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Christopher Griffin

Publications and source records attributed to Christopher Griffin.

At least 37 records · Page 2Linked to original sources

On a Finite Population Variation of the Fisher-KPP Equation

In this paper, we formulate a finite population variation of the Fisher-KPP equation using the fact that the reaction term can be generated from the replicator dynamic using a two-player two-strategy skew-symmetric game. We use prior results from Ablowitz and Zeppetella to show that the resulting system of partial differential equations admits a travelling wave solution, and that there are closed form solutions for this travelling wave. Interestingly, the closed form solution is constructed from a sign-reversal of the known closed form solution of the classic Fisher equation. We also construct a closed form solution approximation for the corresponding equilibrium problem on a finite interval with Dirichlet and Neumann boundary conditions. Two conjectures on these corresponding equilibrium problems are presented and analysed numerically.

nlin.PS↗

Artificial prediction markets present a novel opportunity for human-AI collaboration

Despite high-profile successes in the field of Artificial Intelligence, machine-driven technologies still suffer important limitations, particularly for complex tasks where creativity, planning, common sense, intuition, or learning from limited data is required. These limitations motivate effective methods for human-machine collaboration. Our work makes two primary contributions. We thoroughly experiment with an artificial prediction market model to understand the effects of market parameters on model performance for benchmark classification tasks. We then demonstrate, through simulation, the impact of exogenous agents in the market, where these exogenous agents represent primitive human behaviors. This work lays the foundation for a novel set of hybrid human-AI machine learning algorithms.

cs.IT↗

Approximation of Optimal Control Surfaces for $2\times 2$ Skew-Symmetric Evolutionary Game Dynamics

In this paper we study the problem of approximating the general solution to an optimal control problem whose dynamics arise from a $2\times 2$ skew-symmetric evolutionary game with arbitrary initial condition. Our approach uses a Fourier approximation method and generalizes prior work in the use of orthogonal function approximation for optimal control. At the same time we cast the fitting problem in the context of a non-standard feedforward neural network and derive the back-propagation operator in this context. An example of the efficacy of this approach is provided and generalizations are discussed.

math.OC↗

Community Formation in Wealth-Mediated Thermodynamic Strategy Evolution

We study a dynamical system defined by a repeated game on a 1D lattice, in which the players keep track of their gross payoffs over time in a bank. Strategy updates are governed by a Boltzmann distribution which depends on the neighborhood bank values associated with each strategy, relative to a temperature scale which defines the random fluctuations. Players with higher bank values are thus less likely to change strategy than players with lower bank value. For a parameterized rock-paper-scissors game, we derive a condition under which communities of a given strategy form with either fixed or drifting boundaries. We show the effect of temperature increase on the underlying system, and identify surprising properties of this model through numerical simulations.

nlin.AO↗

Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity

In this paper, we derive and analyze a continuous of a binary option market with exogenous information. The resulting non-linear system has a discontinuous right hand side, which can be analyzed using zero-dimensional Filippov surfaces. Under general assumptions on purchasing rules, we show that when exogenous information is constant in the binary asset market, the price always converges. We then investigate market prices in the case of changing information, showing empirically that price sensitivity has a strong effect on price lag vs. information. We conclude with open questions on general $n$-ary option markets. As a by-product of the analysis, we show that these markets are equivalent to a simple recurrent neural network, helping to explain some of the predictive power associated with prediction markets, which are usually designed as $n$-ary option markets.

q-fin.TR↗

A Synthetic Prediction Market for Estimating Confidence in Published Work

Explainably estimating confidence in published scholarly work offers opportunity for faster and more robust scientific progress. We develop a synthetic prediction market to assess the credibility of published claims in the social and behavioral sciences literature. We demonstrate our system and detail our findings using a collection of known replication projects. We suggest that this work lays the foundation for a research agenda that creatively uses AI for peer review.

