5.3LGFeb 7, 2023
Population-size-Aware Policy Optimization for Mean-Field GamesPengdeng Li, Xinrun Wang, Shuxin Li et al.
In this work, we attempt to bridge the two fields of finite-agent and infinite-agent games, by studying how the optimal policies of agents evolve with the number of agents (population size) in mean-field games, an agent-centric perspective in contrast to the existing works focusing typically on the convergence of the empirical distribution of the population. To this end, the premise is to obtain the optimal policies of a set of finite-agent games with different population sizes. However, either deriving the closed-form solution for each game is theoretically intractable, training a distinct policy for each game is computationally intensive, or directly applying the policy trained in a game to other games is sub-optimal. We address these challenges through the Population-size-Aware Policy Optimization (PAPO). Our contributions are three-fold. First, to efficiently generate efficient policies for games with different population sizes, we propose PAPO, which unifies two natural options (augmentation and hypernetwork) and achieves significantly better performance. PAPO consists of three components: i) the population-size encoding which transforms the original value of population size to an equivalent encoding to avoid training collapse, ii) a hypernetwork to generate a distinct policy for each game conditioned on the population size, and iii) the population size as an additional input to the generated policy. Next, we construct a multi-task-based training procedure to efficiently train the neural networks of PAPO by sampling data from multiple games with different population sizes. Finally, extensive experiments on multiple environments show the significant superiority of PAPO over baselines, and the analysis of the evolution of the generated policies further deepens our understanding of the two fields of finite-agent and infinite-agent games.
Offline Equilibrium FindingShuxin Li, Xinrun Wang, Youzhi Zhang et al.
Offline reinforcement learning (offline RL) is an emerging field that has recently begun gaining attention across various application domains due to its ability to learn strategies from earlier collected datasets. Offline RL proved very successful, paving a path to solving previously intractable real-world problems, and we aim to generalize this paradigm to a multiplayer-game setting. To this end, we introduce a problem of offline equilibrium finding (OEF) and construct multiple types of datasets across a wide range of games using several established methods. To solve the OEF problem, we design a model-based framework that can directly apply any online equilibrium finding algorithm to the OEF setting while making minimal changes. The three most prominent contemporary online equilibrium finding algorithms are adapted to the context of OEF, creating three model-based variants: OEF-PSRO and OEF-CFR, which generalize the widely-used algorithms PSRO and Deep CFR to compute Nash equilibria (NEs), and OEF-JPSRO, which generalizes the JPSRO to calculate (Coarse) Correlated equilibria ((C)CEs). We also combine the behavior cloning policy with the model-based policy to further improve the performance and provide a theoretical guarantee of the solution quality. Extensive experimental results demonstrate the superiority of our approach over offline RL algorithms and the importance of using model-based methods for OEF problems. We hope our work will contribute to advancing research in large-scale equilibrium finding.
4.6LGJul 17, 2024
A Novel GAN Approach to Augment Limited Tabular Data for Short-Term Substance Use PredictionNguyen Thach, Patrick Habecker, Bergen Johnston et al.
Substance use is a global issue that negatively impacts millions of persons who use drugs (PWUDs). In practice, identifying vulnerable PWUDs for efficient allocation of appropriate resources is challenging due to their complex use patterns (e.g., their tendency to change usage within months) and the high acquisition costs for collecting PWUD-focused substance use data. Thus, there has been a paucity of machine learning models for accurately predicting short-term substance use behaviors of PWUDs. In this paper, using longitudinal survey data of 258 PWUDs in the U.S. Great Plains collected by our team, we design a novel GAN that deals with high-dimensional low-sample-size tabular data and survey skip logic to augment existing data to improve classification models' prediction on (A) whether the PWUDs would increase usage and (B) at which ordinal frequency they would use a particular drug within the next 12 months. Our evaluation results show that, when trained on augmented data from our proposed GAN, the classification models improve their predictive performance (AUROC) by up to 13.4% in Problem (A) and 15.8% in Problem (B) for usage of marijuana, meth, amphetamines, and cocaine, which outperform state-of-the-art generative models.
