We consider the problem of using logged data to make predictions about what wouldhappenifwechangedthe'rulesofthegame'inamulti-agentsystem.

They make counterfactual predictions by using observed actions to learn the underlying utility function (a.k.a.

This problem arises in a number of mechanism design contexts, where intervening on a system constitutes changing the rules of the game. Calculating counterfactual value requires reasoning about how rule changes affect equilibrium behavior of the agents. Under strong assumptions this counterfactual value is point-identified, but these assumptions are often implausible. The authors present a scheme for relaxing these assumptions, and characterizing the set of values that are compatible with the observed data under this relaxation. The relaxation of point-identification assumptions is presented in terms of a second game, which the authors call the Revelation Game.

We consider the problem of using logged data to make predictions about what would happen if we changed the `rules of the game' in a multi-agent system. This task is difficult because in many cases we observe actions individuals take but not their private information or their full reward functions. In addition, agents are strategic, so when the rules change, they will also change their actions. Existing methods (e.g. structural estimation, inverse reinforcement learning) make counterfactual predictions by constructing a model of the game, adding the assumption that agents' behavior comes from optimizing given some goals, and then inverting observed actions to learn agent's underlying utility function (a.k.a. type). Once the agent types are known, making counterfactual predictions amounts to solving for the equilibrium of the counterfactual environment. This approach imposes heavy assumptions such as rationality of the agents being observed, correctness of the analyst's model of the environment/parametric form of the agents' utility functions, and various other conditions to make point identification possible. We propose a method for analyzing the sensitivity of counterfactual conclusions to violations of these assumptions. We refer to this method as robust multi-agent counterfactual prediction (RMAC). We apply our technique to investigating the robustness of counterfactual claims for classic environments in market design: auctions, school choice, and social choice. Importantly, we show RMAC can be used in regimes where point identification is impossible (e.g. those which have multiple equilibria or non-injective maps from type distributions to outcomes).

Many negotiations in the real world are characterized by incomplete information, and participants' success depends on their ability to reveal information in a way that facilitates agreement without compromising the individual gains of agents. This paper presents a novel agent design for repeated negotiation in incomplete information settings that learns to reveal information strategically during the negotiation process. The agent used classical machine learning techniques to predict how people make and respond to offers during the negotiation, how they reveal information and their response to potential revelation actions by the agent. The agent was evaluated empirically in an extensive empirical study spanning hundreds of human subjects. Results show that the agent was able to outperform people. In particular, it learned (1) to make offers that were beneficial to people while not compromising its own benefit; (2) to incrementally reveal information to people in a way that increased its expected performance. The approach generalizes to new settings without the need to acquire additional data. This work demonstrates the efficacy of combining machine learning with opponent modeling techniques towards the design of computer agents for negotiating with people in settings of incomplete information.