Related papers: Blackwell's Approachability for Sequential Conform…

Admissible strategies, i.e. those that are not dominated by any other strategy, are a typical rationality notion in game theory. In many classes of games this is justified by results showing that any strategy is admissible or dominated by…

In this article I propose an approach for defining replicability for prediction rules. Motivated by a recent NAS report, I start from the perspective that replicability is obtaining consistent results across studies suitable to address the…

Clinical decisions are high-stakes and require explicit justification, making model interpretability essential for auditing deep clinical models prior to deployment. As the ecosystem of model architectures and explainability methods…

We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Conformal prediction is a powerful tool for constructing prediction intervals for black-box models, providing a finite sample coverage guarantee for exchangeable data. However, this exchangeability is compromised when some entries of the…

This work introduces a unified framework for analyzing games in greater depth. In the existing literature, players' strategies are typically assigned scalar values, and equilibrium concepts are used to identify compatible choices. However,…

Adversarial attacks, wherein slight inputs are carefully crafted to mislead intelligent models, have attracted increasing attention. However, a critical gap persists between theoretical advancements and practical application, particularly…

Given that machine learning algorithms are increasingly being deployed to aid in high stakes decision-making, uncertainty quantification methods that wrap around these black box models such as conformal prediction have received much…

We consider a dynamical approach to game in extensive forms. By restricting the convertibility relation over strategy profiles, we obtain a semi-potential (in the sense of Kukushkin), and we show that in finite games the corresponding…

Reachability analysis, in general, is a fundamental method that supports formally-correct synthesis, robust model predictive control, set-based observers, fault detection, invariant computation, and conformance checking, to name but a few.…

In security games, the solution concept commonly used is that of a Stackelberg equilibrium where the defender gets to commit to a mixed strategy. The motivation for this is that the attacker can repeatedly observe the defender's actions and…

It was shown in Flesch and Solan (2022) with a rather involved proof that all two-player stochastic games with finite state and action spaces and shift-invariant payoffs admit an $\epsilon$-equilibrium, for every $\epsilon>0$. Their proof…

Motivated by safety-critical classification problems, we investigate adversarial attacks against cost-sensitive classifiers. We use current state-of-the-art adversarially-resistant neural network classifiers [1] as the underlying models.…

Understanding the predictions made by deep learning models remains a central challenge, especially in high-stakes applications. A promising approach is to equip models with the ability to answer counterfactual questions -- hypothetical…

A game-theoretic model for the study of dynamic networks is analyzed. The model is motivated by communication networks that are subject to failure of nodes and where the restoration needs resources. The corresponding two-player game is…

We consider the problem of designing incentive-compatible, ex-post individually rational (IR) mechanisms for covering problems in the Bayesian setting, where players' types are drawn from an underlying distribution and may be correlated,…

Conformal prediction provides prediction sets with finite-sample marginal coverage, but many applications require coverage guarantees that adapt to individual test points, a subpopulation, or a structural component of the data. Existing…

In this paper, we present exploitability descent, a new algorithm to compute approximate equilibria in two-player zero-sum extensive-form games with imperfect information, by direct policy optimization against worst-case opponents. We prove…

This paper studies a system security problem in the context of observability based on a two-person noncooperative infinitely repeated game. Both the attacker and the defender have means to modify the dimension of the unobservable subspace,…

Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are amenable to a constant…