Data based identification and prediction of nonlinear and complex dynamical systems

We thank Dr. R. Yang (formerly at ASU), Dr. R.-Q. Su (formerly at ASU), and Mr. Zhesi Shen for their contributions to a number of original papers on which this Review is partly based. This work was supported by ARO under Grant No. W911NF-14-1-0504. W.-X. Wang was also supported by NSFC under Grants No. 61573064 and No. 61074116, as well as by the Fundamental Research Funds for the Central Universities, Beijing Nova Programme.Peer reviewedPostprin

On a Connection between Differential Games, Optimal Control, and Energy-based Models for Multi-Agent Interactions

Game theory offers an interpretable mathematical framework for modeling multi-agent interactions. However, its applicability in real-world robotics applications is hindered by several challenges, such as unknown agents' preferences and goals. To address these challenges, we show a connection between differential games, optimal control, and energy-based models and demonstrate how existing approaches can be unified under our proposed Energy-based Potential Game formulation. Building upon this formulation, this work introduces a new end-to-end learning application that combines neural networks for game-parameter inference with a differentiable game-theoretic optimization layer, acting as an inductive bias. The experiments using simulated mobile robot pedestrian interactions and real-world automated driving data provide empirical evidence that the game-theoretic layer improves the predictive performance of various neural network backbones.Comment: International Conference on Machine Learning, Workshop on New Frontiers in Learning, Control, and Dynamical Systems (ICML 2023 Frontiers4LCD

DockGame: Cooperative Games for Multimeric Rigid Protein Docking

Protein interactions and assembly formation are fundamental to most biological processes. Predicting the assembly structure from constituent proteins -- referred to as the protein docking task -- is thus a crucial step in protein design applications. Most traditional and deep learning methods for docking have focused mainly on binary docking, following either a search-based, regression-based, or generative modeling paradigm. In this paper, we focus on the less-studied multimeric (i.e., two or more proteins) docking problem. We introduce DockGame, a novel game-theoretic framework for docking -- we view protein docking as a cooperative game between proteins, where the final assembly structure(s) constitute stable equilibria w.r.t. the underlying game potential. Since we do not have access to the true potential, we consider two approaches - i) learning a surrogate game potential guided by physics-based energy functions and computing equilibria by simultaneous gradient updates, and ii) sampling from the Gibbs distribution of the true potential by learning a diffusion generative model over the action spaces (rotations and translations) of all proteins. Empirically, on the Docking Benchmark 5.5 (DB5.5) dataset, DockGame has much faster runtimes than traditional docking methods, can generate multiple plausible assembly structures, and achieves comparable performance to existing binary docking baselines, despite solving the harder task of coordinating multiple protein chains.Comment: Under Revie

Universal Scalable Robust Solvers from Computational Information Games and fast eigenspace adapted Multiresolution Analysis

We show how the discovery of robust scalable numerical solvers for arbitrary bounded linear operators can be automated as a Game Theory problem by reformulating the process of computing with partial information and limited resources as that of playing underlying hierarchies of adversarial information games. When the solution space is a Banach space $B$ endowed with a quadratic norm $\|\cdot\|$, the optimal measure (mixed strategy) for such games (e.g. the adversarial recovery of $u\in B$, given partial measurements $[\phi_i, u]$ with $\phi_i\in B^*$, using relative error in $\|\cdot\|$-norm as a loss) is a centered Gaussian field $\xi$ solely determined by the norm $\|\cdot\|$, whose conditioning (on measurements) produces optimal bets. When measurements are hierarchical, the process of conditioning this Gaussian field produces a hierarchy of elementary bets (gamblets). These gamblets generalize the notion of Wavelets and Wannier functions in the sense that they are adapted to the norm $\|\cdot\|$ and induce a multi-resolution decomposition of $B$ that is adapted to the eigensubspaces of the operator defining the norm $\|\cdot\|$. When the operator is localized, we show that the resulting gamblets are localized both in space and frequency and introduce the Fast Gamblet Transform (FGT) with rigorous accuracy and (near-linear) complexity estimates. As the FFT can be used to solve and diagonalize arbitrary PDEs with constant coefficients, the FGT can be used to decompose a wide range of continuous linear operators (including arbitrary continuous linear bijections from $H^s_0$ to $H^{-s}$ or to $L^2$) into a sequence of independent linear systems with uniformly bounded condition numbers and leads to $\mathcal{O}(N \operatorname{polylog} N)$ solvers and eigenspace adapted Multiresolution Analysis (resulting in near linear complexity approximation of all eigensubspaces).Comment: 142 pages. 14 Figures. Presented at AFOSR (Aug 2016), DARPA (Sep 2016), IPAM (Apr 3, 2017), Hausdorff (April 13, 2017) and ICERM (June 5, 2017

Optimal Data Acquisition for Statistical Estimation

We consider a data analyst's problem of purchasing data from strategic agents to compute an unbiased estimate of a statistic of interest. Agents incur private costs to reveal their data and the costs can be arbitrarily correlated with their data. Once revealed, data are verifiable. This paper focuses on linear unbiased estimators. We design an individually rational and incentive compatible mechanism that optimizes the worst-case mean-squared error of the estimation, where the worst-case is over the unknown correlation between costs and data, subject to a budget constraint in expectation. We characterize the form of the optimal mechanism in closed-form. We further extend our results to acquiring data for estimating a parameter in regression analysis, where private costs can correlate with the values of the dependent variable but not with the values of the independent variables