cs.CY↗

The Replicator Dynamics of Zero-Sum Games Arise from a Novel Poisson Algebra

We show that the replicator dynamics for zero-sum games arises as a result of a non-canonical bracket that is a hybrid between a Poisson Bracket and a Nambu Bracket. The resulting non-canonical bracket is parameterized both the by the skew-symmetric payoff matrix and a mediating function. The mediating function is only sometimes a conserved quantity, but plays a critical role in the determination of the dynamics. As a by-product, we show that for the replicator dynamics this function arises in the definition of a natural metric on which phase flow-volume is preserved. Additionally, we show that the non-canonical bracket satisfies all the same identities as the Poisson bracket except for the Jacobi identity (JI), which is satisfied for special cases of the mediating function. In particular, the mediating function that gives rise to the replicator dynamics yields a bracket that satisfies JI. This neatly explains why the mediating function allows us to derive a metric on which phase flow is conserved and suggests a natural geometry for zero-sum games that extends the Symplectic geometry of the Poisson bracket and potentially an alternate approach to quantizing evolutionary games.

physics.soc-ph↗

A Finite Population Destroys a Traveling Wave in Spatial Replicator Dynamics

We derive both the finite and infinite population spatial replicator dynamics as the fluid limit of a stochastic cellular automaton. The infinite population spatial replicator is identical to the model used by Vickers and our derivation justifies the addition of a diffusion to the replicator. The finite population form generalizes the results by Durett and Levin on finite spatial replicator games. We study the differences in the two equations as they pertain to a one-dimensional rock-paper-scissors game.

q-bio.PE↗

Design and Analysis of a Synthetic Prediction Market using Dynamic Convex Sets

We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time varying asset prices affect the structure of the semi-algebraic sets leading to time-varying agent purchase rules. We show that under certain assumptions on the underlying geometry, the resulting synthetic prediction market can be used to arbitrarily closely approximate a binary function defined on a set of input data. We also provide sufficient conditions for market convergence and show that under certain instances markets can exhibit limit cycles in asset spot price. We provide an evolutionary algorithm for training agent parameters to allow a market to model the distribution of a given data set and illustrate the market approximation using two open source data sets. Results are compared to standard machine learning methods.

cs.CE↗

A Comment on and Correction to: Opinion dynamics in the presence of increasing agreement pressure

We identify a counter-example to the consensus result given in [J. Semonsen et al. Opinion dynamics in the presence of increasing agreement pressure. \textit{IEEE Trans. Cyber.}, 49(4): 1270-1278, 2018]. We resolve the counter-example by replacing Lemma 5 in the given reference with a novel variation of the Banach Fixed Point theorem which explains both the numerical results in the reference and the counter-example(s) in this note, and provides a sufficient condition for consensus in systems with increasing peer-pressure. This work is relevant for other papers that have used the proof technique from Semonsen et al. and establishes the veracity of their claims assuming the new sufficient condition.

cs.SI↗

Control Problems with Vanishing Lie Bracket Arising from Complete Odd Circulant Evolutionary Games

We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a control variable $γ$. Using the replicator dynamics as the equations of motion, we show that a quasi-linearization of the problem admits a special optimal control form in which explicit dynamics for the controller can be identified. We show that all optimal controls must satisfy a specific second order differential equation parameterized by the number of strategies in the game. We show that as the number of strategies increases, a limiting case admits a closed form for the open-loop optimal control. In performing our analysis we show necessary conditions on an optimal control problem that allow this analytic approach to function.

math.OC↗

Imitation of Success Leads to Cost of Living Mediated Fairness in the Ultimatum Game

The mechanism behind the emergence of cooperation in both biological and social systems is currently not understood. In particular, human behavior in the Ultimatum game is almost always irrational, preferring mutualistic sharing strategies, while chimpanzees act rationally and selfishly. However, human behavior varies with geographic and cultural differences leading to distinct behaviors. In this paper, we analyze a social imitation model that incorporates internal energy caches (e.g., food/money savings), cost of living, death, and reproduction. We show that when imitation (and death) occurs, a natural correlation between selfishness and cost of living emerges. However, in all societies that do not collapse, non-Nash sharing strategies emerge as the de facto result of imitation. We explain these results by constructing a mean-field approximation of the internal energy cache informed by time-varying distributions extracted from experimental data. Results from a meta-analysis on geographically diverse ultimatum game studies in humans, show the proposed model captures some of the qualitative aspects of the real-world data and suggests further experimentation.