6.6GTMay 2
Strategyproof Facility Location with Prediction: Minimizing the Maximum CostHau Chan, Jianan Lin, Chenhao Wang
We study the mechanism design problem of facility location on a metric space in the learning-augmented framework, where mechanisms have access to imperfect predictions of the optimal facility locations. Our objective is to design strategyproof (SP) mechanisms that truthfully elicit agents' preferences over facility locations and, using the given prediction, select a facility location that approximately minimizes the maximum cost among all agents. In particular, we seek SP mechanisms whose approximation guarantees depend on the prediction error: they should achieve improved performance when the prediction is accurate (the property of \emph{consistency}) while still ensuring strong worst-case guarantees when the prediction is arbitrarily inaccurate (the property of \emph{robustness}). On the real line, we characterize all deterministic SP mechanisms with consistency strictly better than 2 and bounded robustness for the maximum cost. We show that any such mechanism must coincide with the MinMaxP mechanism, which returns the prediction if it lies between the two extreme agent locations and otherwise returns the agent location closest to the prediction. For any prediction error $η\ge 0$, we prove that MinMaxP achieves a $(1+\min(1, η))$-approximation and that no deterministic SP mechanism can obtain a better approximation ratio. In addition, for two-dimensional spaces with the $\ell_p$ distance, we analyze the approximation guarantees of a deterministic mechanism that applies MinMaxP independently on each coordinate, as well as a randomized mechanism that selects between two deterministic mechanisms with carefully chosen probabilities. We further extend these results to the $L_p$-norm social cost objective on the line metric and the maximum cost objective on the tree metric. Finally, we examine the group strategyproofness of the mechanisms.
Grasper: A Generalist Pursuer for Pursuit-Evasion ProblemsPengdeng Li, Shuxin Li, Xinrun Wang et al.
Pursuit-evasion games (PEGs) model interactions between a team of pursuers and an evader in graph-based environments such as urban street networks. Recent advancements have demonstrated the effectiveness of the pre-training and fine-tuning paradigm in PSRO to improve scalability in solving large-scale PEGs. However, these methods primarily focus on specific PEGs with fixed initial conditions that may vary substantially in real-world scenarios, which significantly hinders the applicability of the traditional methods. To address this issue, we introduce Grasper, a GeneRAlist purSuer for Pursuit-Evasion pRoblems, capable of efficiently generating pursuer policies tailored to specific PEGs. Our contributions are threefold: First, we present a novel architecture that offers high-quality solutions for diverse PEGs, comprising critical components such as (i) a graph neural network (GNN) to encode PEGs into hidden vectors, and (ii) a hypernetwork to generate pursuer policies based on these hidden vectors. As a second contribution, we develop an efficient three-stage training method involving (i) a pre-pretraining stage for learning robust PEG representations through self-supervised graph learning techniques like GraphMAE, (ii) a pre-training stage utilizing heuristic-guided multi-task pre-training (HMP) where heuristic-derived reference policies (e.g., through Dijkstra's algorithm) regularize pursuer policies, and (iii) a fine-tuning stage that employs PSRO to generate pursuer policies on designated PEGs. Finally, we perform extensive experiments on synthetic and real-world maps, showcasing Grasper's significant superiority over baselines in terms of solution quality and generalizability. We demonstrate that Grasper provides a versatile approach for solving pursuit-evasion problems across a broad range of scenarios, enabling practical deployment in real-world situations.
5.8AIApr 17, 2024
Self-adaptive PSRO: Towards an Automatic Population-based Game SolverPengdeng Li, Shuxin Li, Chang Yang et al.
Policy-Space Response Oracles (PSRO) as a general algorithmic framework has achieved state-of-the-art performance in learning equilibrium policies of two-player zero-sum games. However, the hand-crafted hyperparameter value selection in most of the existing works requires extensive domain knowledge, forming the main barrier to applying PSRO to different games. In this work, we make the first attempt to investigate the possibility of self-adaptively determining the optimal hyperparameter values in the PSRO framework. Our contributions are three-fold: (1) Using several hyperparameters, we propose a parametric PSRO that unifies the gradient descent ascent (GDA) and different PSRO variants. (2) We propose the self-adaptive PSRO (SPSRO) by casting the hyperparameter value selection of the parametric PSRO as a hyperparameter optimization (HPO) problem where our objective is to learn an HPO policy that can self-adaptively determine the optimal hyperparameter values during the running of the parametric PSRO. (3) To overcome the poor performance of online HPO methods, we propose a novel offline HPO approach to optimize the HPO policy based on the Transformer architecture. Experiments on various two-player zero-sum games demonstrate the superiority of SPSRO over different baselines.
