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David Grimsman

Publications and source records attributed to David Grimsman.

17 recordsLinked to original sources

A Nonlinear Singular Value Theory for Neural Networks

Recently Brown et al. [2025] established a singular value decomposition (SVD) for maps (especially nonlinear) satisfying certain norm conditions. We prove that most modern neural architectures admit this nonlinear SVD (NLSVD) representation---with no change in input--output behavior---and enumerate the classes covered. In this factorization the network is a left-invertible nonlinear map followed by a final linear layer. Moreover, the left-invertible factor is norm-preserving, so distances in the embedding (activations before the final linear layer) calibrate directly to distances in input space. We introduce a flexible architecture that yields an explicit decomposition at training time, a data-driven algorithm for estimating the representation from trained models, and the mathematical foundations for nonlinear analogues of row and null spaces in neural networks. Empirical case studies illustrate uses of the theory for latent-space pullback (visualization and data generation), bias detection, and membership-inference robustness under training. Altogether, these foundations support new approaches to core problems in neural-network analysis.

cs.LG

The Value of Graph-based Encoding in NBA Salary Prediction

Market valuations for professional athletes is a difficult problem, given the amount of variability in performance and location from year to year. In the National Basketball Association (NBA), a straightforward way to address this problem is to build a tabular data set and use supervised machine learning to predict a player's salary based on the player's performance in the previous year. For younger players, whose contracts are mostly built on draft position, this approach works well, however it can fail for veterans or those whose salaries are on the high tail of the distribution. In this paper, we show that building a knowledge graph with on and off court data, embedding that graph in a vector space, and including that vector in the tabular data allows the supervised learning to better understand the landscape of factors that affect salary. We compare several graph embedding algorithms and show that such a process is vital to NBA salary prediction.

cs.LG

The Impacts of Increasingly Complex Matchup Models on Baseball Win Probability

Baseball is a game of strategic decisions including bullpen usage, pinch-hitting and intentional walks. Managers must adjust their strategies based on the changing state of the game in order to give their team the best chance of winning. In this thesis, we investigate how matchup models -- tools that predict the probabilities of plate appearance outcomes -- impact in-game strategy and ultimately affect win probability. We develop four progressively complex, hierarchical Bayesian models that predict plate appearance outcomes by combining information from both pitchers and batters, their handedness, and recent data, along with base running probabilities calibrated to a player's base-stealing tendencies. Using each model within a game-theoretic framework, we approximate subgame perfect Nash equilibria for in-game decisions, including substitutions and intentional walks. Simulations of the 2024 MLB postseason show that more accurate matchup models can yield tangible gains in win probability -- as much as one additional victory per 162-game season. Furthermore, employing the most detailed model to generate win predictions for actual playoff games demonstrates alignment with market expectations, underscoring both the power and potential of advanced matchup modeling for on-field strategy and prediction.

cs.GT

Machine-Learning Driven Load Shedding to Mitigate Instability Attacks in Power Grids

Critical infrastructures are becoming increasingly complex as our society becomes increasingly dependent on them. This complexity opens the door to new possibilities for attacks and a need for new defense strategies. Our work focuses on instability attacks on the power grid, wherein an attacker causes cascading outages by introducing unstable dynamics into the system. When stress is place on the power grid, a standard mitigation approach is load-shedding: the system operator chooses a set of loads to shut off until the situation is resolved. While this technique is standard, there is no systematic approach to choosing which loads will stop an instability attack. This paper addresses this problem using a data-driven methodology for load shedding decisions. We show a proof of concept on the IEEE 14 Bus System using the Achilles Heel Technologies Power Grid Analyzer, and show through an implementation of modified Prony analysis (MPA) that MPA is a viable method for detecting instability attacks and triggering defense mechanisms.