physics.soc-ph↗

Generalized Hamiltonian Dynamics and Chaos in Evolutionary Games on Networks

We study the network replicator equation and characterize its fixed points on arbitrary graph structures for $2 \times 2$ symmetric games. We show a relationship between the asymptotic behavior of the network replicator and the existence of an independent vertex set in the graph and also show that complex behavior cannot emerge in $2 \times 2$ games. This links a property of the dynamical system with a combinatorial graph property. We contrast this by showing that ordinary rock-paper-scissors (RPS) exhibits chaos on the 3-cycle and that on general graphs with $\geq 3$ vertices the network replicator with RPS is a generalized Hamiltonian system. This stands in stark contrast to the established fact that RPS does not exhibit chaos in the standard replicator dynamics or the bimatrix replicator dynamics, which is equivalent to the network replicator on a graph with one edge and two vertices ($K_2$).

nlin.CD↗

A Dynamical Systems Perspective Reveals Coordination in Russian Twitter Operations

We study Twitter data from a dynamical systems perspective. In particular, we focus on the large set of data released by Twitter Inc. and asserted to represent a Russian influence operation. We propose a mathematical model to describe the per-day tweet production that can be extracted using spectral analysis. We show that this mathematical model allows us to construct families (clusters) of users with common harmonics. We define a labeling scheme describing user strategy in an information operation and show that the resulting strategies correspond to the behavioral clusters identified from their harmonics. We then compare these user clusters to the ones derived from text data using a graph-based topic analysis method. We show that spectral properties of the user clusters are related to the number of user-topic groups represented in a spectral cluster. Bulk data analysis also provides new insights into the data set in the context of prior work.

cs.SI↗

Power Law Public Goods Game for Personal Information Sharing in News Commentaries

We propose a public goods game model of user sharing in an online commenting forum. In particular, we assume that users who share personal information incur an information cost but reap the benefits of a more extensive social interaction. Freeloaders benefit from the same social interaction but do not share personal information. The resulting public goods structure is analyzed both theoretically and empirically. In particular, we show that the proposed game always possesses equilibria and we give sufficient conditions for pure strategy equilibria to emerge. These correspond to users who always behave the same way, either sharing or hiding personal information. We present an empirical analysis of a relevant data set, showing that our model parameters can be fit and that the proposed model has better explanatory power than a corresponding null (linear) model of behavior.

cs.GT↗

Modeling a Hidden Dynamical System Using Energy Minimization and Kernel Density Estimates

In this paper we develop a kernel density estimation (KDE) approach to modeling and forecasting recurrent trajectories on a compact manifold. For the purposes of this paper, a trajectory is a sequence of coordinates in a phase space defined by an underlying hidden dynamical system. Our work is inspired by earlier work on the use of KDE to detect shipping anomalies using high-density, high-quality automated information system (AIS) data as well as our own earlier work in trajectory modeling. We focus specifically on the sparse, noisy trajectory reconstruction problem in which the data are (i) sparsely sampled and (ii) subject to an imperfect observer that introduces noise. Under certain regularity assumptions, we show that the constructed estimator minimizes a specific energy function defined over the trajectory as the number of samples obtained grows.

cs.LG↗

Consensus and Information Cascades in Game-Theoretic Imitation Dynamics with Static and Dynamic Network Topologies

We construct a model of strategic imitation in an arbitrary network of players who interact through an additive game. Assuming a discrete time update, we show a condition under which the resulting difference equations converge to consensus. Two conjectures on general convergence are also discussed. We then consider the case where players not only may choose their strategies, but also affect their local topology. We show that for prisoner's dilemma, the graph structure converges to a set of disconnected cliques and strategic consensus occurs in each clique. Several examples from various matrix games are provided. A variation of the model is then used to create a simple model for the spreading of trends, or information cascades in (e.g., social) networks. We provide theoretical and empirical results on the trend-spreading model.

math.DS↗

Unsupervised Machine Learning of Open Source Russian Twitter Data Reveals Global Scope and Operational Characteristics

We developed and used a collection of statistical methods (unsupervised machine learning) to extract relevant information from a Twitter supplied data set consisting of alleged Russian trolls who (allegedly) attempted to influence the 2016 US Presidential election. These unsupervised statistical methods allow fast identification of (i) emergent language communities within the troll population, (ii) the transnational scope of the operation and (iii) operational characteristics of trolls that can be used for future identification. Using natural language processing, manifold learning and Fourier analysis, we identify an operation that includes not only the 2016 US election, but also the French National and both local and national German elections. We show the resulting troll population is composed of users with common, but clearly customized, behavioral characteristics.

cs.SI↗