Related papers: On the Sample Complexity of Learning Graphical Gam…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
Pseudo-games are a natural and well-known generalization of normal-form games, in which the actions taken by each player affect not only the other players' payoffs, as in games, but also the other players' strategy sets. The solution…
In this article, the optimal sample complexity of learning the underlying interactions or dependencies of a Linear Dynamical System (LDS) over a Directed Acyclic Graph (DAG) is studied. We call such a DAG underlying an LDS as dynamical DAG…
Computing the Nash equilibrium (NE) for N-player non-zerosum stochastic games is a formidable challenge. Currently, algorithmic methods in stochastic game theory are unable to compute NE for stochastic games (SGs) for settings in all but…
In this paper we consider the problem of distributed Nash equilibrium (NE) seeking over networks, a setting in which players have limited local information. We start from a continuous-time gradient-play dynamics that converges to an NE…
Probabilistic Coalition Structure Generation (PCSG) is NP-hard and can be recast as an $l_0$-type sparse recovery problem by representing coalition structures as sparse coefficient vectors over a coalition-incidence design. A natural…
Caching networks can reduce the routing costs of accessing contents by caching contents closer to users. However, cache nodes may belong to different entities and behave selfishly to maximize their own benefits, which often lead to…
We study distributed algorithms for seeking a Nash equilibrium in a class of non-cooperative convex games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in…
In this work we propose a random graph model that can produce graphs at different levels of sparsity. We analyze how sparsity affects the graph spectra, and thus the performance of graph neural networks (GNNs) in node classification on…
We investigate the complexity of bounding the uncertainty of graphical games, and we provide new insight into the intrinsic difficulty of computing Nash equilibria. In particular, we show that, if one adds very simple and natural additional…
We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…
We study the typical structure of games in terms of their connectivity properties. A game is said to be `connected' if it has a pure Nash equilibrium and the property that there is a best-response path from every action profile which is not…
Empirical game-theoretic analysis (EGTA) is primarily focused on learning the equilibria of simulation-based games. Recent approaches have tackled this problem by learning a uniform approximation of the game's utilities, and then applying…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Wide machine learning tasks can be formulated as non-convex multi-player games, where Nash equilibrium (NE) is an acceptable solution to all players, since no one can benefit from changing its strategy unilaterally. Attributed to the…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
Graphs are a prevalent tool in data science, as they model the inherent structure of the data. They have been used successfully in unsupervised and semi-supervised learning. Typically they are constructed either by connecting nearest…
This paper shows the existence of $\mathcal{O}(\frac{1}{n^\gamma})$-Nash equilibria in $n$-player noncooperative sum-aggregative games in which the players' cost functions, depending only on their own action and the average of all players'…
We study the graph matching problem in the presence of vertex feature information using shallow graph neural networks. Specifically, given two graphs that are independent perturbations of a single random geometric graph with sparse binary…
We prove a theorem computing the number of solutions to a system of equations which is generic subject to the sparsity conditions embodied in a graph. We apply this theorem to games obeying graphical models and to extensive-form games. We…