Dynamic Multi-Arm Bandit Game Based Multi-Agents Spectrum Sharing Strategy Design

For a wireless avionics communication system, a Multi-arm bandit game is mathematically formulated, which includes channel states, strategies, and rewards. The simple case includes only two agents sharing the spectrum which is fully studied in terms of maximizing the cumulative reward over a finite time horizon. An Upper Confidence Bound (UCB) algorithm is used to achieve the optimal solutions for the stochastic Multi-Arm Bandit (MAB) problem. Also, the MAB problem can also be solved from the Markov game framework perspective. Meanwhile, Thompson Sampling (TS) is also used as benchmark to evaluate the proposed approach performance. Numerical results are also provided regarding minimizing the expectation of the regret and choosing the best parameter for the upper confidence bound

Non-Zero Sum Games for Reactive Synthesis

In this invited contribution, we summarize new solution concepts useful for the synthesis of reactive systems that we have introduced in several recent publications. These solution concepts are developed in the context of non-zero sum games played on graphs. They are part of the contributions obtained in the inVEST project funded by the European Research Council.Comment: LATA'16 invited pape

On the Bayes-optimality of F-measure maximizers

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction. Optimizing this measure is a statistically and computationally challenging problem, since no closed-form solution exists. Adopting a decision-theoretic perspective, this article provides a formal and experimental analysis of different approaches for maximizing the F-measure. We start with a Bayes-risk analysis of related loss functions, such as Hamming loss and subset zero-one loss, showing that optimizing such losses as a surrogate of the F-measure leads to a high worst-case regret. Subsequently, we perform a similar type of analysis for F-measure maximizing algorithms, showing that such algorithms are approximate, while relying on additional assumptions regarding the statistical distribution of the binary response variables. Furthermore, we present a new algorithm which is not only computationally efficient but also Bayes-optimal, regardless of the underlying distribution. To this end, the algorithm requires only a quadratic (with respect to the number of binary responses) number of parameters of the joint distribution. We illustrate the practical performance of all analyzed methods by means of experiments with multi-label classification problems