Chih-Yuan Chiu

Chih-Yuan Chiu, Bryce L. Ferguson

To steer the behavior of selfish, resource-sharing agents in a socio-technical system towards the direction of higher efficiency, the system designer requires accurate models of both agent behaviors and the underlying system infrastructure. For instance, traffic controllers often use road latency models to design tolls whose deployment can effectively mitigate traffic congestion. However, misspecifications of system parameters may restrict a system designer's ability to influence collective agent behavior toward efficient outcomes. In this work, we study the impact of system misspecifications on toll design for atomic congestion games. We prove that tolls designed under sufficiently minor system misspecifications, when deployed, do not introduce new Nash equilibria in atomic congestion games compared to tolls designed in the noise-free setting, implying a form of local robustness. We then upper bound the degree to which the worst-case equilibrium system performance could decrease when tolls designed under a given level of system misspecification are deployed. We validate our theoretical results via Monte-Carlo simulations as well as realizations of our worst-case guarantees.

Chih-Yuan Chiu, Devansh Jalota, Marco Pavone

Credit-based congestion pricing (CBCP) and discount-based congestion pricing (DBCP), which respectively allot travel credits and toll discounts to subsidize low-income users' access to tolled roads, have emerged as promising policies for alleviating the societal inequity concerns of congestion pricing. However, since real-world implementations of CBCP and DBCP are nascent, their relative merits remain unclear. In this work, we compare the efficacy of deploying CBCP and DBCP in reducing user costs and increasing toll revenues. We first formulate a non-atomic congestion game in which low-income users receive a travel credit or toll discount for accessing tolled lanes. We establish that, in our formulation, Nash equilibrium flows always exist and can be computed or well approximated via convex programming. Our main result establishes a set of practically relevant conditions under which DBCP provably outperforms CBCP in inducing equilibrium outcomes that minimize a given societal cost, which encodes user cost reduction and toll revenue maximization. Finally, we validate our theoretical contributions via a case study of the 101 Express Lanes Project, a CBCP program implemented in the San Francisco Bay Area.

Chih-Yuan Chiu, Kshitij Kulkarni, Shankar Sastry

Causal phenomena associated with rare events occur across a wide range of engineering problems, such as risk-sensitive safety analysis, accident analysis and prevention, and extreme value theory. However, current methods for causal discovery are often unable to uncover causal links, between random variables in a dynamic setting, that manifest only when the variables first experience low-probability realizations. To address this issue, we introduce a novel statistical independence test on data collected from time-invariant dynamical systems in which rare but consequential events occur. In particular, we exploit the time-invariance of the underlying data to construct a superimposed dataset of the system state before rare events happen at different timesteps. We then design a conditional independence test on the reorganized data. We provide non-asymptotic sample complexity bounds for the consistency of our method, and validate its performance across various simulated and real-world datasets, including incident data collected from the Caltrans Performance Measurement System (PeMS). Code containing the datasets and experiments is publicly available.

Druv Pai, Michael Psenka, Chih-Yuan Chiu et al.

We consider the problem of learning discriminative representations for data in a high-dimensional space with distribution supported on or around multiple low-dimensional linear subspaces. That is, we wish to compute a linear injective map of the data such that the features lie on multiple orthogonal subspaces. Instead of treating this learning problem using multiple PCAs, we cast it as a sequential game using the closed-loop transcription (CTRL) framework recently proposed for learning discriminative and generative representations for general low-dimensional submanifolds. We prove that the equilibrium solutions to the game indeed give correct representations. Our approach unifies classical methods of learning subspaces with modern deep learning practice, by showing that subspace learning problems may be provably solved using the modern toolkit of representation learning. In addition, our work provides the first theoretical justification for the CTRL framework, in the important case of linear subspaces. We support our theoretical findings with compelling empirical evidence. We also generalize the sequential game formulation to more general representation learning problems. Our code, including methods for easy reproduction of experimental results, is publically available on GitHub.

