231 research outputs found
Ad auctions and cascade model: GSP inefficiency and algorithms
The design of the best economic mechanism for Sponsored Search Auctions
(SSAs) is a central task in computational mechanism design/game theory. Two
open questions concern the adoption of user models more accurate than that one
currently used and the choice between Generalized Second Price auction (GSP)
and Vickrey-Clark-Groves mechanism (VCG). In this paper, we provide some
contributions to answer these questions. We study Price of Anarchy (PoA) and
Price of Stability (PoS) over social welfare and auctioneer's revenue of GSP
w.r.t. the VCG when the users follow the famous cascade model. Furthermore, we
provide exact, randomized, and approximate algorithms, showing that in
real-world settings (Yahoo! Webscope A3 dataset, 10 available slots) optimal
allocations can be found in less than 1s with up to 1000 ads, and can be
approximated in less than 20ms even with more than 1000 ads with an average
accuracy greater than 99%.Comment: AAAI16, to appea
Extensive-Form Perfect Equilibrium Computation in Two-Player Games
We study the problem of computing an Extensive-Form Perfect Equilibrium
(EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium
requiring resilience w.r.t. a specific vanishing perturbation (representing
mistakes of the players at each decision node). The scientific challenge is
intrinsic to the EFPE definition: it requires a perturbation over the agent
form, but the agent form is computationally inefficient, due to the presence of
highly nonlinear constraints. We show that the sequence form can be exploited
in a non-trivial way and that, for general-sum games, finding an EFPE is
equivalent to solving a suitably perturbed linear complementarity problem. We
prove that Lemke's algorithm can be applied, showing that computing an EFPE is
-complete. In the notable case of zero-sum games, the problem is
in and can be solved by linear programming. Our algorithms also
allow one to find a Nash equilibrium when players cannot perfectly control
their moves, being subject to a given execution uncertainty, as is the case in
most realistic physical settings.Comment: To appear in AAAI 1
Smoothing Method for Approximate Extensive-Form Perfect Equilibrium
Nash equilibrium is a popular solution concept for solving
imperfect-information games in practice. However, it has a major drawback: it
does not preclude suboptimal play in branches of the game tree that are not
reached in equilibrium. Equilibrium refinements can mend this issue, but have
experienced little practical adoption. This is largely due to a lack of
scalable algorithms.
Sparse iterative methods, in particular first-order methods, are known to be
among the most effective algorithms for computing Nash equilibria in
large-scale two-player zero-sum extensive-form games. In this paper, we
provide, to our knowledge, the first extension of these methods to equilibrium
refinements. We develop a smoothing approach for behavioral perturbations of
the convex polytope that encompasses the strategy spaces of players in an
extensive-form game. This enables one to compute an approximate variant of
extensive-form perfect equilibria. Experiments show that our smoothing approach
leads to solutions with dramatically stronger strategies at information sets
that are reached with low probability in approximate Nash equilibria, while
retaining the overall convergence rate associated with fast algorithms for Nash
equilibrium. This has benefits both in approximate equilibrium finding (such
approximation is necessary in practice in large games) where some probabilities
are low while possibly heading toward zero in the limit, and exact equilibrium
computation where the low probabilities are actually zero.Comment: Published at IJCAI 1
Robust Stackelberg Equilibria in Extensive-Form Games and Extension to Limited Lookahead
Stackelberg equilibria have become increasingly important as a solution
concept in computational game theory, largely inspired by practical problems
such as security settings. In practice, however, there is typically uncertainty
regarding the model about the opponent. This paper is, to our knowledge, the
first to investigate Stackelberg equilibria under uncertainty in extensive-form
games, one of the broadest classes of game. We introduce robust Stackelberg
equilibria, where the uncertainty is about the opponent's payoffs, as well as
ones where the opponent has limited lookahead and the uncertainty is about the
opponent's node evaluation function. We develop a new mixed-integer program for
the deterministic limited-lookahead setting. We then extend the program to the
robust setting for Stackelberg equilibrium under unlimited and under limited
