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arXiv · 2106.01930

Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria

Marianne Akian·Stéphane Gaubert·Yang Qi·Omar Saadi
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Abstract

We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal radius of a Hilbert's ball included in a tropical polyhedron. We also show that this regression problem is polynomial-time equivalent to mean payoff games. We illustrate our results by solving an inverse problem from auction theory. In this setting, a tropical hyperplane represents the set of equilibrium prices. Tropical linear regression allows us to quantify the distance of a market to the set of equilibria, and infer secret preferences of a decision maker.

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Marianne Akian, Stéphane Gaubert, Yang Qi, Omar Saadi. 2021-06-03. Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria. https://arxiv.org/abs/2106.01930

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