Chih-Yuan Chiu, Sarah H. Q. Li, Bryce L. Ferguson

In network congestion games, system operators often utilize latency models, estimated from real-world traffic flow and travel time data, to design monetary incentives which steer equilibrium user behaviors towards lowering system-wide latency. This work studies the impact of latency model uncertainty when designing incentives in non-atomic network congestion games. Our approach leverages distributionally robust optimization (DRO), which captures data-driven uncertainty in latency models by considering worst-case distribution shifts. We prove that, under mild and practically relevant assumptions, the distributionally robust tolling problem in single origin-destination, affine-latency congestion games can be solved via convex programming. Numerical simulations illustrate that tolls designed to be distributionally robust against unknown disturbances can outperform tolls designed using fixed, nominal disturbance models in minimizing system-wide latency.

Shuyu Zhan, Chih-Yuan Chiu, Antoine P. Leeman et al.

We propose a novel framework for robust dynamic games with nonlinear dynamics corrupted by state-dependent additive noise, and nonlinear agent-specific and shared constraints. Leveraging system-level synthesis (SLS), each agent designs a nominal trajectory and a causal affine error feedback law to minimize their own cost while ensuring that its own constraints and the shared constraints are satisfied, even under worst-case noise realizations. Building on these nonlinear safety certificates, we define the novel notion of a robustly constrained Nash equilibrium (RCNE). We then present an Iterative Best Response (IBR)-based algorithm that iteratively refines the optimal trajectory and controller for each agent until approximate convergence to the RCNE. We evaluated our method on simulations and hardware experiments involving large numbers of robots with high-dimensional nonlinear dynamics, as well as state-dependent dynamics noise. Across all experiment settings, our method generated trajectory rollouts which robustly avoid collisions, while a baseline game-theoretic algorithm for producing open-loop motion plans failed to generate trajectories that satisfy constraints.

Brendan Gould, Chih-Yuan Chiu, Antoine P. Leeman et al.

We study the set of solutions to a parameterized, strongly convex optimization problem whose cost depends on uncertain, bounded parameters. We compute a certified outer approximation of the corresponding set of optimizers, using convergence properties of the projected gradient descent (PGD) algorithm for convex programs. Concretely, by treating the cost parameter as constant but unknown, we interpret the PGD iterates as an uncertain dynamical system and analyze its forward reachable sets. Since PGD converges exponentially to the unique optimizer for each fixed parameter, these reachable sets provide outer approximations of the optimizer set, with an explicit error bound that decays exponentially with the iteration count. We apply system-level synthesis (SLS) on the PGD dynamics to optimize the step-size sequence and obtain reachable-set over-approximations. Our method outperforms existing baselines in over-approximating, with low conservativeness, the minimizer sets of convex programs with uncertain costs and high-dimensional decision variables.

Zheng Qiu, Chih-Yuan Chiu, Glen Chou

We present an iterative active constraint learning (ACL) algorithm, within the learning from demonstrations (LfD) paradigm, which intelligently solicits informative demonstration trajectories for inferring an unknown constraint in the demonstrator's environment. Our approach iteratively trains a Gaussian process (GP) on the available demonstration dataset to represent the unknown constraints, uses the resulting GP posterior to query start/goal states, and generates informative demonstrations which are added to the dataset. Across simulation and hardware experiments using high-dimensional nonlinear dynamics and unknown nonlinear constraints, our method outperforms a baseline, random-sampling based method at accurately performing constraint inference from an iteratively generated set of sparse but informative demonstrations.

Zhouyu Zhang, Chih-Yuan Chiu, Glen Chou

We present an inverse dynamic game-based algorithm to learn parametric constraints from a given dataset of local generalized Nash equilibrium interactions between multiple agents. Specifically, we introduce mixed-integer linear programs (MILP) encoding the Karush-Kuhn-Tucker (KKT) conditions of the interacting agents, which recover constraints consistent with the Nash stationarity of the interaction demonstrations. We establish theoretical guarantees that our method learns inner approximations of the true safe and unsafe sets, as well as limitations of constraint learnability from demonstrations of Nash equilibrium interactions. We also use the interaction constraints recovered by our method to design motion plans that robustly satisfy the underlying constraints. Across simulations and hardware experiments, our methods proved capable of inferring constraints and designing interactive motion plans for various classes of constraints, both convex and non-convex, from interaction demonstrations of agents with nonlinear dynamics.

