arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.03398cs.GTcs.LGmath.OC

Multiplayer Performative Prediction: Learning in Decision-Dependent Games

University of Washington(华盛顿大学)

Adhyyan Narang, Evan Faulkner, Dmitriy Drusvyatskiy, Maryam Fazel, Lillian J. Ratliff

英文摘要:

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player performative prediction". We focus on two distinct solution concepts, namely (i) performatively stable equilibria and (ii) Nash equilibria of the game. The latter equilibria are arguably more informative, but can be found efficiently only when the game is monotone. We show that under mild assumptions, the performatively stable equilibria can be found efficiently by a variety of algorithms, including repeated retraining and the repeated (stochastic) gradient method. We then establish transparent sufficient conditions for strong monotonicity of the game and use them to develop algorithms for finding Nash equilibria. We investigate derivative free methods and adaptive gradient algorithms wherein each player alternates between learning a parametric description of their distribution and gradient steps on the empirical risk. Synthetic and semi-synthetic numerical experiments illustrate the results.

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。

↑