The deployment of ever-larger machine learning models reflects a growing consensus that the more expressive the model class one optimizes over--and the more data one has access to--the more one can improve performance. As models get deployed in a variety of real-world scenarios, they inevitably face strategic environments. In this work, we consider the natural question of how the interplay of models and strategic interactions affects the relationship between performance at equilibrium and the expressivity of model classes. We find that strategic interactions can break the conventional view--meaning that performance does not necessarily monotonically improve as model classes get larger or more expressive (even with infinite data). We show the implications of this result in several contexts including strategic regression, strategic classification, and multi-agent reinforcement learning. In particular, we show that each of these settings admits a Braess' paradox-like phenomenon in which optimizing over less expressive model classes allows one to achieve strictly better equilibrium outcomes. Motivated by these examples, we then propose a new paradigm for model selection in games wherein an agent seeks to choose amongst different model classes to use as their action set in a game.

In this interview series, we're meeting some of the AAAI/SIGAI Doctoral Consortium participants to find out more about their research. We hear from Xinwei Song about the two main research threads she's worked on so far, plans to expand her investigations, and what inspired her to study AI. Could you start with a quick introduction - where are you studying, and what is the topic of your research? My research primarily focuses on strategic interactions in networked multi-agent systems. Could you give us an overview of the research you've carried out so far during your PhD? My research to date consists of two main threads, which complement each other in exploring strategic interactions from different perspectives.

The deployment of ever-larger machine learning models reflects a growing consensus that the more expressive the model class one optimizes over--and the more data one has access to--the more one can improve performance. As models get deployed in a variety of real-world scenarios, they inevitably face strategic environments.

We study the multi-agent game within the innovative framework of decision-dependent games, which establishes a feedback mechanism that population data reacts to agents' actions and further characterizes the strategic interactions between agents. We focus on finding the Nash equilibrium of decision-dependent games in the bandit feedback setting. However, since agents are strategically coupled, traditional gradient-based methods are infeasible without the gradient oracle. To overcome this challenge, we model the strategic interactions by a general parametric model and propose a novel online algorithm, Online Performative Gradient Descent (OPGD), which leverages the ideas of online stochastic approximation and projected gradient descent to learn the Nash equilibrium in the context of function approximation for the unknown gradient. In particular, under mild assumptions on the function classes defined in the parametric model, we prove that OPGD can find the Nash equilibrium efficiently for strongly monotone decision-dependent games.

When learning in strategic environments, a key question is whether agents can overcome uncertainty about their preferences to achieve outcomes they could have achieved absent any uncertainty. Can they do this solely through interactions with each other? We focus this question on the ability of agents to attain the value of their Stackelberg optimal strategy and study the impact of information asymmetry. We study repeated interactions in fully strategic environments where players' actions are decided based on learning algorithms that take into account their observed histories and knowledge of the game. We study the pure Nash equilibria (PNE) of a meta-game where players choose these algorithms as their actions.

The deployment of ever-larger machine learning models reflects a growing consensus that the more expressive the model class one optimizes over--and the more data one has access to--the more one can improve performance. As models get deployed in a variety of real-world scenarios, they inevitably face strategic environments.

In this case, refugees are the non-returning agents, and locations are the returning agents.

The deployment of ever-larger machine learning models reflects a growing consensus that the more expressive the model class one optimizes over--and the more data one has access to--the more one can improve performance. As models get deployed in a variety of real-world scenarios, they inevitably face strategic environments. In this work, we consider the natural question of how the interplay of models and strategic interactions affects the relationship between performance at equilibrium and the expressivity of model classes. We find that strategic interactions can break the conventional view--meaning that performance does not necessarily monotonically improve as model classes get larger or more expressive (even with infinite data). We show the implications of this result in several contexts including strategic regression, strategic classification, and multi-agent reinforcement learning.

When learning in strategic environments, a key question is whether agents can overcome uncertainty about their preferences to achieve outcomes they could have achieved absent any uncertainty. Can they do this solely through interactions with each other? We focus this question on the ability of agents to attain the value of their Stackelberg optimal strategy and study the impact of information asymmetry. We study repeated interactions in fully strategic environments where players' actions are decided based on learning algorithms that take into account their observed histories and knowledge of the game. We study the pure Nash equilibria (PNE) of a meta-game where players choose these algorithms as their actions.