On Robustness Properties in Empirical Centroid Fictitious Play

Empirical Centroid Fictitious Play (ECFP) is a generalization of the well-known Fictitious Play (FP) algorithm designed for implementation in large-scale games. In ECFP, the set of players is subdivided into equivalence classes with players in the same class possessing similar properties. Players choose a next-stage action by tracking and responding to aggregate statistics related to each equivalence class. This setup alleviates the difficult task of tracking and responding to the statistical behavior of every individual player, as is the case in traditional FP. Aside from ECFP, many useful modifications have been proposed to classical FP, e.g., rules allowing for network-based implementation, increased computational efficiency, and stronger forms of learning. Such modifications tend to be of great practical value; however, their effectiveness relies heavily on two fundamental properties of FP: robustness to alterations in the empirical distribution step size process, and robustness to best-response perturbations. The main contribution of the paper is to show that similar robustness properties also hold for the ECFP algorithm. This result serves as a first step in enabling practical modifications to ECFP, similar to those already developed for FP.Comment: Submitted for publication. Initial Submission: Mar. 201

From Weak Learning to Strong Learning in Fictitious Play Type Algorithms

The paper studies the highly prototypical Fictitious Play (FP) algorithm, as well as a broad class of learning processes based on best-response dynamics, that we refer to as FP-type algorithms. A well-known shortcoming of FP is that, while players may learn an equilibrium strategy in some abstract sense, there are no guarantees that the period-by-period strategies generated by the algorithm actually converge to equilibrium themselves. This issue is fundamentally related to the discontinuous nature of the best response correspondence and is inherited by many FP-type algorithms. Not only does it cause problems in the interpretation of such algorithms as a mechanism for economic and social learning, but it also greatly diminishes the practical value of these algorithms for use in distributed control. We refer to forms of learning in which players learn equilibria in some abstract sense only (to be defined more precisely in the paper) as weak learning, and we refer to forms of learning where players' period-by-period strategies converge to equilibrium as strong learning. An approach is presented for modifying an FP-type algorithm that achieves weak learning in order to construct a variant that achieves strong learning. Theoretical convergence results are proved.Comment: 22 page

Cooperative Convex Optimization in Networked Systems: Augmented Lagrangian Algorithms with Directed Gossip Communication

We study distributed optimization in networked systems, where nodes cooperate to find the optimal quantity of common interest, x=x^\star. The objective function of the corresponding optimization problem is the sum of private (known only by a node,) convex, nodes' objectives and each node imposes a private convex constraint on the allowed values of x. We solve this problem for generic connected network topologies with asymmetric random link failures with a novel distributed, decentralized algorithm. We refer to this algorithm as AL-G (augmented Lagrangian gossiping,) and to its variants as AL-MG (augmented Lagrangian multi neighbor gossiping) and AL-BG (augmented Lagrangian broadcast gossiping.) The AL-G algorithm is based on the augmented Lagrangian dual function. Dual variables are updated by the standard method of multipliers, at a slow time scale. To update the primal variables, we propose a novel, Gauss-Seidel type, randomized algorithm, at a fast time scale. AL-G uses unidirectional gossip communication, only between immediate neighbors in the network and is resilient to random link failures. For networks with reliable communication (i.e., no failures,) the simplified, AL-BG (augmented Lagrangian broadcast gossiping) algorithm reduces communication, computation and data storage cost. We prove convergence for all proposed algorithms and demonstrate by simulations the effectiveness on two applications: l_1-regularized logistic regression for classification and cooperative spectrum sensing for cognitive radio networks.Comment: 28 pages, journal; revise

Evolution at the edge of expanding populations

Predicting evolution of expanding populations is critical to control biological threats such as invasive species and cancer metastasis. Expansion is primarily driven by reproduction and dispersal, but nature abounds with examples of evolution where organisms pay a reproductive cost to disperse faster. When does selection favor this 'survival of the fastest?' We searched for a simple rule, motivated by evolution experiments where swarming bacteria evolved into an hyperswarmer mutant which disperses $\sim 100\%$ faster but pays a growth cost of $\sim 10 \%$ to make many copies of its flagellum. We analyzed a two-species model based on the Fisher equation to explain this observation: the population expansion rate ($v$) results from an interplay of growth ($r$) and dispersal ($D$) and is independent of the carrying capacity: $v=2\sqrt{rD}$. A mutant can take over the edge only if its expansion rate ($v_2$) exceeds the expansion rate of the established species ($v_1$); this simple condition ($v_2 > v_1$) determines the maximum cost in slower growth that a faster mutant can pay and still be able to take over. Numerical simulations and time-course experiments where we tracked evolution by imaging bacteria suggest that our findings are general: less favorable conditions delay but do not entirely prevent the success of the fastest. Thus, the expansion rate defines a traveling wave fitness, which could be combined with trade-offs to predict evolution of expanding populations

A simple rule for the evolution of fast dispersal at the edge of expanding populations

Evolution by natural selection is commonly perceived as a process that favors those that replicate faster to leave more offspring; nature, however, seem to abound with examples where organisms forgo some replicative potential to disperse faster. When does selection favor invasion of the fastest? Motivated by evolution experiments with swarming bacteria we searched for a simple rule. In experiments, a fast hyperswarmer mutant that pays a reproductive cost to make many copies of its flagellum invades a population of mono-flagellated bacteria by reaching the expanding population edge; a two-species mathematical model explains that invasion of the edge occurs only if the invasive species' expansion rate, v₂, which results from the combination of the species growth rate and its dispersal speed (but not its carrying capacity), exceeds the established species', v₁. The simple rule that we derive, v₂ > v₁, appears to be general: less favorable initial conditions, such as smaller initial sizes and longer distances to the population edge, delay but do not entirely prevent invasion. Despite intricacies of the swarming system, experimental tests agree well with model predictions suggesting that the general theory should apply to other expanding populations with trade-offs between growth and dispersal, including non-native invasive species and cancer metastases.First author draf

Large Deviations Performance of Consensus+Innovations Distributed Detection with Non-Gaussian Observations

We establish the large deviations asymptotic performance (error exponent) of consensus+innovations distributed detection over random networks with generic (non-Gaussian) sensor observations. At each time instant, sensors 1) combine theirs with the decision variables of their neighbors (consensus) and 2) assimilate their new observations (innovations). This paper shows for general non-Gaussian distributions that consensus+innovations distributed detection exhibits a phase transition behavior with respect to the network degree of connectivity. Above a threshold, distributed is as good as centralized, with the same optimal asymptotic detection performance, but, below the threshold, distributed detection is suboptimal with respect to centralized detection. We determine this threshold and quantify the performance loss below threshold. Finally, we show the dependence of the threshold and performance on the distribution of the observations: distributed detectors over the same random network, but with different observations' distributions, for example, Gaussian, Laplace, or quantized, may have different asymptotic performance, even when the corresponding centralized detectors have the same asymptotic performance.Comment: 30 pages, journal, submitted Nov 17, 2011; revised Apr 3, 201