Chinmay Maheshwari, Chih-Yuan Chiu, Eric Mazumdar et al.

Min-max optimization is emerging as a key framework for analyzing problems of robustness to strategically and adversarially generated data. We propose a random reshuffling-based gradient free Optimistic Gradient Descent-Ascent algorithm for solving convex-concave min-max problems with finite sum structure. We prove that the algorithm enjoys the same convergence rate as that of zeroth-order algorithms for convex minimization problems. We further specialize the algorithm to solve distributionally robust, decision-dependent learning problems, where gradient information is not readily available. Through illustrative simulations, we observe that our proposed approach learns models that are simultaneously robust against adversarial distribution shifts and strategic decisions from the data sources, and outperforms existing methods from the strategic classification literature.

Forrest Laine, David Fridovich-Keil, Chih-Yuan Chiu et al.

We present the concept of a Generalized Feedback Nash Equilibrium (GFNE) in dynamic games, extending the Feedback Nash Equilibrium concept to games in which players are subject to state and input constraints. We formalize necessary and sufficient conditions for (local) GFNE solutions at the trajectory level, which enable the development of efficient numerical methods for their computation. Specifically, we propose a Newton-style method for finding game trajectories which satisfy necessary conditions for an equilibrium, which can then be checked against sufficiency conditions. We show that the evaluation of the necessary conditions in general requires computing a series of nested, implicitly-defined derivatives, which quickly becomes intractable. To this end, we introduce an approximation to the necessary conditions which is amenable to efficient evaluation, and in turn, computation of solutions. We term the solutions to the approximate necessary conditions Generalized Feedback Quasi-Nash Equilibria (GFQNE), and we introduce numerical methods for their computation. In particular, we develop a Sequential Linear-Quadratic Game approach, in which a LQ local approximation of the game is solved at each iteration. The development of this method relies on the ability to compute a GFNE to inequality- and equality-constrained LQ games, and therefore specific methods for the solution of these special cases are developed in detail. We demonstrate the effectiveness of the proposed solution approach on a dynamic game arising in an autonomous driving application.

Forrest Laine, David Fridovich-Keil, Chih-Yuan Chiu et al.

We present a novel method for handling uncertainty about the intentions of non-ego players in dynamic games, with application to motion planning for autonomous vehicles. Equilibria in these games explicitly account for interaction among other agents in the environment, such as drivers and pedestrians. Our method models the uncertainty about the intention of other agents by constructing multiple hypotheses about the objectives and constraints of other agents in the scene. For each candidate hypothesis, we associate a Bernoulli random variable representing the probability of that hypothesis, which may or may not be independent of the probability of other hypotheses. We leverage constraint asymmetries and feedback information patterns to incorporate the probabilities of hypotheses in a natural way. Specifically, increasing the probability associated with a given hypothesis from $0$ to $1$ shifts the responsibility of collision avoidance from the hypothesized agent to the ego agent. This method allows the generation of interactive trajectories for the ego agent, where the level of assertiveness or caution that the ego exhibits is directly related to the easy-to-model uncertainty it maintains about the scene.

Chih-Yuan Chiu, David Fridovich-Keil, Claire J. Tomlin

Robots deployed in real-world environments should operate safely in a robust manner. In scenarios where an "ego" agent navigates in an environment with multiple other "non-ego" agents, two modes of safety are commonly proposed -- adversarial robustness and probabilistic constraint satisfaction. However, while the former is generally computationally intractable and leads to overconservative solutions, the latter typically relies on strong distributional assumptions and ignores strategic coupling between agents. To avoid these drawbacks, we present a novel formulation of robustness within the framework of general-sum dynamic game theory, modeled on defensive driving. More precisely, we prepend an adversarial phase to the ego agent's cost function. That is, we prepend a time interval during which other agents are assumed to be temporarily distracted, in order to render the ego agent's equilibrium trajectory robust against other agents' potentially dangerous behavior during this time. We demonstrate the effectiveness of our new formulation in encoding safety via multiple traffic scenarios.