CSCI 3210: Computational Game Theory Graphical Games Ref: [AGT] Ch - - PDF document

csci 3210 computational game theory graphical games
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CSCI 3210: Computational Game Theory Graphical Games Ref: [AGT] Ch - - PDF document

4/16/18 CSCI 3210: Computational Game Theory Graphical Games Ref: [AGT] Ch 7 https://www.cis.upenn.edu/~mkearns/papers/agt-kearns.pdf Mohammad T . Irfan Email: mirfan@bowdoin.edu Web: www.bowdoin.edu/~mirfan Course Website:


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CSCI 3210: Computational Game Theory

Mohammad T . Irfan Email: mirfan@bowdoin.edu Web: www.bowdoin.edu/~mirfan Course Website: www.bowdoin.edu/~mirfan/CSCI-3210.html

Graphical Games

Ref: [AGT] Ch 7

https://www.cis.upenn.edu/~mkearns/papers/agt-kearns.pdf

Usual games vs. graphical games

u Usual games

u The games we've seen so far u Representation size: O(n mn) [normal form]

u n = # of players, m = # of actions u A player's payoff is specified for each joint action

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Usual games vs. graphical games

u Graphical games

u There's a graph/network u A player's payoff is directly determined by its

neighbors' actions as well as its own action

u Representation size (in normal form):

O(n md+1) + size of the graph

u d is the max degree of a node

Example: threshold game of complements

u Binary actions: {0, 1} u Player (node) i chooses 1 if at least ti

neighbors choose 1

u Player i chooses 0, if less than ti neighbors

choose 1

4

A pure-strategy NE when all ti’s are 2

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Example: threshold game of complements

u Another possible NE u Can we turn any of the 0s into 1 and still

maintain NE?

5

Another NE when all ti’s are 2

How to specify such a game?

u Graph/network u Players: n players, each a node u Actions: binary actions {0, 1}

u Player i's action, ai {0, 1}

u Payoffs:

u Player (node) i chooses 1 if at least ti neighbors

choose 1

u Player i chooses 0, if less than ti neighbors choose 1 u Player i's payoff function =

u What is the representation size here? ∈ ai aj

j:neighbor of i

" # $ $ % & ' '−ti +ε " # $ $ % & ' '

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Representation size (comparison)

u Games in normal form

u O(n mn)

u Graphical games in normal form

u O(n md+1) + size of the graph u Each node has a payoff matrix u Great when d << n

u Graphical games in parametric form

u O(n) + size of the graph

Increasing size

Pure-strategy NE computation

In tree graphical games

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Problem specification

u Input: A graphical game in normal form

u A tree graph u Each node/player's payoff matrix is specified w.r.t.

the neighborhood joint actions

u Here, neighborhood contains the player itself

u Want: all pure-strategy NE

u Variant: want one pure-strategy NE

TreeNash algorithm

u A two-pass algorithm u Message passing using dynamic programming u First pass: explore "feasible" pure strategies u Second pass: find pure-strategy NE

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TreeNash: downstream pass

u T(v, w): Message that node V sends

down to W, parameterized by all possible pure strategies v and w of V and W, resp.

u T(v, w) = 1 iff there exists an

“upstream NE” from V, consistent with v and w

u The node V and all the nodes upstream

from V are "happy" (W may be unhappy) u T(v, w) = 0 o.w.

U1 Uk U2 L Upstream(V)

T(v,w)

v w OK?

1 1 1 1 1 1 1

e.g.

TreeNash: downstream pass (cont...)

u T(v, w) = 1 iff there exist actions

u1, u2, ... of V's parents U1, U2, ... such that

1.

T(ui, v) = 1, for all parents Ui of V

2.

v is node V's BR when node W plays w and parents play u1, u2, ...

V to W: I'm OK playing v if you play w Every parent Ui to V: We're OK playing ui if you play v Such a (u1, u2, ... ) is a witness vector to T(v, w) = 1

U1 Uk U2 L Upstream(V)

T(v,w)

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TreeNash: upstream pass

u W commands to each parent V:

I'm playing w, you play v

u Will lead to a NE, as per the tables

u V gets the command v,

checks witness(es) to T(v,w) = 1, commands parents U1, U2, ... to play as per the witness vector

u Commands propagate upward

Play(w,v)

U1 Uk U2 L Upstream(V)

Illustration of TreeNash algorithm

u Threshold games of complement

u ti = ½|Ni|

u Want: all pure-strategy NE u Downstream pass

u O(n d 2d) or O(n 2d) with better d.s. u Reason: T(u1, v) = 1 iff there exist

actions x1, x2, ... of U1's parents X1, X2, ... such that (1)... and (2)...

u Existence check: O(2d)

U1 L3

(0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) {(0,0)} (1,0) {(1,1)} (0,1) {(0,0)} (1,1) {(1,1)}

L1 L2 L4

(0,0) {(0,0), (1,0)} (0,1) {(0,0)} (1,0) {(1,1)} (1,1) {(0,1), (1,1)} (0) {(0,0)} (1) {(0,1), (1,0), (1,1)} witness vector

