James R. Wright

Revan MacQueen, James R. Wright

Self-play is a technique for machine learning in multi-agent systems where a learning algorithm learns by interacting with copies of itself. Self-play is useful for generating large quantities of data for learning, but has the drawback that the agents the learner will face post-training may have dramatically different behavior than the learner came to expect by interacting with itself. For the special case of two-player constant-sum games, self-play that reaches Nash equilibrium is guaranteed to produce strategies that perform well against any post-training opponent; however, no such guarantee exists for multiplayer games. We show that in games that approximately decompose into a set of two-player constant-sum games (called constant-sum polymatrix games) where global $ε$-Nash equilibria are boundedly far from Nash equilibria in each subgame (called subgame stability), any no-external-regret algorithm that learns by self-play will produce a strategy with bounded vulnerability. For the first time, our results identify a structural property of multiplayer games that enable performance guarantees for the strategies produced by a broad class of self-play algorithms. We demonstrate our findings through experiments on Leduc poker.

Bahar Boroomand, James R. Wright

Recommender systems play a critical role in enhancing user experience by providing personalized suggestions based on user preferences. Traditional approaches often rely on explicit numerical ratings or assume access to fully ranked lists of items. However, ratings frequently fail to capture true preferences due to users' behavioral biases and subjective interpretations of rating scales, while eliciting full rankings is demanding and impractical. To overcome these limitations, we propose a generalized utility-based framework that learns preferences from simple and intuitive pairwise comparisons. Our approach is model-agnostic and designed to optimize for arbitrary, task-specific utility functions, allowing the system's objective to be explicitly aligned with the definition of a high-quality outcome in any given application. A central contribution of our work is a novel utility-based active sampling strategy for preference elicitation. This method selects queries that are expected to provide the greatest improvement to the utility of the final recommended outcome. We ground our preference model in the probabilistic Plackett-Luce framework for pairwise data. To demonstrate the versatility of our approach, we present two distinct experiments: first, an implementation using matrix factorization for a classic movie recommendation task, and second, an implementation using a neural network for a complex candidate selection scenario in university admissions. Experimental results demonstrate that our framework provides a more accurate, data-efficient, and user-centric paradigm for personalized ranking.

David Sychrovský, Christopher Solinas, Revan MacQueen et al.

Nash equilibrium is perhaps the best-known solution concept in game theory. Such a solution assigns a strategy to each player which offers no incentive to unilaterally deviate. While a Nash equilibrium is guaranteed to always exist, the problem of finding one in general-sum games is PPAD-complete, generally considered intractable. Regret minimization is an efficient framework for approximating Nash equilibria in two-player zero-sum games. However, in general-sum games, such algorithms are only guaranteed to converge to a coarse-correlated equilibrium (CCE), a solution concept where players can correlate their strategies. In this work, we use meta-learning to minimize the correlations in strategies produced by a regret minimizer. This encourages the regret minimizer to find strategies that are closer to a Nash equilibrium. The meta-learned regret minimizer is still guaranteed to converge to a CCE, but we give a bound on the distance to Nash equilibrium in terms of our meta-loss. We evaluate our approach in general-sum imperfect information games. Our algorithms provide significantly better approximations of Nash equilibria than state-of-the-art regret minimization techniques.

Greg d'Eon, Jason d'Eon, James R. Wright et al.

Supervised learning models often make systematic errors on rare subsets of the data. When these subsets correspond to explicit labels in the data (e.g., gender, race) such poor performance can be identified straightforwardly. This paper introduces a method for discovering systematic errors that do not correspond to such explicitly labelled subgroups. The key idea is that similar inputs tend to have similar representations in the final hidden layer of a neural network. We leverage this structure by "shining a spotlight" on this representation space to find contiguous regions where the model performs poorly. We show that the spotlight surfaces semantically meaningful areas of weakness in a wide variety of existing models spanning computer vision, NLP, and recommender systems.

Revan MacQueen, Natalie Bombardieri, James R. Wright et al.

Malware attacks are costly. To mitigate against such attacks, organizations deploy malware detection tools that help them detect and eventually resolve those threats. While running only the best available tool does not provide enough coverage of the potential attacks, running all available tools is prohibitively expensive in terms of financial cost and computing resources. Therefore, an organization typically runs a set of tools that maximizes their coverage given a limited budget. However, how should an organization choose that set? Attackers are strategic, and will change their behavior to preferentially exploit the gaps left by a deterministic choice of tools. To avoid leaving such easily-exploited gaps, the defender must choose a random set. In this paper, we present an approach to compute an optimal randomization over size-bounded sets of available security analysis tools by modeling the relationship between attackers and security analysts as a leader-follower Stackelberg security game. We estimate the parameters of our model by combining the information from the VirusTotal dataset with the more detailed reports from the National Vulnerability Database. In an empirical comparison, our approach outperforms a set of natural baselines under a wide range of assumptions.

Ryan D'Orazio, Dustin Morrill, James R. Wright et al.

Function approximation is a powerful approach for structuring large decision problems that has facilitated great achievements in the areas of reinforcement learning and game playing. Regression counterfactual regret minimization (RCFR) is a simple algorithm for approximately solving imperfect information games with normalized rectified linear unit (ReLU) parameterized policies. In contrast, the more conventional softmax parameterization is standard in the field of reinforcement learning and yields a regret bound with a better dependence on the number of actions. We derive approximation error-aware regret bounds for $(Φ, f)$-regret matching, which applies to a general class of link functions and regret objectives. These bounds recover a tighter bound for RCFR and provide a theoretical justification for RCFR implementations with alternative policy parameterizations ($f$-RCFR), including softmax. We provide exploitability bounds for $f$-RCFR with the polynomial and exponential link functions in zero-sum imperfect information games and examine empirically how the link function interacts with the severity of the approximation. We find that the previously studied ReLU parameterization performs better when the approximation error is small while the softmax parameterization can perform better when the approximation error is large.

Ryan D'Orazio, Dustin Morrill, James R. Wright

A dominant approach to solving large imperfect-information games is Counterfactural Regret Minimization (CFR). In CFR, many regret minimization problems are combined to solve the game. For very large games, abstraction is typically needed to render CFR tractable. Abstractions are often manually tuned, possibly removing important strategic differences in the full game and harming performance. Function approximation provides a natural solution to finding good abstractions to approximate the full game. A common approach to incorporating function approximation is to learn the inputs needed for a regret minimizing algorithm, allowing for generalization across many regret minimization problems. This paper gives regret bounds when a regret minimizing algorithm uses estimates instead of true values. This form of analysis is the first to generalize to a larger class of $(Φ, f)$-regret matching algorithms, and includes different forms of regret such as swap, internal, and external regret. We demonstrate how these results give a slightly tighter bound for Regression Regret-Matching (RRM), and present a novel bound for combining regression with Hedge.