Learning the Structure and Parameters of Large-Population Graphical Games from Behavioral Data

We consider learning, from strictly behavioral data, the structure and parameters of linear influence games (LIGs), a class of parametric graphical games introduced by Irfan and Ortiz (2014). LIGs facilitate causal strategic inference (CSI): Making inferences from causal interventions on stable behavior in strategic settings. Applications include the identification of the most influential individuals in large (social) networks. Such tasks can also support policy-making analysis. Motivated by the computational work on LIGs, we cast the learning problem as maximum-likelihood estimation (MLE) of a generative model defined by pure-strategy Nash equilibria (PSNE). Our simple formulation uncovers the fundamental interplay between goodness-of-fit and model complexity: good models capture equilibrium behavior within the data while controlling the true number of equilibria, including those unobserved. We provide a generalization bound establishing the sample complexity for MLE in our framework. We propose several algorithms including convex loss minimization (CLM) and sigmoidal approximations. We prove that the number of exact PSNE in LIGs is small, with high probability; thus, CLM is sound. We illustrate our approach on synthetic data and real-world U.S. congressional voting records. We briefly discuss our learning framework's generality and potential applicability to general graphical games.Comment: Journal of Machine Learning Research. (accepted, pending publication.) Last conference version: submitted March 30, 2012 to UAI 2012. First conference version: entitled, Learning Influence Games, initially submitted on June 1, 2010 to NIPS 201

Statistical Learning Theory for Location Fingerprinting in Wireless LANs

In this paper, techniques and algorithms developed in the framework of statistical learning theory are analyzed and applied to the problem of determining the location of a wireless device by measuring the signal strengths from a set of access points (location fingerprinting). Statistical Learning Theory provides a rich theoretical basis for the development of models starting from a set of examples. Signal strength measurement is part of the normal operating mode of wireless equipment, in particular Wi-Fi, so that no custom hardware is required. The proposed techniques, based on the Support Vector Machine paradigm, have been implemented and compared, on the same data set, with other approaches considered in the literature. Tests performed in a real-world environment show that results are comparable, with the advantage of a low algorithmic complexity in the normal operating phase. Moreover, the algorithm is particularly suitable for classification, where it outperforms the other techniques