Related papers: Inverse-Weighted Survival Games
Game theory is playing more and more important roles in understanding complex systems and in investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic…
Multi-task learning (MTL) trains deep neural networks to optimize several objectives simultaneously using a shared backbone, which leads to reduced computational costs, improved data efficiency, and enhanced performance through cross-task…
This paper introduces a simulation algorithm for evaluating the log-likelihood function of a large supermodular binary-action game. Covered examples include (certain types of) peer effect, technology adoption, strategic network formation,…
Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…
Misclassification of binary responses, if ignored, may severely bias the maximum likelihood estimators (MLE) of regression parameters. For such data, a binary regression model incorporating misclassification probabilities is extensively…
We describe and develop a close relationship between two problems that have customarily been regarded as distinct: that of maximizing entropy, and that of minimizing worst-case expected loss. Using a formulation grounded in the equilibrium…
The problem of inverse reinforcement learning (IRL) is relevant to a variety of tasks including value alignment and robot learning from demonstration. Despite significant algorithmic contributions in recent years, IRL remains an ill-posed…
The beer game is a widely used in-class game that is played in supply chain management classes to demonstrate the bullwhip effect. The game is a decentralized, multi-agent, cooperative problem that can be modeled as a serial supply chain…
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…
We present a new model of incomplete information games without private information in which the players use a distributionally robust optimization approach to cope with the payoff uncertainty. With some specific restrictions, we show that…
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…
One of the main challenges in imitation learning is determining what action an agent should take when outside the state distribution of the demonstrations. Inverse reinforcement learning (IRL) can enable generalization to new states by…
Min-max formulations have attracted great attention in the ML community due to the rise of deep generative models and adversarial methods, while understanding the dynamics of gradient algorithms for solving such formulations has remained a…
World models predict state transitions in response to actions and are increasingly developed across diverse modalities. However, standard training objectives such as maximum likelihood estimation (MLE) often misalign with task-specific…
The evaluation and post-training of large language models (LLMs) rely on supervision, but strong supervision for difficult tasks is often unavailable, especially when evaluating frontier models. In such cases, models are demonstrated to…
In this paper, we address the inverse problem for linear-quadratic differential non-cooperative games with output-feedback. Given players' stabilizing feedback laws, the goal is to find cost function parameters that lead to a game for which…
In a longitudinal study, measures of key variables might be incomplete or partially recorded due to drop-out, loss to follow-up, or early termination of the study occurring before the advent of the event of interest. In this paper, we focus…
Maximum likelihood estimation is widely used in training Energy-based models (EBMs). Training requires samples from an unnormalized distribution, which is usually intractable, and in practice, these are obtained by MCMC algorithms such as…