Price Prediction in a Trading Agent Competition

The 2002 Trading Agent Competition (TAC) presented a challenging market game in the domain of travel shopping. One of the pivotal issues in this domain is uncertainty about hotel prices, which have a significant influence on the relative cost of alternative trip schedules. Thus, virtually all participants employ some method for predicting hotel prices. We survey approaches employed in the tournament, finding that agents apply an interesting diversity of techniques, taking into account differing sources of evidence bearing on prices. Based on data provided by entrants on their agents' actual predictions in the TAC-02 finals and semifinals, we analyze the relative efficacy of these approaches. The results show that taking into account game-specific information about flight prices is a major distinguishing factor. Machine learning methods effectively induce the relationship between flight and hotel prices from game data, and a purely analytical approach based on competitive equilibrium analysis achieves equal accuracy with no historical data. Employing a new measure of prediction quality, we relate absolute accuracy to bottom-line performance in the game

Gradient Methods for Solving Stackelberg Games

Stackelberg Games are gaining importance in the last years due to the raise of Adversarial Machine Learning (AML). Within this context, a new paradigm must be faced: in classical game theory, intervening agents were humans whose decisions are generally discrete and low dimensional. In AML, decisions are made by algorithms and are usually continuous and high dimensional, e.g. choosing the weights of a neural network. As closed form solutions for Stackelberg games generally do not exist, it is mandatory to have efficient algorithms to search for numerical solutions. We study two different procedures for solving this type of games using gradient methods. We study time and space scalability of both approaches and discuss in which situation it is more appropriate to use each of them. Finally, we illustrate their use in an adversarial prediction problem.Comment: Accepted in ADT Conference 201

Behavioral dynamics and influence in networked coloring and consensus

We report on human-subject experiments on the problems of coloring (a social differentiation task) and consensus (a social agreement task) in a networked setting. Both tasks can be viewed as coordination games, and despite their cognitive similarity, we find that within a parameterized family of social networks, network structure elicits opposing behavioral effects in the two problems, with increased long-distance connectivity making consensus easier for subjects and coloring harder. We investigate the influence that subjects have on their network neighbors and the collective outcome, and find that it varies considerably, beyond what can be explained by network position alone. We also find strong correlations between influence and other features of individual subject behavior. In contrast to much of the recent research in network science, which often emphasizes network topology out of the context of any specific problem and places primacy on network position, our findings highlight the potential importance of the details of tasks and individuals in social networks

Hiding from centrality measures : a Stackelberg game perspective

202307 bcwwAccepted ManuscriptRGCEarly releas

Designing an Ad Auctions Game for the Trading Agent Competition

We introduce the TAC Ad Auctions game (TAC/AA), a new game for the Trading Agent Competition. The Ad Auctions game investigates complex strategic issues found in real sponsored search auctions that are not captured in current analytical models. We provide an overview of TAC/AA, introducing its key features and design rationale. TAC/AA will debut in summer 2009, with the final tournament commencing in conjunction with the TADA-09 workshop