Configurable Mirror Descent: Towards a Unification of Decision MakingPengdeng Li, Shuxin Li, Chang Yang et al.
Decision-making problems, categorized as single-agent, e.g., Atari, cooperative multi-agent, e.g., Hanabi, competitive multi-agent, e.g., Hold'em poker, and mixed cooperative and competitive, e.g., football, are ubiquitous in the real world. Various methods are proposed to address the specific decision-making problems. Despite the successes in specific categories, these methods typically evolve independently and cannot generalize to other categories. Therefore, a fundamental question for decision-making is: \emph{Can we develop \textbf{a single algorithm} to tackle \textbf{ALL} categories of decision-making problems?} There are several main challenges to address this question: i) different decision-making categories involve different numbers of agents and different relationships between agents, ii) different categories have different solution concepts and evaluation measures, and iii) there lacks a comprehensive benchmark covering all the categories. This work presents a preliminary attempt to address the question with three main contributions. i) We propose the generalized mirror descent (GMD), a generalization of MD variants, which considers multiple historical policies and works with a broader class of Bregman divergences. ii) We propose the configurable mirror descent (CMD) where a meta-controller is introduced to dynamically adjust the hyper-parameters in GMD conditional on the evaluation measures. iii) We construct the \textsc{GameBench} with 15 academic-friendly games across different decision-making categories. Extensive experiments demonstrate that CMD achieves empirically competitive or better outcomes compared to baselines while providing the capability of exploring diverse dimensions of decision making.
4.1LGMar 12, 2025
Large Language Models for Multi-Facility Location Mechanism DesignNguyen Thach, Fei Liu, Houyu Zhou et al.
Designing strategyproof mechanisms for multi-facility location that optimize social costs based on agent preferences had been challenging due to the extensive domain knowledge required and poor worst-case guarantees. Recently, deep learning models have been proposed as alternatives. However, these models require some domain knowledge and extensive hyperparameter tuning as well as lacking interpretability, which is crucial in practice when transparency of the learned mechanisms is mandatory. In this paper, we introduce a novel approach, named LLMMech, that addresses these limitations by incorporating large language models (LLMs) into an evolutionary framework for generating interpretable, hyperparameter-free, empirically strategyproof, and nearly optimal mechanisms. Our experimental results, evaluated on various problem settings where the social cost is arbitrarily weighted across agents and the agent preferences may not be uniformly distributed, demonstrate that the LLM-generated mechanisms generally outperform existing handcrafted baselines and deep learning models. Furthermore, the mechanisms exhibit impressive generalizability to out-of-distribution agent preferences and to larger instances with more agents.
12.8ROMar 23, 2021
Multi-Robot Task Allocation -- Complexity and ApproximationHaris Aziz, Hau Chan, Ágnes Cseh et al.
Multi-robot task allocation is one of the most fundamental classes of problems in robotics and is crucial for various real-world robotic applications such as search, rescue and area exploration. We consider the Single-Task robots and Multi-Robot tasks Instantaneous Assignment (ST-MR-IA) setting where each task requires at least a certain number of robots and each robot can work on at most one task and incurs an operational cost for each task. Our aim is to consider a natural computational problem of allocating robots to complete the maximum number of tasks subject to budget constraints. We consider budget constraints of three different kinds: (1) total budget, (2) task budget, and (3) robot budget. We provide a detailed complexity analysis including results on approximations as well as polynomial-time algorithms for the general setting and important restricted settings.
Maximizing approximately k-submodular functionsLeqian Zheng, Hau Chan, Grigorios Loukides et al.
We introduce the problem of maximizing approximately $k$-submodular functions subject to size constraints. In this problem, one seeks to select $k$-disjoint subsets of a ground set with bounded total size or individual sizes, and maximum utility, given by a function that is "close" to being $k$-submodular. The problem finds applications in tasks such as sensor placement, where one wishes to install $k$ types of sensors whose measurements are noisy, and influence maximization, where one seeks to advertise $k$ topics to users of a social network whose level of influence is uncertain. To deal with the problem, we first provide two natural definitions for approximately $k$-submodular functions and establish a hierarchical relationship between them. Next, we show that simple greedy algorithms offer approximation guarantees for different types of size constraints. Last, we demonstrate experimentally that the greedy algorithms are effective in sensor placement and influence maximization problems.