cs.LG

Best Response Sequences and Tradeoffs in Submodular Resource Allocation Games

Deriving competitive, distributed solutions to multi-agent problems is crucial for many developing application domains; Game theory has emerged as a useful framework to design such algorithms. However, much of the attention within this framework is on the study of equilibrium behavior, whereas transient behavior is often ignored. Therefore, in this paper we study the transient efficiency guarantees of best response processes in the context of submodular resource allocation games, which find application in various engineering contexts. Specifically the main focus of this paper is on characterizing the optimal short-term system-level behavior under the best-response process. Interestingly, the resulting transient performance guarantees are relatively close to the optimal asymptotic performance guarantees. Furthermore, we characterize the trade-offs that result when optimizing for both asymptotic and transient efficiency through various utility designs.

eess.SY

Optimal Utility Design of Greedy Algorithms in Resource Allocation Games

Designing distributed algorithms for multi-agent problems is vital for many emerging application domains, and game-theoretic approaches are emerging as a useful paradigm to design such algorithms. However, much of the emphasis of the game-theoretic approach is on the study of equilibrium behavior, whereas transient behavior is often less explored. Therefore, in this paper we study the transient efficiency guarantees of best response processes in the context of resource-allocation games, which are used to model a variety of engineering applications. Specifically, the main focus of the paper is on designing utility functions of agents to induce optimal short-term system-level behavior under a best-response process. Interestingly, the resulting transient performance guarantees are relatively close to the optimal asymptotic performance guarantees. Furthermore, we characterize a trade-off that results when optimizing for both asymptotic and transient efficiency through various utility designs.

eess.SY

An SVD-like Decomposition of Bounded-Input Bounded-Output Functions

The Singular Value Decomposition (SVD) of linear functions facilitates the calculation of their 2-induced norm and row and null spaces, hallmarks of linear control theory. In this work, we present a function representation that, similar to SVD, provides an upper bound on the 2-induced norm of bounded-input bounded-output functions, as well as facilitates the computation of generalizations of the notions of row and null spaces. Borrowing from the notion of "lifting" in Koopman operator theory, we construct a finite-dimensional lifting of inputs that relaxes the unitary property of the right-most matrix in traditional SVD, $V^*$, to be an injective, norm-preserving mapping to a slightly higher-dimensional space.

math.OC

Trajectories for the Optimal Collection of Information

We study a scenario where an aircraft has multiple heterogeneous sensors collecting measurements to track a target vehicle of unknown location. The measurements are sampled along the flight path and our goals to optimize sensor placement to minimize estimation error. We select as a metric the Fisher Information Matrix (FIM), as "minimizing" the inverse of the FIM is required to achieve small estimation error. We propose to generate the optimal path from the Hamilton-Jacobi (HJ) partial differential equation (PDE) as it is the necessary and sufficient condition for optimality. A traditional method of lines (MOL) approach, based on a spatial grid, lends itself well to the highly non-linear and non-convex structure of the problem induced by the FIM matrix. However, the sensor placement problem results in a state space dimension that renders a naive MOL approach intractable. We present a new hybrid approach, whereby we decompose the state space into two parts: a smaller subspace that still uses a grid and takes advantage of the robustness to non-linearities and non-convexities, and the remaining state space that can by found efficiently from a system of ODEs, avoiding formation of a spatial grid.

eess.SY

Execution Order Matters in Greedy Algorithms with Limited Information

In this work, we study the multi-agent decision problem where agents try to coordinate to optimize a given system-level objective. While solving for the global optimal is intractable in many cases, the greedy algorithm is a well-studied and efficient way to provide good approximate solutions - notably for submodular optimization problems. Executing the greedy algorithm requires the agents to be ordered and execute a local optimization based on the solutions of the previous agents. However, in limited information settings, passing the solution from the previous agents may be nontrivial, as some agents may not be able to directly communicate with each other. Thus the communication time required to execute the greedy algorithm is closely tied to the order that the agents are given. In this work, we characterize interplay between the communication complexity and agent orderings by showing that the complexity using the best ordering is O(n) and increases considerably to O(n^2) when using the worst ordering. Motivated by this, we also propose an algorithm that can find an ordering and execute the greedy algorithm quickly, in a distributed fashion. We also show that such an execution of the greedy algorithm is advantageous over current methods for distributed submodular maximization.

