arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 1905.09239cs.LGcs.CYstat.ML
收藏

策略行为下的最优决策制定

Optimal Decision Making Under Strategic Behavior

MPI for Software Systems(软件系统马克斯·普朗克研究所);Reasonal, Inc.(Reasonal公司);Monash University(莫纳什大学);MPI for Intelligent Systems(智能系统马克斯·普朗克研究所)

Stratis Tsirtsis, Behzad Tabibian, Moein Khajehnejad, Adish Singla, Bernhard Schölkopf, Manuel Gomez-Rodriguez

AI总结:

本文研究个体策略性投入努力以影响决策时的最优决策政策问题,通过刻画特征分布变化并利用单调性假设或迭代搜索,提出多项式时间算法以找到高效用的决策政策。

摘要:

我们正目睹越来越多地使用数据驱动的预测模型来为决策提供依据。由于决策对个人和社会具有影响,决策者面临着越来越大的压力,需要对其决策政策保持透明。与此同时,个人可能利用通过透明度获得的知识,策略性地投入努力,以最大化其获得有利决策的机会。我们的目标是在这种策略性环境中找到在效用方面最优的决策政策。为此,我们首先刻画了个人的策略性努力投入如何导致特征分布的变化。利用这一刻画,我们首先表明,一般而言,我们不能期望在多项式时间内找到最优决策政策,并且存在确定性政策次优的情况。然后,我们证明,如果个人为改变其特征所付出的成本满足一个自然的单调性假设,我们可以将最优政策的搜索范围缩小到一个具有一系列理想性质的特定决策政策族,该族允许使用动态规划进行高效的多项式时间启发式搜索算法。最后,在不假设个人为改变其特征所付出的成本满足任何条件的情况下,我们开发了一种迭代搜索算法,该算法保证也能在多项式时间内找到局部最优的决策政策。在合成数据和真实信用卡数据上的实验说明了我们的理论发现,并表明我们的算法找到的决策政策比那些不考虑策略行为的政策实现了更高的效用。

英文摘要:

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision policies. At the same time, individuals may use knowledge, gained by transparency, to invest effort strategically in order to maximize their chances of receiving a beneficial decision. Our goal is to find decision policies that are optimal in terms of utility in such a strategic setting. To this end, we first characterize how strategic investment of effort by individuals leads to a change in the feature distribution. Using this characterization, we first show that, in general, we cannot expect to find optimal decision policies in polynomial time and there are cases in which deterministic policies are suboptimal. Then, we demonstrate that, if the cost individuals pay to change their features satisfies a natural monotonicity assumption, we can narrow down the search for the optimal policy to a particular family of decision policies with a set of desirable properties, which allow for a highly effective polynomial time heuristic search algorithm using dynamic programming. Finally, under no assumptions on the cost individuals pay to change their features, we develop an iterative search algorithm that is guaranteed to find locally optimal decision policies also in polynomial time. Experiments on synthetic and real credit card data illustrate our theoretical findings and show that the decision policies found by our algorithms achieve higher utility than those that do not account for strategic behavior.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