8.6GTNov 22, 2019
Facility Location Problem with Capacity Constraints: Algorithmic and Mechanism Design PerspectivesHaris Aziz, Hau Chan, Barton E. Lee et al.
We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove that the corresponding optimization problem, where the goal is to locate facilities to minimize either the total cost to all agents or the maximum cost of any agent is NP-hard. However, we show that the problem is fixed-parameter tractable, and the optimal solution can be computed in polynomial time whenever the number of facilities is bounded, or when all facilities have identical capacities. We then consider the problem from a mechanism design perspective where the agents are strategic and need not reveal their true locations. We show that several natural mechanisms studied in the uncapacitated setting either lose strategyproofness or a bound on the solution quality for the total or maximum cost objective. We then propose new mechanisms that are strategyproof and achieve approximation guarantees that almost match the lower bounds.
8.6GTJun 4, 2018
The Capacity Constrained Facility Location problemHaris Aziz, Hau Chan, Barton E. Lee et al.
We initiate the study of the capacity constrained facility location problem from a mechanism design perspective. The capacity constrained setting leads to a new strategic environment where a facility serves a subset of the population, which is endogenously determined by the ex-post Nash equilibrium of an induced subgame and is not directly controlled by the mechanism designer. Our focus is on mechanisms that are ex-post dominant-strategy incentive compatible (DIC) at the reporting stage. We provide a complete characterization of DIC mechanisms via the family of Generalized Median Mechanisms (GMMs). In general, the social welfare optimal mechanism is not DIC. Adopting the worst-case approximation measure, we attain tight lower bounds on the approximation ratio of any DIC mechanism. The well-known median mechanism is shown to be optimal among the family of DIC mechanisms for certain capacity ranges. Surprisingly, the framework we introduce provides a new characterization for the family of GMMs, and is responsive to gaps in the current social choice literature highlighted by Border and Jordan (1983) and Barbar{à}, Mass{ó} and Serizawa (1998).
9.1AIJan 30, 2016
Using Social Networks to Aid Homeless Shelters: Dynamic Influence Maximization under Uncertainty - An Extended VersionAmulya Yadav, Hau Chan, Albert Jiang et al.
This paper presents HEALER, a software agent that recommends sequential intervention plans for use by homeless shelters, who organize these interventions to raise awareness about HIV among homeless youth. HEALER's sequential plans (built using knowledge of social networks of homeless youth) choose intervention participants strategically to maximize influence spread, while reasoning about uncertainties in the network. While previous work presents influence maximizing techniques to choose intervention participants, they do not address three real-world issues: (i) they completely fail to scale up to real-world sizes; (ii) they do not handle deviations in execution of intervention plans; (iii) constructing real-world social networks is an expensive process. HEALER handles these issues via four major contributions: (i) HEALER casts this influence maximization problem as a POMDP and solves it using a novel planner which scales up to previously unsolvable real-world sizes; (ii) HEALER allows shelter officials to modify its recommendations, and updates its future plans in a deviation-tolerant manner; (iii) HEALER constructs social networks of homeless youth at low cost, using a Facebook application. Finally, (iv) we show hardness results for the problem that HEALER solves. HEALER will be deployed in the real world in early Spring 2016 and is currently undergoing testing at a homeless shelter.
5.1GTOct 16, 2012
Interdependent Defense Games: Modeling Interdependent Security under Deliberate AttacksHau Chan, Michael Ceyko, Luis E. Ortiz
We propose interdependent defense (IDD) games, a computational game-theoretic framework to study aspects of the interdependence of risk and security in multi-agent systems under deliberate external attacks. Our model builds upon interdependent security (IDS) games, a model due to Heal and Kunreuther that considers the source of the risk to be the result of a fixed randomizedstrategy. We adapt IDS games to model the attacker's deliberate behavior. We define the attacker's pure-strategy space and utility function and derive appropriate cost functions for the defenders. We provide a complete characterization of mixed-strategy Nash equilibria (MSNE), and design a simple polynomial-time algorithm for computing all of them, for an important subclass of IDD games. In addition, we propose a randominstance generator of (general) IDD games based on a version of the real-world Internet-derived Autonomous Systems (AS) graph (with around 27K nodes and 100K edges), and present promising empirical results using a simple learning heuristics to compute (approximate) MSNE in such games.