cs.MA

Valid Utility Games with Information Sharing Constraints

The use of game theoretic methods for control in multiagent systems has been an important topic in recent research. Valid utility games in particular have been used to model real-world problems; such games have the convenient property that the value of any decision set which is a Nash equilibrium of the game is guaranteed to be within 1/2 of the value of the optimal decision set. However, an implicit assumption in this guarantee is that each agent is aware of the decisions of all other agents. In this work, we first describe how this guarantee degrades as agents are only aware of a subset of the decisions of other agents. We then show that this loss can be mitigated by restriction to a relevant subclass of games.

cs.GT

The Impact of Message Passing in Agent-Based Submodular Maximization

This paper considers a set of sensors, which as a group are tasked with taking measurements of the environment and sending a small subset of the measurements to a centralized data fusion center, where the measurements will be used to estimate the overall state of the environment. The sensors' goal is to send the most informative set of measurements so that the estimate is as accurate as possible. This problem is formulated as a submodular maximization problem, for which there exists a well-studied greedy algorithm, where each sensor sequentially chooses a set of measurements from its own local set, and communicates its decision to the future sensors in the sequence. In this work, sensors can additionally share measurements with one another, in order to augment the decision set of each sensor. We explore how this increase in communication can be exploited to improve the results of the nominal greedy algorithm. Specifically, we show that this measurement passing can improve the quality of the resulting measurement set by up to a factor of $n+1$, where $n$ is the number of sensors.

cs.MA

Balancing Asymptotic and Transient Efficiency Guarantees in Set Covering Games

Game theoretic approaches have gained traction as robust methodologies for designing distributed local algorithms that induce a desired overall system configuration in multi-agent settings. However, much of the emphasis in these approaches is on providing asymptotic guarantees on the performance of a network of agents, and there is a gap in the study of efficiency guarantees along transients of these distributed algorithms. Therefore, in this paper, we study the transient efficiency guarantees of a natural game-theoretic algorithm in the class of set covering games, which have been used to model a variety of applications. Our main results characterize the optimal utility design that maximizes the guaranteed efficiency along the transient of the natural dynamics. Furthermore, we characterize the Pareto-optimal frontier with regards to guaranteed efficiency in the transient and the asymptote under a class of game-theoretic designs. Surprisingly, we show that there exists an extreme trade-off between the long-term and short-term guarantees in that an asymptotically optimal game-theoretic design can perform arbitrarily bad in the transient.

eess.SY

The Cost of Denied Observation in Multiagent Submodular Optimization

A popular formalism for multiagent control applies tools from game theory, casting a multiagent decision problem as a cooperation-style game in which individual agents make local choices to optimize their own local utility functions in response to the observable choices made by other agents. When the system-level objective is submodular maximization, it is known that if every agent can observe the action choice of all other agents, then all Nash equilibria of a large class of resulting games are within a factor of $2$ of optimal; that is, the price of anarchy is $1/2$. However, little is known if agents cannot observe the action choices of other relevant agents. To study this, we extend the standard game-theoretic model to one in which a subset of agents either become \emph{blind} (unable to observe others' choices) or \emph{isolated} (blind, and also invisible to other agents), and we prove exact expressions for the price of anarchy as a function of the number of compromised agents. When $k$ agents are compromised (in any combination of blind or isolated), we show that the price of anarchy for a large class of utility functions is exactly $1/(2+k)$. We then show that if agents use marginal-cost utility functions and at least $1$ of the compromised agents is blind (rather than isolated), the price of anarchy improves to $1/(1+k)$. We also provide simulation results demonstrating the effects of these observation denials in a dynamic setting.

