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The game-theoretic risk management framework put forth in the precursor work "Towards a Theory of Games with Payoffs that are Probability-Distributions" (arXiv:1506.07368 [q-fin.EC]) is herein extended by algorithmic details on how to…

General Economics · Economics 2020-04-10 Stefan Rass

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

Machine Learning · Statistics 2024-01-17 Vu Duc Anh , Tran Anh Tuan , Tran Ngoc Thang , Nguyen Thi Ngoc Anh

We study a multi-agent decision problem in population games, where agents select from multiple available strategies and continually revise their selections based on the payoffs associated with these strategies. Unlike conventional…

Multiagent Systems · Computer Science 2024-09-17 Shinkyu Park

Designing agents that are able to achieve different play-styles while maintaining a competitive level of play is a difficult task, especially for games for which the research community has not found super-human performance yet, like…

Artificial Intelligence · Computer Science 2021-06-29 Diego Perez-Liebana , Cristina Guerrero-Romero , Alexander Dockhorn , Linjie Xu , Jorge Hurtado , Dominik Jeurissen

In the past several years a wide range of methods for the construction of regression trees and other estimators based on the recursive partitioning of samples have appeared in the statistics literature. Many applications involve data…

Methodology · Statistics 2014-07-07 Daniell Toth , John Eltinge

Roulette-wheel selection is a frequently used method in genetic and evolutionary algorithms or in modeling of complex networks. Existing routines select one of N individuals using search algorithms of O(N) or O(log(N)) complexity. We…

Neural and Evolutionary Computing · Computer Science 2012-01-10 Adam Lipowski , Dorota Lipowska

We introduce General Lotto games with Scouts: a General Lotto game with asymmetric information. There are two players, Red and Blue, who both allocate resources to a field. However, scouting capabilities afford Blue to gain information,…

Computer Science and Game Theory · Computer Science 2024-04-10 Jan-Tino Brethouwer , Bart van Ginkel , Roy Lindelauf

Predicting outcomes in sports is important for teams, leagues, bettors, media, and fans. Given the growing amount of player tracking data, sports analytics models are increasingly utilizing spatially-derived features built upon player…

Machine Learning · Computer Science 2022-07-29 Peter Xenopoulos , Claudio Silva

This article presents a new way to understand the descriptive ability of tree shape statistics. Where before tree shape statistics were chosen by their ability to distinguish between macroevolutionary models, the ``resolution'' presented in…

Populations and Evolution · Quantitative Biology 2007-05-23 Frederick A. Matsen

In this paper we present efficient algorithmic solutions for several constrained resource allocation, management and discovery problems. We consider new types of resource allocation models and constraints, and we present new geometric…

Data Structures and Algorithms · Computer Science 2009-06-09 Mugurel Ionut Andreica , Madalina Ecaterina Andreica , Daniel Ardelean

Searching the space of policies directly for the optimal policy has been one popular method for solving partially observable reinforcement learning problems. Typically, with each change of the target policy, its value is estimated from the…

Artificial Intelligence · Computer Science 2007-05-23 Leonid Peshkin , Christian R. Shelton

This paper investigates the estimation problem in a regression-type model. To be able to deal with potential high dimensions, we provide a procedure called LOL, for Learning Out of Leaders with no optimization step. LOL is an auto-driven…

Statistics Theory · Mathematics 2011-01-24 Mathilde Mougeot , Dominique Picard , Karine Tribouley

This paper has a twofold scope. The first one is to clarify and put in evidence the isomorphic character of two theories developed in quite different fields: on one side, threshold logic, on the other side, simple games. One of the main…

Computer Science and Game Theory · Computer Science 2017-07-10 Josep Freixas , Marc Freixas , Sascha Kurz

Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several operations management activities, predominantly in supporting…

Methodology · Statistics 2020-11-18 Xiaoqian Wang , Yanfei Kang , Fotios Petropoulos , Feng Li

Sports organizations often want to estimate athlete strengths. For games with scored outcomes, a common approach is to assume observed game scores follow a normal distribution conditional on athletes' latent abilities, which may change over…

Methodology · Statistics 2023-07-18 Jonathan Che , Mark Glickman

This paper provides a unifying view of a wide range of problems of interest in machine learning by framing them as the minimization of functionals defined on the space of probability measures. In particular, we show that generative…

Machine Learning · Computer Science 2019-05-21 Casey Chu , Jose Blanchet , Peter Glynn

Learning problems commonly exhibit an interesting feedback mechanism wherein the population data reacts to competing decision makers' actions. This paper formulates a new game theoretic framework for this phenomenon, called "multi-player…

Computer Science and Game Theory · Computer Science 2022-04-08 Adhyyan Narang , Evan Faulkner , Dmitriy Drusvyatskiy , Maryam Fazel , Lillian J. Ratliff

In this paper we introduce the novel framework of distributionally robust games. These are multi-player games where each player models the state of nature using a worst-case distribution, also called adversarial distribution. Thus each…

Optimization and Control · Mathematics 2017-07-25 Dario Bauso , Jian Gao , Hamidou Tembine

In this research, we compare four different evaluation methods in coevolution on the Majority Function problem. The size of the problem is selected such that evaluation against all possible test cases is feasible. Two measures are used for…

Neural and Evolutionary Computing · Computer Science 2019-05-22 Ting-Shuo Yo , Edwin de Jong

The estimation of advantage is crucial for a number of reinforcement learning algorithms, as it directly influences the choices of future paths. In this work, we propose a family of estimates based on the order statistics over the path…

Machine Learning · Computer Science 2019-09-17 Lanxin Lei , Zhizhong Li , Dahua Lin