Learning Sparse Polymatrix Games in Polynomial Time and Sample Complexity

We consider the problem of learning sparse polymatrix games from observations of strategic interactions. We show that a polynomial time method based on $\ell_{1,2}$-group regularized logistic regression recovers a game, whose Nash equilibria are the $\epsilon$-Nash equilibria of the game from which the data was generated (true game), in $\mathcal{O}(m^4 d^4 \log (pd))$ samples of strategy profiles --- where $m$ is the maximum number of pure strategies of a player, $p$ is the number of players, and $d$ is the maximum degree of the game graph. Under slightly more stringent separability conditions on the payoff matrices of the true game, we show that our method learns a game with the exact same Nash equilibria as the true game. We also show that $\Omega(d \log (pm))$ samples are necessary for any method to consistently recover a game, with the same Nash-equilibria as the true game, from observations of strategic interactions. We verify our theoretical results through simulation experiments

Provable Sample Complexity Guarantees for Learning of Continuous-Action Graphical Games with Nonparametric Utilities

In this paper, we study the problem of learning the exact structure of continuous-action games with non-parametric utility functions. We propose an $\ell_1$ regularized method which encourages sparsity of the coefficients of the Fourier transform of the recovered utilities. Our method works by accessing very few Nash equilibria and their noisy utilities. Under certain technical conditions, our method also recovers the exact structure of these utility functions, and thus, the exact structure of the game. Furthermore, our method only needs a logarithmic number of samples in terms of the number of players and runs in polynomial time. We follow the primal-dual witness framework to provide provable theoretical guarantees.Comment: arXiv admin note: text overlap with arXiv:1911.0422

Design and Analysis of Strategic Behavior in Networks

Networks permeate every aspect of our social and professional life.A networked system with strategic individuals can represent a variety of real-world scenarios with socioeconomic origins. In such a system, the individuals\u27 utilities are interdependent---one individual\u27s decision influences the decisions of others and vice versa. In order to gain insights into the system, the highly complicated interactions necessitate some level of abstraction. To capture the otherwise complex interactions, I use a game theoretic model called Networked Public Goods (NPG) game. I develop a computational framework based on NPGs to understand strategic individuals\u27 behavior in networked systems. The framework consists of three components that represent different but complementary angles to the understanding. The first part is learning, which aims to produce quantitative and interpretable models of individuals\u27 behavior. The second part focuses on analyzing the individuals\u27 equilibrium behavior, providing guidance on what a rational individual would do when facing other individuals\u27 strategic behavior. The individuals\u27 equilibrium behavior may not be socially preferable, motivating the third part to investigate designing their behavior through network modifications

Learning Tree Structured Potential Games

© 2016 NIPS Foundation - All Rights Reserved. Many real phenomena, including behaviors, involve strategic interactions that can be learned from data. We focus on learning tree structured potential games where equilibria are represented by local maxima of an underlying potential function. We cast the learning problem within a max margin setting and show that the problem is NP-hard even when the strategic interactions form a tree. We develop a variant of dual decomposition to estimate the underlying game and demonstrate with synthetic and real decision/voting data that the game theoretic perspective (carving out local maxima) enables meaningful recovery