Tighter Bounds on the Inefficiency Ratio of Stable Equilibria in Load Balancing Games

In this paper we study the inefficiency ratio of stable equilibria in load balancing games introduced by Asadpour and Saberi [3]. We prove tighter lower and upper bounds of 7/6 and 4/3, respectively. This improves over the best known bounds in problem (19/18 and 3/2, respectively). Equivalently, the results apply to the question of how well the optimum for the $L_2$ -norm can approximate the $L_{\infty}$-norm (makespan) in identical machines scheduling

Exact Recovery for a Family of Community-Detection Generative Models

Generative models for networks with communities have been studied extensively for being a fertile ground to establish information-theoretic and computational thresholds. In this paper we propose a new toy model for planted generative models called planted Random Energy Model (REM), inspired by Derrida's REM. For this model we provide the asymptotic behaviour of the probability of error for the maximum likelihood estimator and hence the exact recovery threshold. As an application, we further consider the 2 non-equally sized community Weighted Stochastic Block Model (2-WSBM) on $h$-uniform hypergraphs, that is equivalent to the P-REM on both sides of the spectrum, for high and low edge cardinality $h$. We provide upper and lower bounds for the exact recoverability for any $h$, mapping these problems to the aforementioned P-REM. To the best of our knowledge these are the first consistency results for the 2-WSBM on graphs and on hypergraphs with non-equally sized community

Convergence to Equilibrium of Logit Dynamics for Strategic Games

We present the first general bounds on the mixing time of the Markov chain associated to the logit dynamics for wide classes of strategic games. The logit dynamics with inverse noise beta describes the behavior of a complex system whose individual components act selfishly and keep responding according to some partial ("noisy") knowledge of the system, where the capacity of the agent to know the system and compute her best move is measured by the inverse of the parameter beta. In particular, we prove nearly tight bounds for potential games and games with dominant strategies. Our results show that, for potential games, the mixing time is upper and lower bounded by an exponential in the inverse of the noise and in the maximum potential difference. Instead, for games with dominant strategies, the mixing time cannot grow arbitrarily with the inverse of the noise. Finally, we refine our analysis for a subclass of potential games called graphical coordination games, a class of games that have been previously studied in Physics and, more recently, in Computer Science in the context of diffusion of new technologies. We give evidence that the mixing time of the logit dynamics for these games strongly depends on the structure of the underlying graph. We prove that the mixing time of the logit dynamics for these games can be upper bounded by a function that is exponential in the cutwidth of the underlying graph and in the inverse of noise. Moreover, we consider two specific and popular network topologies, the clique and the ring. For games played on a clique we prove an almost matching lower bound on the mixing time of the logit dynamics that is exponential in the inverse of the noise and in the maximum potential difference, while for games played on a ring we prove that the time of convergence of the logit dynamics to its stationary distribution is significantly shorter

Solving Zero-Sum Games through Alternating Projections

In this work, we establish near-linear and strong convergence for a natural first-order iterative algorithm that simulates Von Neumann's Alternating Projections method in zero-sum games. First, we provide a precise analysis of Optimistic Gradient Descent/Ascent (OGDA) -- an optimistic variant of Gradient Descent/Ascent \cite{DBLP:journals/corr/abs-1711-00141} -- for \emph{unconstrained} bilinear games, extending and strengthening prior results along several directions. Our characterization is based on a closed-form solution we derive for the dynamics, while our results also reveal several surprising properties. Indeed, our main algorithmic contribution is founded on a geometric feature of OGDA we discovered; namely, the limit points of the dynamics are the orthogonal projection of the initial state to the space of attractors. Motivated by this property, we show that the equilibria for a natural class of \emph{constrained} bilinear games are the intersection of the unconstrained stationary points with the corresponding probability simplexes. Thus, we employ OGDA to implement an Alternating Projections procedure, converging to an $\epsilon$-approximate Nash equilibrium in $\widetilde{\mathcal{O}}(\log^2(1/\epsilon))$ iterations. Although our algorithm closely resembles the no-regret projected OGDA dynamics, it surpasses the optimal no-regret convergence rate of $\Theta(1/\epsilon)$ \cite{DASKALAKIS2015327}, while it also supplements the recent work in pursuing last-iterate guarantees in saddle-point problems \cite{daskalakis2018lastiterate,mertikopoulos2018optimistic}. Finally, we illustrate an -- in principle -- trivial reduction from any game to the assumed class of instances, without altering the space of equilibria

Truthful Mechanisms for Delivery with Agents

We study the game-theoretic task of selecting mobile agents to deliver multiple items on a network. An instance is given by $m$ packages (physical objects) which have to be transported between specified source-target pairs in an undirected graph, and $k$ mobile heterogeneous agents, each being able to transport one package at a time. Following a recent model [Baertschi et al. 2017], each agent i has a different rate of energy consumption per unit distance traveled, i.e., its weight. We are interested in optimizing or approximating the total energy consumption over all selected agents. Unlike previous research, we assume the weights to be private values known only to the respective agents. We present three different mechanisms which select, route and pay the agents in a truthful way that guarantees voluntary participation of the agents, while approximating the optimum energy consumption by a constant factor. To this end, we analyze a previous structural result and an approximation algorithm given in [Baertschi et al. 2017]. Finally, we show that for some instances in the case of a single package, the sum of the payments can be bounded in terms of the optimum

A Robust Framework for Analyzing Gradient-Based Dynamics in Bilinear Games

In this work, we establish a frequency-domain framework for analyzing gradient-based algorithms in linear minimax optimization problems; specifically, our approach is based on the Z-transform, a powerful tool applied in Control Theory and Signal Processing in order to characterize linear discrete-time systems. We employ our framework to obtain the first tight analysis of stability of Optimistic Gradient Descent/Ascent (OGDA), a natural variant of Gradient Descent/Ascent that was shown to exhibit last-iterate convergence in bilinear games by Daskalakis et al. \cite{DBLP:journals/corr/abs-1711-00141}. Importantly, our analysis is considerably simpler and more concise than the existing ones. Moreover, building on the intuition of OGDA, we consider a general family of gradient-based algorithms that augment the memory of the optimization through multiple historical steps. We reduce the convergence -- to a saddle-point -- of the dynamics in bilinear games to the stability of a polynomial, for which efficient algorithmic schemes are well-established. As an immediate corollary, we obtain a broad class of algorithms -- that contains OGDA as a special case -- with a last-iterate convergence guarantee to the space of Nash equilibria of the game