摘要翻译:
我们研究了上下文搜索,这是二分搜索在更高维的推广,它捕获了基于特征的动态定价等设置。这个问题的标准博弈论公式假定代理人按照特定的行为模型行事。然而,在实践中,一些代理人可能不认同主导行为模型,或者可能以似乎任意不合理的方式行事。现有的算法在很大程度上依赖于行为模型对所有Agent(近似)准确,并且在存在少数这样任意不合理的Agent时性能很差。当一些智能体的行为方式与潜在的行为模型不一致时,我们开始了上下文搜索的研究。特别地,我们给出了两种算法,一种是基于多维二分搜索的算法,一种是基于梯度下降的算法。我们证明了这些算法在不存在非理性代理的情况下都能获得近似最优的后悔保证,并且它们的性能随非理性代理数量的增加而下降,为任何对抗噪声模型中的上下文搜索提供了第一个结果。我们的技术从学习理论、博弈论、高维几何和凸分析中获得灵感。
---
英文标题:
《Contextual Search in the Presence of Irrational Agents》
---
作者:
Akshay Krishnamurthy, Thodoris Lykouris, Chara Podimata, and Robert
Schapire
---
最新提交年份:
2021
---
分类信息:
一级分类:Computer Science 计算机科学
二级分类:Machine Learning
机器学习
分类描述:Papers on all aspects of machine learning research (supervised, unsupervised, reinforcement learning, bandit problems, and so on) including also robustness, explanation, fairness, and methodology. cs.LG is also an appropriate primary category for applications of machine learning methods.
关于机器学习研究的所有方面的论文(有监督的,无监督的,强化学习,强盗问题,等等),包括健壮性,解释性,公平性和方法论。对于机器学习方法的应用,CS.LG也是一个合适的主要类别。
--
一级分类:Computer Science 计算机科学
二级分类:Data Structures and Algorithms 数据结构与算法
分类描述:Covers data structures and analysis of algorithms. Roughly includes material in ACM Subject Classes E.1, E.2, F.2.1, and F.2.2.
涵盖数据结构和算法分析。大致包括ACM学科类E.1、E.2、F.2.1和F.2.2中的材料。
--
一级分类:Computer Science 计算机科学
二级分类:Computer Science and Game Theory 计算机科学与博弈论
分类描述:Covers all theoretical and applied aspects at the intersection of computer science and game theory, including work in mechanism design, learning in games (which may overlap with Learning), foundations of agent modeling in games (which may overlap with Multiagent systems), coordination, specification and formal methods for non-cooperative computational environments. The area also deals with applications of game theory to areas such as electronic commerce.
涵盖计算机科学和博弈论交叉的所有理论和应用方面,包括机制设计的工作,游戏中的学习(可能与学习重叠),游戏中的agent建模的基础(可能与多agent系统重叠),非合作计算环境的协调、规范和形式化方法。该领域还涉及博弈论在电子商务等领域的应用。
--
一级分类:Economics 经济学
二级分类:General Economics 一般经济学
分类描述:General methodological, applied, and empirical contributions to economics.
对经济学的一般方法、应用和经验贡献。
--
一级分类:Quantitative Finance 数量金融学
二级分类:Economics 经济学
分类描述:q-fin.EC is an alias for econ.GN. Economics, including micro and macro economics, international economics, theory of the firm, labor economics, and other economic topics outside finance
q-fin.ec是econ.gn的别名。经济学,包括微观和宏观经济学、国际经济学、企业理论、劳动经济学和其他金融以外的经济专题
--
一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
--
---
英文摘要:
We study contextual search, a generalization of binary search in higher dimensions, which captures settings such as feature-based dynamic pricing. Standard game-theoretic formulations of this problem assume that agents act in accordance with a specific behavioral model. In practice, however, some agents may not subscribe to the dominant behavioral model or may act in ways that seem to be arbitrarily irrational. Existing algorithms heavily depend on the behavioral model being (approximately) accurate for all agents and have poor performance in the presence of even a few such arbitrarily irrational agents. We initiate the study of contextual search when some of the agents can behave in ways inconsistent with the underlying behavioral model. In particular, we provide two algorithms, one based on multidimensional binary search methods and one based on gradient descent. We show that these algorithms attain near-optimal regret guarantees in the absence of irrational agents and their performance degrades gracefully with the number of such agents, providing the first results for contextual search in any adversarial noise model. Our techniques draw inspiration from learning theory, game theory, high-dimensional geometry, and convex analysis.
---
PDF链接:
https://arxiv.org/pdf/2002.11650