Related papers: Correlated Equilibria for Approximate Variational …

Probabilistic graphical models, such as Markov random fields (MRFs), are useful for describing high-dimensional distributions in terms of local dependence structures. The probabilistic inference is a fundamental problem related to graphical…

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed…

We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to…

We study the problem of finding equilibrium strategies in multi-agent games with incomplete payoff information, where the payoff matrices are only known to the players up to some bounded uncertainty sets. In such games, an ex-post…

Finding the most likely (MAP) configuration of a Markov random field (MRF) is NP-hard in general. A promising, recent technique is to reduce the problem to finding a maximum weight stable set (MWSS) on a derived weighted graph, which if…

We study the problem of finding optimal correlated equilibria of various sorts in extensive-form games: normal-form coarse correlated equilibrium (NFCCE), extensive-form coarse correlated equilibrium (EFCCE), and extensive-form correlated…

We study the iteration complexity of decentralized learning of approximate correlated equilibria in incomplete information games. On the negative side, we prove that in $\mathit{extensive}$-$\mathit{form}$ $\mathit{games}$, assuming…

Non-convex optimization problems often arise from probabilistic modeling, such as estimation of posterior distributions. Non-convexity makes the problems intractable, and poses various obstacles for us to design efficient algorithms. In…

Integration of reinforcement learning and imitation learning is an important problem that has been studied for a long time in the field of intelligent robotics. Reinforcement learning optimizes policies to maximize the cumulative reward,…

A recent body of experimental literature has studied empirical game-theoretical analysis, in which we have partial knowledge of a game, consisting of observations of a subset of the pure-strategy profiles and their associated payoffs to…

Partially observable Markov decision processes (POMDPs) rely on the key assumption that probability distributions are precisely known. Robust POMDPs (RPOMDPs) alleviate this concern by defining imprecise probabilities, referred to as…

We study multi-agent general-sum Markov games with nonlinear function approximation. We focus on low-rank Markov games whose transition matrix admits a hidden low-rank structure on top of an unknown non-linear representation. The goal is to…

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Computing Nash equilibria of zero-sum games in classical and quantum settings is extensively studied. For general-sum games, computing Nash equilibria is PPAD-hard and the computing of a more general concept called correlated equilibria has…

The graph matching problem aims to discover a latent correspondence between the vertex sets of two observed graphs. This problem has proven to be quite challenging, with few satisfying methods that are computationally tractable and widely…

This paper explores the use of Maximum Causal Entropy Inverse Reinforcement Learning (IRL) within the context of discrete-time stationary Mean-Field Games (MFGs) characterized by finite state spaces and an infinite-horizon,…

We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach…

Probabilistic inference in pairwise Markov Random Fields (MRFs), i.e. computing the partition function or computing a MAP estimate of the variables, is a foundational problem in probabilistic graphical models. Semidefinite programming…

While the topic of mean-field games (MFGs) has a relatively long history, heretofore there has been limited work concerning algorithms for the computation of equilibrium control policies. In this paper, we develop a computable policy…

Estimating the unknown reward functions driving agents' behaviors is of central interest in inverse reinforcement learning and game theory. To tackle this problem, we develop a unified framework for reward function recovery in two-player…