lookahead by the opponent. We show that for the specific case of interval
uncertainty about the opponent's payoffs (or about the opponent's node
evaluations in the case of limited lookahead), robust Stackelberg equilibria
can be computed with a mixed-integer program that is of the same asymptotic
size as that for the deterministic setting.Comment: Published at AAAI1
Online Convex Optimization for Sequential Decision Processes and Extensive-Form Games
Regret minimization is a powerful tool for solving large-scale extensive-form
games. State-of-the-art methods rely on minimizing regret locally at each
decision point. In this work we derive a new framework for regret minimization
on sequential decision problems and extensive-form games with general compact
convex sets at each decision point and general convex losses, as opposed to
prior work which has been for simplex decision points and linear losses. We
call our framework laminar regret decomposition. It generalizes the CFR
algorithm to this more general setting. Furthermore, our framework enables a
new proof of CFR even in the known setting, which is derived from a perspective
of decomposing polytope regret, thereby leading to an arguably simpler
interpretation of the algorithm. Our generalization to convex compact sets and
convex losses allows us to develop new algorithms for several problems:
regularized sequential decision making, regularized Nash equilibria in
extensive-form games, and computing approximate extensive-form perfect
equilibria. Our generalization also leads to the first regret-minimization
algorithm for computing reduced-normal-form quantal response equilibria based
on minimizing local regrets. Experiments show that our framework leads to
algorithms that scale at a rate comparable to the fastest variants of
counterfactual regret minimization for computing Nash equilibrium, and
therefore our approach leads to the first algorithm for computing quantal
response equilibria in extremely large games. Finally we show that our
framework enables a new kind of scalable opponent exploitation approach
Decoding Hidden Markov Models Faster Than Viterbi Via Online Matrix-Vector (max, +)-Multiplication
In this paper, we present a novel algorithm for the maximum a posteriori
decoding (MAPD) of time-homogeneous Hidden Markov Models (HMM), improving the
worst-case running time of the classical Viterbi algorithm by a logarithmic
factor. In our approach, we interpret the Viterbi algorithm as a repeated
computation of matrix-vector -multiplications. On time-homogeneous
HMMs, this computation is online: a matrix, known in advance, has to be
multiplied with several vectors revealed one at a time. Our main contribution
is an algorithm solving this version of matrix-vector -multiplication
in subquadratic time, by performing a polynomial preprocessing of the matrix.
Employing this fast multiplication algorithm, we solve the MAPD problem in
time for any time-homogeneous HMM of size and observation
sequence of length , with an extra polynomial preprocessing cost negligible
for . To the best of our knowledge, this is the first algorithm for the
MAPD problem requiring subquadratic time per observation, under the only
assumption -- usually verified in practice -- that the transition probability
matrix does not change with time.Comment: AAAI 2016, to appea
Operation Frames and Clubs in Kidney Exchange
A kidney exchange is a centrally-administered barter market where patients
swap their willing yet incompatible donors. Modern kidney exchanges use
2-cycles, 3-cycles, and chains initiated by non-directed donors (altruists who
are willing to give a kidney to anyone) as the means for swapping.
We propose significant generalizations to kidney exchange. We allow more than
one donor to donate in exchange for their desired patient receiving a kidney.
We also allow for the possibility of a donor willing to donate if any of a
number of patients receive kidneys. Furthermore, we combine these notions and
generalize them. The generalization is to exchange among organ clubs, where a
club is willing to donate organs outside the club if and only if the club
receives organs from outside the club according to given specifications. We
prove that unlike in the standard model, the uncapped clearing problem is
NP-complete.
We also present the notion of operation frames that can be used to sequence
the operations across batches, and present integer programming formulations for
the market clearing problems for these new types of organ exchanges.
Experiments show that in the single-donation setting, operation frames
improve planning by 34%--51%. Allowing up to two donors to donate in exchange
for one kidney donated to their designated patient yields a further increase in
social welfare.Comment: Published at IJCAI-1
- …