Privacy and Truthful Equilibrium Selection for Aggregative Games

We study a very general class of games --- multi-dimensional aggregative games --- which in particular generalize both anonymous games and weighted congestion games. For any such game that is also large, we solve the equilibrium selection problem in a strong sense. In particular, we give an efficient weak mediator: a mechanism which has only the power to listen to reported types and provide non-binding suggested actions, such that (a) it is an asymptotic Nash equilibrium for every player to truthfully report their type to the mediator, and then follow its suggested action; and (b) that when players do so, they end up coordinating on a particular asymptotic pure strategy Nash equilibrium of the induced complete information game. In fact, truthful reporting is an ex-post Nash equilibrium of the mediated game, so our solution applies even in settings of incomplete information, and even when player types are arbitrary or worst-case (i.e. not drawn from a common prior). We achieve this by giving an efficient differentially private algorithm for computing a Nash equilibrium in such games. The rates of convergence to equilibrium in all of our results are inverse polynomial in the number of players $n$. We also apply our main results to a multi-dimensional market game. Our results can be viewed as giving, for a rich class of games, a more robust version of the Revelation Principle, in that we work with weaker informational assumptions (no common prior), yet provide a stronger solution concept (ex-post Nash versus Bayes Nash equilibrium). In comparison to previous work, our main conceptual contribution is showing that weak mediators are a game theoretic object that exist in a wide variety of games -- previously, they were only known to exist in traffic routing games

Finding Any Nontrivial Coarse Correlated Equilibrium Is Hard

One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time algorithms that compute exact (coarse) correlated equilibria. In light of these results, a natural question is how good are the (coarse) correlated equilibria that can arise from any efficient algorithm or dynamics. In this paper we address this question, and establish strong negative results. In particular, we show that in multiplayer games that have a succinct representation, it is NP-hard to compute any coarse correlated equilibrium (or approximate coarse correlated equilibrium) with welfare strictly better than the worst possible. The focus on succinct games ensures that the underlying complexity question is interesting; many multiplayer games of interest are in fact succinct. Our results imply that, while one can efficiently compute a coarse correlated equilibrium, one cannot provide any nontrivial welfare guarantee for the resulting equilibrium, unless P=NP. We show that analogous hardness results hold for correlated equilibria, and persist under the egalitarian objective or Pareto optimality. To complement the hardness results, we develop an algorithmic framework that identifies settings in which we can efficiently compute an approximate correlated equilibrium with near-optimal welfare. We use this framework to develop an efficient algorithm for computing an approximate correlated equilibrium with near-optimal welfare in aggregative games.Comment: 21 page

Game Theory Based Privacy Protection for Context-Aware Services

In the era of context-aware services, users are enjoying remarkable services based on data collected from a multitude of users. To receive services, they are at risk of leaking private information from adversaries possibly eavesdropping on the data and/or the un--trusted service platform selling off its data. Malicious adversaries may use leaked information to violate users\u27 privacy in unpredictable ways. To protect users\u27 privacy, many algorithms are proposed to protect users\u27 sensitive information by adding noise, thus causing context-aware service quality loss. Game theory has been utilized as a powerful tool to balance the tradeoff between privacy protection level and service quality. However, most of the existing schemes fail to depict the mutual relationship between any two parties involved: user, platform, and adversary. There is also an oversight to formulate the interaction occurring between multiple users, as well as the interaction between any two attributes. To solve these issues, this dissertation firstly proposes a three-party game framework to formulate the mutual interaction between three parties and study the optimal privacy protection level for context-aware services, thus optimize the service quality. Next, this dissertation extends the framework to a multi-user scenario and proposes a two-layer three-party game framework. This makes the proposed framework more realistic by further exploring the interaction, not only between different parties, but also between users. Finally, we focus on analyzing the impact of long-term time-serial data and the active actions of the platform and adversary. To achieve this objective, we design a three-party Stackelberg game model to help the user to decide whether to update information and the granularity of updated information

Coordination Complexity: Small Information Coordinating Large Populations

We initiate the study of a quantity that we call coordination complexity. In a distributed optimization problem, the information defining a problem instance is distributed among n parties, who need to each choose an action, which jointly will form a solution to the optimization problem. The coordination complexity represents the minimal amount of information that a centralized coordinator, who has full knowledge of the problem instance, needs to broadcast in order to coordinate the n parties to play a nearly optimal solution. We show that upper bounds on the coordination complexity of a problem imply the existence of good jointly differentially private algorithms for solving that problem, which in turn are known to upper bound the price of anarchy in certain games with dynamically changing populations. We show several results. We fully characterize the coordination complexity for the problem of computing a many-to-one matching in a bipartite graph. Our upper bound in fact extends much more generally to the problem of solving a linearly separable convex program. We also give a different upper bound technique, which we use to bound the coordination complexity of coordinating a Nash equilibrium in a routing game, and of computing a stable matching

Scalable and Jointly Differentially Private Packing

We introduce an (epsilon, delta)-jointly differentially private algorithm for packing problems. Our algorithm not only achieves the optimal trade-off between the privacy parameter epsilon and the minimum supply requirement (up to logarithmic factors), but is also scalable in the sense that the running time is linear in the number of agents n. Previous algorithms either run in cubic time in n, or require a minimum supply per resource that is sqrt{n} times larger than the best possible

Data Privacy Beyond Differential Privacy

Computing technologies today have made it much easier to gather personal data, ranging from GPS locations to medical records, from online behavior to social exchanges. As algorithms are constantly analyzing such detailed personal information for a wide range of computations, data privacy emerges as a paramount concern. As a strong, meaningful and rigorous notion of privacy, Differential Privacy has provided a powerful framework for designing data analysis algorithms with provable privacy guarantees. Over the past decade, there has been tremendous progress in the theory and algorithms for differential privacy, most of which consider the setting of centralized computation where a single, static database is subject to many data analyses. However, this standard framework does not capture many complex issues in modern computation. For example, the data might be distributed across self-interested agents, who may have incentive to misreport their data; and different individuals in the computation may have different expectations to privacy. The goal of this dissertation is to bring the rich theory of differential privacy to several computational problems in practice. We start by studying the problem of private counting query release for high-dimensional data, for which there are well-known computational hardness results. Despite the worst-case intractability barrier, we provide a solution with practical empirical performances by leveraging powerful optimization heuristics. Then we tackle problems within different social and economic settings, where the standard notion of differential privacy is not applicable. To that end, we use the perspective of differential privacy to design algorithms with meaningful privacy guarantees. (1) We provide privacy-preserving algorithms for solving a family of economic optimization problems under a strong relaxation of the standard definition of differential privacy---joint differential privacy. (2) We also show that (joint) differential privacy can serve as a novel tool for mechanism design when solving these optimization problems: Under our private mechanisms, the agents are incentivized to behave truthfully. (3) Finally, we consider the problem of using social network metadata to guide a search for some class of targeted individuals (for whom we cannot provide any meaningful privacy guarantees). We give a new variant of differential privacy---protected differential privacy---that guarantees differential privacy only for a subgroup of protected individuals. Under this privacy notion, we provide a family of algorithms for searching targeted individuals in the network while ensuring the privacy for the protected (un-targeted) ones