arXiv subjects

Kevin Leyton-Brown

Publications and source records attributed to Kevin Leyton-Brown.

At least 55 records · Page 3Linked to original sources

arXiv2020

Learning under Invariable Bayesian Safety

A recent body of work addresses safety constraints in explore-and-exploit systems. Such constraints arise where, for example, exploration is carried out by individuals whose welfare should be balanced with overall welfare. In this paper, we adopt a model inspired by recent work on a bandit-like setting for recommendations. We contribute to this line of literature by introducing a safety constraint that should be respected in every round and determines that the expected value in each round is above a given threshold. Due to our modeling, the safe explore-and-exploit policy deserves careful planning, or otherwise, it will lead to sub-optimal welfare. We devise an asymptotically optimal algorithm for the setting and analyze its instance-dependent convergence rate.

cs.GT↗

arXiv2020

Smarter Parking: Using AI to Identify Parking Inefficiencies in Vancouver

On-street parking is convenient, but has many disadvantages: on-street spots come at the expense of other road uses such as traffic lanes, transit lanes, bike lanes, or parklets; drivers looking for parking contribute substantially to traffic congestion and hence to greenhouse gas emissions; safety is reduced both due to the fact that drivers looking for spots are more distracted than other road users and that people exiting parked cars pose a risk to cyclists. These social costs may not be worth paying when off-street parking lots are nearby and have surplus capacity. To see where this might be true in downtown Vancouver, we used artificial intelligence techniques to estimate the amount of time it would take drivers to both park on and off street for destinations throughout the city. For on-street parking, we developed (1) a deep-learning model of block-by-block parking availability based on data from parking meters and audits and (2) a computational simulation of drivers searching for an on-street spot. For off-street parking, we developed a computational simulation of the time it would take drivers drive from their original destination to the nearest city-owned off-street lot and then to queue for a spot based on traffic and lot occupancy data. Finally, in both cases we also computed the time it would take the driver to walk from their parking spot to their original destination. We compared these time estimates for destinations in each block of Vancouver's downtown core and each hour of the day. We found many areas where off street would actually save drivers time over searching the streets for a spot, and many more where the time cost for parking off street was small. The identification of such areas provides an opportunity for the city to repurpose valuable curbside space for community-friendly uses more in line with its transportation goals.

cs.CY↗

arXiv2019

Procrastinating with Confidence: Near-Optimal, Anytime, Adaptive Algorithm Configuration

Algorithm configuration methods optimize the performance of a parameterized heuristic algorithm on a given distribution of problem instances. Recent work introduced an algorithm configuration procedure ("Structured Procrastination") that provably achieves near optimal performance with high probability and with nearly minimal runtime in the worst case. It also offers an $\textit{anytime}$ property: it keeps tightening its optimality guarantees the longer it is run. Unfortunately, Structured Procrastination is not $\textit{adaptive}$ to characteristics of the parameterized algorithm: it treats every input like the worst case. Follow-up work ("LeapsAndBounds") achieves adaptivity but trades away the anytime property. This paper introduces a new algorithm, "Structured Procrastination with Confidence", that preserves the near-optimality and anytime properties of Structured Procrastination while adding adaptivity. In particular, the new algorithm will perform dramatically faster in settings where many algorithm configurations perform poorly. We show empirically both that such settings arise frequently in practice and that the anytime property is useful for finding good configurations quickly.

cs.AI↗

arXiv2018

Deep Models of Interactions Across Sets

We use deep learning to model interactions across two or more sets of objects, such as user-movie ratings, protein-drug bindings, or ternary user-item-tag interactions. The canonical representation of such interactions is a matrix (or a higher-dimensional tensor) with an exchangeability property: the encoding's meaning is not changed by permuting rows or columns. We argue that models should hence be Permutation Equivariant (PE): constrained to make the same predictions across such permutations. We present a parameter-sharing scheme and prove that it could not be made any more expressive without violating PE. This scheme yields three benefits. First, we demonstrate state-of-the-art performance on multiple matrix completion benchmarks. Second, our models require a number of parameters independent of the numbers of objects, and thus scale well to large datasets. Third, models can be queried about new objects that were not available at training time, but for which interactions have since been observed. In experiments, our models achieved surprisingly good generalization performance on this matrix extrapolation task, both within domains (e.g., new users and new movies drawn from the same distribution used for training) and even across domains (e.g., predicting music ratings after training on movies).

