Indeed, we create more figures and combine them as a video. We also run with Optimistic MWU.

Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different features used as input to the model. Being based on solid game-theoretic principles, Shapley values uniquely satisfy several desirable properties, which is why they are increasingly used to explain the predictions of possibly complex and highly non-linear machine learning models. Shapley values are well calibrated to a user's intuition when features are independent, but may lead to undesirable, counterintuitive explanations when the independence assumption is violated. In this paper, we propose a novel framework for computing Shapley values that generalizes recent work that aims to circumvent the independence assumption. By employing Pearl's do-calculus, we show how these'causal' Shapley values can be derived for general causal graphs without sacrificing any of their desirable properties. Moreover, causal Shapley values enable us to separate the contribution of direct and indirect effects. We provide a practical implementation for computing causal Shapley values based on causal chain graphs when only partial information is available and illustrate their utility on a real-world example.

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning settings, leading to unintuitive model interpretation. In particular, the Shapley value uses the same weight for all marginal contributions---i.e. it gives the same importance when a large number of other features are given versus when a small number of other features are given. This property can be problematic if larger feature sets are more or less informative than smaller feature sets. Our work performs a rigorous analysis of the potential limitations of Shapley feature attribution.

The Shapley value, originating from cooperative game theory, has been employed to define responsibility measures that quantify the contributions of database facts to obtaining a given query answer. For non-numeric queries, this is done by considering a cooperative game whose players are the facts and whose wealth function assigns 1 or 0 to each subset of the database, depending on whether the query answer holds in the given subset. While conceptually simple, this approach suffers from a notable drawback: the problem of computing such Shapley values is #P-hard in data complexity, even for simple conjunctive queries. This motivates us to revisit the question of what constitutes a reasonable responsibility measure and to introduce a new family of responsibility measures -- weighted sums of minimal supports (WSMS) -- which satisfy intuitive properties. Interestingly, while the definition of WSMSs is simple and bears no obvious resemblance to the Shapley value formula, we prove that every WSMS measure can be equivalently seen as the Shapley value of a suitably defined cooperative game. Moreover, WSMS measures enjoy tractable data complexity for a large class of queries, including all unions of conjunctive queries. We further explore the combined complexity of WSMS computation and establish (in)tractability results for various subclasses of conjunctive queries.

Given a value function v, the Shapley value is a solution to distributing the payoff v(N) to parties in N [14]. Given an order of parties (i.e., a permutation π of N), party i joins the coalition P The Shapley value is'fair' since it is the unique solution that satisfies several desirable properties as elaborated below. It ensures that all of v(N) are distributed to the parties. It implies parties with equal marginal contributions to any coalitions have the same payoff. A reward allocation scheme is replication-robust if a party cannot increase its rewards by replicating its data and participating in the collaboration as multiple parties.

We study the price of anarchy of first-price auctions in the autobidding world, where bidders can be either utility maximizers (i.e., traditional bidders) or value maximizers (i.e., autobidders). We show that with autobidders only, the price of anarchy of first-price auctions is 1/2, and with both kinds of bidders, the price of anarchy degrades to about 0.457 (the precise number is given by an optimization).

The fundamental goal of deep multi-view clustering is to achieve preferable task performance through inter-view cooperation. Although numerous DMVC approaches have been proposed, the collaboration role of individual views have not been well investigated in existing literature. Moreover, how to further enhance view cooperation for better fusion still needs to be explored. In this paper, we firstly consider DMVC as an unsupervised cooperative game where each view can be regarded as a participant. Then, we introduce the Shapley value and propose a novel MVC framework termed Shapley-based Cooperation Enhancing Multi-view Clustering (SCE-MVC), which evaluates view cooperation with game theory. Specially, we employ the optimal transport distance between fused cluster distributions and single view component as the utility function for computing shapley values. Afterwards, we apply shapley values to assess the contribution of each view and utilize these contributions to promote view cooperation. Comprehensive experimental results well support the effectiveness of our framework adopting to existing DMVC frameworks, demonstrating the importance and necessity of enhancing the cooperation among views.

Prophet inequality concerns a basic optimal stopping problem and states that simple threshold stopping policies -- i.e., accepting the first reward larger than a certain threshold -- can achieve tight