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(0,0) { } (1,1) { }

Illustration (cont…)

u Upstream pass

u Nodes send command upward

(e.g. I’m playing 1, you play 0)

u Each pure-strategy NE in O(n d)

1

U1 L3

(0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) {(0,0)} (1,0) {(1,1)} (0,1) {(0,0)} (1,1) {(1,1)}

L1 L2 L4

(0,0) {(0,0), (1,0)} (0,1) {(0,0)} (1,0) {(1,1)} (1,1) {(0,1), (1,1)} (0) {(0,0)} (1) {(0,1), (1,0), (1,1)}

1

(0,0) { } (1,1) { }

Illustration (cont…)

u Upstream pass

u Nodes send command upward

(e.g. I’m playing 1, you play 0)

u Each pure-strategy NE in O(n d)

1

U1 L3

(0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) {(0,0)} (1,0) {(1,1)} (0,1) {(0,0)} (1,1) {(1,1)}

L1 L2 L4

(0,0) {(0,0), (1,0)} (0,1) {(0,0)} (1,0) {(1,1)} (1,1) {(0,1), (1,1)} (0) {(0,0)} (1) {(0,1), (1,0), (1,1)}

1 1 1 1

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(0,0) { } (1,1) { }

Illustration (cont…)

u Upstream pass

u Nodes send command upward

(e.g. I’m playing 1, you play 0)

u Each pure-strategy NE in O(n d)

1

U1 L3

(0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) { } (1,1) { } (0,0) {(0,0)} (1,0) {(1,1)} (0,1) {(0,0)} (1,1) {(1,1)}

L1 L2 L4

(0,0) {(0,0), (1,0)} (0,1) {(0,0)} (1,0) {(1,1)} (1,1) {(0,1), (1,1)} (0) {(0,0)} (1) {(0,1), (1,0), (1,1)}

1 1 1 1 1 1 1

Running time

u Total running time to compute one pure-

strategy NE

u O(n 2d + n d)

u Each additional pure-strategy NE: O(n d)

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Mixed-strategy NE

u Binary action u Probabilities: [0,1] u Message from U to V: May exist infinite

number of probabilities (u,v) s.t. T(u,v) = 1

u Good news: These probabilities can be

represented as unions of axis-aligned rectangles within [0,1]x[0,1]

u Bad news: The number of rectangles

exponentially blow up as we go down stream to root!

u Result: exponential time TreeNash algorithm

for MSNE

Approximation algorithm (ε-NE)

u Joint mixed strategy such that nobody gains

more than ε by unilateral deviation

u Every player plays ε-best response

u A strategy is ε-BR if it's not more than ε worse than

the actual BR u p* is an ε-NE iff every player i's expected

payoff ui(pi

*, p-i *) satisfies:

u 0-NE is what we call NE

ui( pi

*, p−i * )+ε ≥ max ai

ui(ai, p−i

* )

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Technique

u Discretize the mixed strategy of every player u How many grid points? Relation with ε? u How does the grid size affect computation? u Different grid size for different players?

1 .2 .4 .6 .8 1 τ 2τ ... ... Grid size = 1/τ

Approximate TreeNash

u T(v, w): v is V's probability in

the grid, w is W's prob. in grid

u Size of T(v, w) = (1/τ)2 u Algorithm remains the same u Running time: O(n (1/τ2)d)

u Reason: T(v, w) = 1 iff there exist

grid pt u1, u2, ... of V's parents U1, U2, ... such that (1)... and (2)...

u Existence check (brute force):

O((1/τ2)d)

u Question

u Relation between τ and ε for ε-NE?

U1 Uk U2 L Upstream(V)

T(v,w)

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Kearns, Littman, Singh (2001)

Link: http://www.cis.upenn.edu/~mkearns/ papers/graphgames.pdf

Kearns, Littman, Singh (2001)

u ...

u Running time (downstream):

O(n (1/τ2)d)

u Is it a polynomial-time algorithm?

u Representation size: O(n md+1) [here m = 2]

k = # of parents

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Luis Ortiz (2002)

u For an ε-NE, we only require

τ <= ε/(4d)

u Calculate the running time of TreeNash u Link:

http://www.cis.upenn.edu/~mkearns/ teaching/cgt/revised_approx_bnd.pdf

Ortiz & self (AAAI 2017)

u Discretize both probability space and payoff

space

u A different algorithm: polynomial in the

input size and 1/ε

u Such algorithms are known as Fully Polynomial

Time Approximation Scheme (FPTAS) u Link:

http://www.bowdoin.edu/~mirfan/papers/ Ortiz_Irfan_AAAI17_Tractable_Algorithms_for _Approximate_Nash_Equilibria.pdf

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Open Problems

u Efficient algorithms for exact NE

computation in trees [polynomial in n and 2d is fine]

u Or prove that it is PPAD-hard u Negative result: No 2-pass dynamic programming

will succeed [Elkind et al., 2006]