stat.ML↗

arXiv2017

Predicting Human Behavior in Unrepeated, Simultaneous-Move Games

It is common to assume that agents will adopt Nash equilibrium strategies; however, experimental studies have demonstrated that Nash equilibrium is often a poor description of human players' behavior in unrepeated normal-form games. In this paper, we analyze five widely studied models (Quantal Response Equilibrium, Level-k, Cognitive Hierarchy, QLk, and Noisy Introspection) that aim to describe actual, rather than idealized, human behavior in such games. We performed what we believe is the most comprehensive meta-analysis of these models, leveraging ten different data sets from the literature recording human play of two-player games. We began by evaluating the models' generalization or predictive performance, asking how well a model fits unseen test data after having had its parameters calibrated based on separate training data. Surprisingly, we found that what we dub the QLk model of Stahl & Wilson (1994) consistently achieved the best performance. Motivated by this finding, we describe methods for analyzing the posterior distributions over a model's parameters. We found that QLk's parameters were being set to values that were not consistent with their intended economic interpretations. We thus explored variations of QLk, ultimately identifying a new model family that has fewer parameters, gives rise to more parsimonious parameter values, and achieves better predictive performance.

cs.GT↗

arXiv2017

Assessing Economic Outcomes in Simulated Reverse Clock Auctions for Radio Spectrum

We investigate the economic outcomes that result under simulated bidder behavior in a model of the FCC's reverse auction for radio spectrum. In our simulations, limiting our notion of efficiency to the reverse auction in isolation, the reverse clock auction achieves very efficient solutions, the FCC's scoring rule greatly reduces the total payments to TV broadcasters at the cost of some efficiency, and using a poor feasibility checker can have grave consequences both in terms of the auction's cost and efficiency.

cs.GT↗

arXiv2017

Deep Optimization for Spectrum Repacking

Over 13 months in 2016-17 the FCC conducted an "incentive auction" to repurpose radio spectrum from broadcast television to wireless internet. In the end, the auction yielded $19.8 billion, $10.05 billion of which was paid to 175 broadcasters for voluntarily relinquishing their licenses across 14 UHF channels. Stations that continued broadcasting were assigned potentially new channels to fit as densely as possible into the channels that remained. The government netted more than $7 billion (used to pay down the national debt) after covering costs. A crucial element of the auction design was the construction of a solver, dubbed SATFC, that determined whether sets of stations could be "repacked" in this way; it needed to run every time a station was given a price quote. This paper describes the process by which we built SATFC. We adopted an approach we dub "deep optimization", taking a data-driven, highly parametric, and computationally intensive approach to solver design. More specifically, to build SATFC we designed software that could pair both complete and local-search SAT-encoded feasibility checking with a wide range of domain-specific techniques. We then used automatic algorithm configuration techniques to construct a portfolio of eight complementary algorithms to be run in parallel, aiming to achieve good performance on instances that arose in proprietary auction simulations. To evaluate the impact of our solver in this paper, we built an open-source reverse auction simulator. We found that within the short time budget required in practice, SATFC solved more than 95% of the problems it encountered. Furthermore, the incentive auction paired with SATFC produced nearly optimal allocations in a restricted setting and substantially outperformed other alternatives at national scale.