cs.GT

Distributed Submodular Maximization with Parallel Execution

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy algorithm which guarantees approximation at least 1/2 of the optimal solution. This greedy algorithm can be implemented with a set of agents, each making a decision sequentially based on the choices of all prior agents. In this paper, we consider a generalization of the greedy algorithm in which agents can make decisions in parallel, rather than strictly in sequence. In particular, we are interested in partitioning the agents, where a set of agents in the partition all make a decision simultaneously based on the choices of prior agents, so that the algorithm terminates in limited iterations. We provide bounds on the performance of this parallelized version of the greedy algorithm and show that dividing the agents evenly among the sets in the partition yields an optimal structure. We additionally show that this optimal structure is still near-optimal when the objective function exhibits a certain monotone property. Lastly, we show that the same performance guarantees can be achieved in the parallelized greedy algorithm even when agents can only observe the decisions of a subset of prior agents.

cs.DC

Stackelberg Equilibria for Two-Player Network Routing Games on Parallel Networks

We consider a two-player zero-sum network routing game in which a router wants to maximize the amount of legitimate traffic that flows from a given source node to a destination node and an attacker wants to block as much legitimate traffic as possible by flooding the network with malicious traffic. We address scenarios with asymmetric information, in which the router must reveal its policy before the attacker decides how to distribute the malicious traffic among the network links, which is naturally modeled by the notion of Stackelberg equilibria. The paper focuses on parallel networks, and includes three main contributions: we show that computing the optimal attack policy against a given routing policy is an NP-hard problem; we establish conditions under which the Stackelberg equilibria lead to no regret; and we provide a metric that can be used to quantify how uncertainty about the attacker's capabilities limits the router's performance.

cs.GT

Model Boundary Approximation Method as a Unifying Framework for Balanced Truncation and Singular Perturbation Approximation

We show that two widely accepted model reduction techniques, Balanced Truncation and Balanced Singular Perturbation Approximation, can be derived as limiting approximations of a carefully constructed parameterization of Linear Time Invariant (LTI) systems by employing the Model Boundary Approximation Method (MBAM), a recent development in the Physics literature. This unifying framework of these popular model reduction techniques shows that Balanced Truncation and Balanced Singular Perturbation Approximation each correspond to a particular boundary point on a manifold, the "model manifold," which is associated with the specific choice of model parameterization and initial condition, and is embedded in a sample space of measured outputs, which can be chosen arbitrarily, provided that the number of samples exceeds the number of parameters. We also show that MBAM provides a novel way to interpolate between Balanced Truncation and Balanced Singular Perturbation Approximation, by exploring the set of approximations on the boundary of the manifold between the elements that correspond to the two model reduction techniques; this allows for alternative approximations of a given system to be found that may be better under certain conditions. The work herein suggests similar types of approximations may be obtainable in topologically similar places (i.e. on certain boundaries) on the model manifold of nonlinear systems if analogous parameterizations can be achieved, therefore extending these widely accepted model reduction techniques to nonlinear systems.

math.OC

The Impact of Information in Greedy Submodular Maximization

The maximization of submodular functions is an NP-Hard problem for certain subclasses of functions, for which a simple greedy algorithm has been shown to guarantee a solution whose quality is within 1/2 of the optimal. When this algorithm is implemented in a distributed way, agents sequentially make decisions based on the decisions of all previous agents. This work explores how limited access to the decisions of previous agents affects the quality of the solution of the greedy algorithm. Specifically, we provide tight upper and lower bounds on how well the algorithm performs, as a function of the information available to each agent. Intuitively, the results show that performance roughly degrades proportionally to the size of the largest group of agents which make decisions independently. Additionally, we consider the case where a system designer is given a set of agents and a global limit on the amount of information that can be accessed. Our results show that the best designs partition the agents into equally-sized sets and allow agents to access the decisions of all previous agents within the same set.

cs.DS