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One key in real-life Nash equilibrium applications is to calibrate players' cost functions. To leverage the approximation ability of neural networks, we proposed a general framework for optimizing and learning Nash equilibrium using neural…

Computer Science and Game Theory · Computer Science 2024-09-04 Di Zhang , Wei Gu , Qing Jin

We prove the existence of Bayesian Nash Equilibrium (BNE) of general-sum Bayesian games with continuous types and finite actions under the conditions that the utility functions and the prior type distributions are continuous concerning the…

Computer Science and Game Theory · Computer Science 2021-02-25 Linan Huang , Quanyan Zhu

Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…

Machine Learning · Statistics 2023-05-31 Satoshi Hayakawa , Taiji Suzuki

Deep Neural Networks (DNNs) are powerful tools for various computer vision tasks, yet they often struggle with reliable uncertainty quantification - a critical requirement for real-world applications. Bayesian Neural Networks (BNN) are…

Machine Learning · Computer Science 2023-12-27 Gianni Franchi , Olivier Laurent , Maxence Leguéry , Andrei Bursuc , Andrea Pilzer , Angela Yao

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Bayesian Neural Networks (BNNs) provide principled uncertainty quantification but suffer from substantial computational and memory overhead compared to deterministic networks. While quantization techniques have successfully reduced resource…

Machine Learning · Computer Science 2025-12-12 Hendrik Borras , Yong Wu , Bernhard Klein , Holger Fröning

This work contains the mathematical exploration of a few prototypical games in which central concepts from statistics and probability theory naturally emerge. The first two kinds of games are termed Fisher and Bayesian games, which are…

Statistics Theory · Mathematics 2024-02-27 Jozsef Konczer

Binary Stochastic Filtering (BSF), the algorithm for feature selection and neuron pruning is proposed in this work. The method defines filtering layer which penalizes amount of the information involved in the training process. This…

Machine Learning · Computer Science 2019-08-21 Andrii Trelin , Ales Prochazka

Neural networks are becoming increasingly prevalent in software, and it is therefore important to be able to verify their behavior. Because verifying the correctness of neural networks is extremely challenging, it is common to focus on the…

Machine Learning · Computer Science 2019-02-19 Ravi Mangal , Aditya V. Nori , Alessandro Orso

Learning in uncertain, noisy, or adversarial environments is a challenging task for deep neural networks (DNNs). We propose a new theoretically grounded and efficient approach for robust learning that builds upon Bayesian estimation and…

Machine Learning · Computer Science 2021-11-12 Giuseppina Carannante , Dimah Dera , Ghulam Rasool , Nidhal C. Bouaynaya , Lyudmila Mihaylova

We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…

Probability · Mathematics 2018-02-01 Alekos Cecchin , Markus Fischer

We study repeated two-player games where one of the players, the learner, employs a no-regret learning strategy, while the other, the optimizer, is a rational utility maximizer. We consider general Bayesian games, where the payoffs of both…

Machine Learning · Computer Science 2022-05-19 Yishay Mansour , Mehryar Mohri , Jon Schneider , Balasubramanian Sivan

It is well-known that deep neural networks (DNNs) have shown remarkable success in many fields. However, when adding an imperceptible magnitude perturbation on the model input, the model performance might get rapid decrease. To address this…

Machine Learning · Computer Science 2022-01-04 Hao Yang , Min Wang , Zhengfei Yu , Yun Zhou

Deep neural networks (DNNs) depend on the storage of a large number of parameters, which consumes an important portion of the energy used during inference. This paper considers the case where the energy usage of memory elements can be…

Machine Learning · Computer Science 2019-12-24 Sébastien Henwood , François Leduc-Primeau , Yvon Savaria

Ensembles of neural networks (NNs) have long been used to estimate predictive uncertainty; a small number of NNs are trained from different initialisations and sometimes on differing versions of the dataset. The variance of the ensemble's…

Machine Learning · Computer Science 2018-11-30 Tim Pearce , Mohamed Zaki , Andy Neely

Bayesian games model interactive decision-making where players have incomplete information -- e.g., regarding payoffs and private data on players' strategies and preferences -- and must actively reason and update their belief models (with…

Computer Science and Game Theory · Computer Science 2024-05-24 Zuyuan Zhang , Mahdi Imani , Tian Lan

In the field of Artificial Intelligence, traditional approaches to choosing moves in games involve the we of the minimax algorithm. However, recent research results indicate that minimizing may not always be the best approach. In this paper…

Artificial Intelligence · Computer Science 2013-04-15 Dana Nau , Paul Purdom , Chun-Hung Tzeng

We address the challenge of designing optimal adversarial noise algorithms for settings where a learner has access to multiple classifiers. We demonstrate how this problem can be framed as finding strategies at equilibrium in a two-player,…

Machine Learning · Computer Science 2019-06-10 Juan C. Perdomo , Yaron Singer

Deep learning tools have gained tremendous attention in applied machine learning. However such tools for regression and classification do not capture model uncertainty. In comparison, Bayesian models offer a mathematically grounded…

Machine Learning · Statistics 2016-10-05 Yarin Gal , Zoubin Ghahramani

Compared to classical deep neural networks its binarized versions can be useful for applications on resource-limited devices due to their reduction in memory consumption and computational demands. In this work we study deep neural networks…

Optimization and Control · Mathematics 2021-10-26 Jannis Kurtz , Bubacarr Bah