cs.AI↗

arXiv2017

Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates

The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration (AC) problem has attracted much attention from the machine learning community. However, the proper evaluation of new AC procedures is hindered by two key hurdles. First, AC benchmarks are hard to set up. Second and even more significantly, they are computationally expensive: a single run of an AC procedure involves many costly runs of the target algorithm whose performance is to be optimized in a given AC benchmark scenario. One common workaround is to optimize cheap-to-evaluate artificial benchmark functions (e.g., Branin) instead of actual algorithms; however, these have different properties than realistic AC problems. Here, we propose an alternative benchmarking approach that is similarly cheap to evaluate but much closer to the original AC problem: replacing expensive benchmarks by surrogate benchmarks constructed from AC benchmarks. These surrogate benchmarks approximate the response surface corresponding to true target algorithm performance using a regression model, and the original and surrogate benchmark share the same (hyper-)parameter space. In our experiments, we construct and evaluate surrogate benchmarks for hyperparameter optimization as well as for AC problems that involve performance optimization of solvers for hard combinatorial problems, drawing training data from the runs of existing AC procedures. We show that our surrogate benchmarks capture overall important characteristics of the AC scenarios, such as high- and low-performing regions, from which they were derived, while being much easier to use and orders of magnitude cheaper to evaluate.

cs.AI↗

arXiv2016

Counterfactual Prediction with Deep Instrumental Variables Networks

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple layers of latent representations. These deep learning algorithms are effective tools for unstructured prediction, and they can be combined in AI systems to solve complex automated reasoning problems. This paper provides a recipe for combining ML algorithms to solve for causal effects in the presence of instrumental variables -- sources of treatment randomization that are conditionally independent from the response. We show that a flexible IV specification resolves into two prediction tasks that can be solved with deep neural nets: a first-stage network for treatment prediction and a second-stage network whose loss function involves integration over the conditional treatment distribution. This Deep IV framework imposes some specific structure on the stochastic gradient descent routine used for training, but it is general enough that we can take advantage of off-the-shelf ML capabilities and avoid extensive algorithm customization. We outline how to obtain out-of-sample causal validation in order to avoid over-fit. We also introduce schemes for both Bayesian and frequentist inference: the former via a novel adaptation of dropout training, and the latter via a data splitting routine.

stat.AP↗

arXiv2016

Models of Level-0 Behavior for Predicting Human Behavior in Games

Behavioral game theory seeks to describe the way actual people (as compared to idealized, "rational" agents) act in strategic situations. Our own recent work has identified iterative models (such as quantal cognitive hierarchy) as the state of the art for predicting human play in unrepeated, simultaneous-move games (Wright & Leyton-Brown 2012, 2016). Iterative models predict that agents reason iteratively about their opponents, building up from a specification of nonstrategic behavior called level-0. The modeler is in principle free to choose any description of level-0 behavior that makes sense for the setting. However, almost all existing work specifies this behavior as a uniform distribution over actions. In most games it is not plausible that even nonstrategic agents would choose an action uniformly at random, nor that other agents would expect them to do so. A more accurate model for level-0 behavior has the potential to dramatically improve predictions of human behavior, since a substantial fraction of agents may play level-0 strategies directly, and furthermore since iterative models ground all higher-level strategies in responses to the level-0 strategy. Our work considers models of the way in which level-0 agents construct a probability distribution over actions, given an arbitrary game. Using a Bayesian optimization package called SMAC (Hutter, Hoos, & Leyton-Brown, 2010, 2011, 2012), we systematically evaluated a large space of such models, each of which makes its prediction based only on general features that can be computed from any normal form game. In the end, we recommend a model that achieved excellent performance across the board: a linear weighting of features that requires the estimation of four weights. We evaluated the effects of combining this new level-0 model with several iterative models, and observed large improvements in the models' predictive accuracies.

cs.GT↗

arXiv2016

The Configurable SAT Solver Challenge (CSSC)

It is well known that different solution strategies work well for different types of instances of hard combinatorial problems. As a consequence, most solvers for the propositional satisfiability problem (SAT) expose parameters that allow them to be customized to a particular family of instances. In the international SAT competition series, these parameters are ignored: solvers are run using a single default parameter setting (supplied by the authors) for all benchmark instances in a given track. While this competition format rewards solvers with robust default settings, it does not reflect the situation faced by a practitioner who only cares about performance on one particular application and can invest some time into tuning solver parameters for this application. The new Configurable SAT Solver Competition (CSSC) compares solvers in this latter setting, scoring each solver by the performance it achieved after a fully automated configuration step. This article describes the CSSC in more detail, and reports the results obtained in its two instantiations so far, CSSC 2013 and 2014.

cs.AI↗

arXiv2016

Incentivizing Evaluation via Limited Access to Ground Truth: Peer-Prediction Makes Things Worse

In many settings, an effective way of evaluating objects of interest is to collect evaluations from dispersed individuals and to aggregate these evaluations together. Some examples are categorizing online content and evaluating student assignments via peer grading. For this data science problem, one challenge is to motivate participants to conduct such evaluations carefully and to report them honestly, particularly when doing so is costly. Existing approaches, notably peer-prediction mechanisms, can incentivize truth telling in equilibrium. However, they also give rise to equilibria in which agents do not pay the costs required to evaluate accurately, and hence fail to elicit useful information. We show that this problem is unavoidable whenever agents are able to coordinate using low-cost signals about the items being evaluated (e.g., text labels or pictures). We then consider ways of circumventing this problem by comparing agents' reports to ground truth, which is available in practice when there exist trusted evaluators---such as teaching assistants in the peer grading scenario---who can perform a limited number of unbiased (but noisy) evaluations. Of course, when such ground truth is available, a simpler approach is also possible: rewarding each agent based on agreement with ground truth with some probability, and unconditionally rewarding the agent otherwise. Surprisingly, we show that the simpler mechanism achieves stronger incentive guarantees given less access to ground truth than a large set of peer-prediction mechanisms.

cs.GT↗

arXiv2016

ASlib: A Benchmark Library for Algorithm Selection

The task of algorithm selection involves choosing an algorithm from a set of algorithms on a per-instance basis in order to exploit the varying performance of algorithms over a set of instances. The algorithm selection problem is attracting increasing attention from researchers and practitioners in AI. Years of fruitful applications in a number of domains have resulted in a large amount of data, but the community lacks a standard format or repository for this data. This situation makes it difficult to share and compare different approaches effectively, as is done in other, more established fields. It also unnecessarily hinders new researchers who want to work in this area. To address this problem, we introduce a standardized format for representing algorithm selection scenarios and a repository that contains a growing number of data sets from the literature. Our format has been designed to be able to express a wide variety of different scenarios. Demonstrating the breadth and power of our platform, we describe a set of example experiments that build and evaluate algorithm selection models through a common interface. The results display the potential of algorithm selection to achieve significant performance improvements across a broad range of problems and algorithms.

cs.AI↗

arXiv2014

Computational Analysis of Perfect-Information Position Auctions

After experimentation with other designs, the major search engines converged on the weighted, generalized second-price auction (wGSP) for selling keyword advertisements. Notably, this convergence occurred before position auctions were well understood (or, indeed, widely studied) theoretically. While much progress has been made since, theoretical analysis is still not able to settle the question of why search engines found wGSP preferable to other position auctions. We approach this question in a new way, adopting a new analytical paradigm we dub "computational mechanism analysis." By sampling position auction games from a given distribution, encoding them in a computationally efficient representation language, computing their Nash equilibria, and then calculating economic quantities of interest, we can quantitatively answer questions that theoretical methods have not. We considered seven widely studied valuation models from the literature and three position auction variants (generalized first price, unweighted generalized second price, and wGSP). We found that wGSP consistently showed the best ads of any position auction, measured both by social welfare and by relevance (expected number of clicks). Even in models where wGSP was already known to have bad worse-case efficiency, we found that it almost always performed well on average. In contrast, we found that revenue was extremely variable across auction mechanisms, and was highly sensitive to equilibrium selection, the preference model, and the valuation distribution.

cs.GT↗

arXiv2014

Empirically Evaluating Multiagent Learning Algorithms

There exist many algorithms for learning how to play repeated bimatrix games. Most of these algorithms are justified in terms of some sort of theoretical guarantee. On the other hand, little is known about the empirical performance of these algorithms. Most such claims in the literature are based on small experiments, which has hampered understanding as well as the development of new multiagent learning (MAL) algorithms. We have developed a new suite of tools for running multiagent experiments: the MultiAgent Learning Testbed (MALT). These tools are designed to facilitate larger and more comprehensive experiments by removing the need to build one-off experimental code. MALT also provides baseline implementations of many MAL algorithms, hopefully eliminating or reducing differences between algorithm implementations and increasing the reproducibility of results. Using this test suite, we ran an experiment unprecedented in size. We analyzed the results according to a variety of performance metrics including reward, maxmin distance, regret, and several notions of equilibrium convergence. We confirmed several pieces of conventional wisdom, but also discovered some surprising results. For example, we found that single-agent $Q$-learning outperformed many more complicated and more modern MAL algorithms.

cs.GT↗

arXiv2014

ParamILS: An Automatic Algorithm Configuration Framework

The identification of performance-optimizing parameter settings is an important part of the development and application of algorithms. We describe an automatic framework for this algorithm configuration problem. More formally, we provide methods for optimizing a target algorithm's performance on a given class of problem instances by varying a set of ordinal and/or categorical parameters. We review a family of local-search-based algorithm configuration procedures and present novel techniques for accelerating them by adaptively limiting the time spent for evaluating individual configurations. We describe the results of a comprehensive experimental evaluation of our methods, based on the configuration of prominent complete and incomplete algorithms for SAT. We also present what is, to our knowledge, the first published work on automatically configuring the CPLEX mixed integer programming solver. All the algorithms we considered had default parameter settings that were manually identified with considerable effort. Nevertheless, using our automated algorithm configuration procedures, we achieved substantial and consistent performance improvements.

cs.AI↗

arXiv2013

Algorithm Runtime Prediction: Methods & Evaluation

Perhaps surprisingly, it is possible to predict how long an algorithm will take to run on a previously unseen input, using machine learning techniques to build a model of the algorithm's runtime as a function of problem-specific instance features. Such models have important applications to algorithm analysis, portfolio-based algorithm selection, and the automatic configuration of parameterized algorithms. Over the past decade, a wide variety of techniques have been studied for building such models. Here, we describe extensions and improvements of existing models, new families of models, and -- perhaps most importantly -- a much more thorough treatment of algorithm parameters as model inputs. We also comprehensively describe new and existing features for predicting algorithm runtime for propositional satisfiability (SAT), travelling salesperson (TSP) and mixed integer programming (MIP) problems. We evaluate these innovations through the largest empirical analysis of its kind, comparing to a wide range of runtime modelling techniques from the literature. Our experiments consider 11 algorithms and 35 instance distributions; they also span a very wide range of SAT, MIP, and TSP instances, with the least structured having been generated uniformly at random and the most structured having emerged from real industrial applications. Overall, we demonstrate that our new models yield substantially better runtime predictions than previous approaches in terms of their generalization to new problem instances, to new algorithms from a parameterized space, and to both simultaneously.

cs.AI↗

arXiv2013

Bayesian Optimization With Censored Response Data

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. The ability to handle such response data allows us to adaptively censor costly function evaluations in minimization problems where the cost of a function evaluation corresponds to the function value. One important application giving rise to such censored data is the runtime-minimizing variant of the algorithm configuration problem: finding settings of a given parametric algorithm that minimize the runtime required for solving problem instances from a given distribution. We demonstrate that terminating slow algorithm runs prematurely and handling the resulting right-censored observations can substantially improve the state of the art in model-based algorithm configuration.

cs.AI↗