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Margarida Carvalho

Publications and source records attributed to Margarida Carvalho.

43 records · Page 3Linked to original sources
arXiv2020

Computing Nash equilibria for integer programming games

The recently defined class of integer programming games (IPG) models situations where multiple self-interested decision makers interact, with their strategy sets represented by a finite set of linear constraints together with integer requirements. Many real-world problems can suitably be fit in this class, and hence anticipating IPG outcomes is of crucial value for policy makers and regulators. Nash equilibria have been widely accepted as the solution concept of a game. Consequently, their computation provides a reasonable prediction of the games outcome. In this paper, we start by showing the computational complexity of deciding the existence of a Nash equilibrium for an IPG. Then, using sufficient conditions for their existence, we develop two general algorithmic approaches that are guaranteed to approximate an equilibrium under mild conditions. We also showcase how our methodology can be changed to determine other equilibria definitions. The performance of our methods is analyzed through computational experiments in a knapsack game, a competitive lot-sizing game, and a kidney exchange game. To the best of our knowledge, this is the first time that equilibria computation methods for general integer programming games have been designed and computationally tested.

cs.GT↗
arXiv2020

Game theoretical analysis of Kidney Exchange Programs

The goal of a kidney exchange program (KEP) is to maximize number of transplants within a pool of incompatible patient-donor pairs by exchanging donors. A KEP can be modelled as a maximum matching problem in a graph. A KEP between incompatible patient-donor from pools of several hospitals, regions or countries has the potential to increase the number of transplants. These entities aim is to maximize the transplant benefit for their patients, which can lead to strategic behaviours. Recently, this was formulated as a non-cooperative two-player game and the game solutions (equilibria) were characterized when the entities objective function is the number of their patients receiving a kidney. In this paper, we generalize these results for $N$-players and discuss the impact in the game solutions when transplant information quality is introduced. Furthermore, the game theory model is analyzed through computational experiments on instances generated through the Canada Kidney Paired Donation Program. These experiments highlighting the importance of using the concept of Nash equilibrium, as well as, the anticipation of the necessity to further research for supporting police makers once measures on transplant quality are available.

cs.GT↗
arXiv2020

Curriculum learning for multilevel budgeted combinatorial problems

Learning heuristics for combinatorial optimization problems through graph neural networks have recently shown promising results on some classic NP-hard problems. These are single-level optimization problems with only one player. Multilevel combinatorial optimization problems are their generalization, encompassing situations with multiple players taking decisions sequentially. By framing them in a multi-agent reinforcement learning setting, we devise a value-based method to learn to solve multilevel budgeted combinatorial problems involving two players in a zero-sum game over a graph. Our framework is based on a simple curriculum: if an agent knows how to estimate the value of instances with budgets up to $B$, then solving instances with budget $B+1$ can be done in polynomial time regardless of the direction of the optimization by checking the value of every possible afterstate. Thus, in a bottom-up approach, we generate datasets of heuristically solved instances with increasingly larger budgets to train our agent. We report results close to optimality on graphs up to $100$ nodes and a $185 \times$ speedup on average compared to the quickest exact solver known for the Multilevel Critical Node problem, a max-min-max trilevel problem that has been shown to be at least $Σ_2^p$-hard.

cs.LG↗
arXiv2020

Complexity of the Multilevel Critical Node Problem

In this work, we analyze a sequential game played in a graph called the Multilevel Critical Node problem (MCN). A defender and an attacker are the players of this game. The defender starts by preventively interdicting vertices (vaccination) from being attacked. Then, the attacker infects a subset of non-vaccinated vertices and, finally, the defender reacts with a protection strategy. We provide the first computational complexity results associated with MCN and its subgames. Moreover, by considering unitary, weighted, undirected, and directed graphs, we clarify how the theoretical tractability of those problems vary. Our findings contribute with new NP-complete, $Σ_2^p$-complete and $Σ_3^p$-complete problems. Furthermore, for the last level of the game, the protection stage, we build polynomial time algorithms for certain graph classes.

cs.CC↗
arXiv2020

Identifying Critical Neurons in ANN Architectures using Mixed Integer Programming

We introduce a mixed integer program (MIP) for assigning importance scores to each neuron in deep neural network architectures which is guided by the impact of their simultaneous pruning on the main learning task of the network. By carefully devising the objective function of the MIP, we drive the solver to minimize the number of critical neurons (i.e., with high importance score) that need to be kept for maintaining the overall accuracy of the trained neural network. Further, the proposed formulation generalizes the recently considered lottery ticket optimization by identifying multiple "lucky" sub-networks resulting in optimized architecture that not only performs well on a single dataset, but also generalizes across multiple ones upon retraining of network weights. Finally, we present a scalable implementation of our method by decoupling the importance scores across layers using auxiliary networks. We demonstrate the ability of our formulation to prune neural networks with marginal loss in accuracy and generalizability on popular datasets and architectures.

cs.LG↗
arXiv2020

Segmentation and Optimal Region Selection of Physiological Signals using Deep Neural Networks and Combinatorial Optimization

Physiological signals, such as the electrocardiogram and the phonocardiogram are very often corrupted by noisy sources. Usually, artificial intelligent algorithms analyze the signal regardless of its quality. On the other hand, physicians use a completely orthogonal strategy. They do not assess the entire recording, instead they search for a segment where the fundamental and abnormal waves are easily detected, and only then a prognostic is attempted. Inspired by this fact, a new algorithm that automatically selects an optimal segment for a post-processing stage, according to a criteria defined by the user is proposed. In the process, a Neural Network is used to compute the output state probability distribution for each sample. Using the aforementioned quantities, a graph is designed, whereas state transition constraints are physically imposed into the graph and a set of constraints are used to retrieve a subset of the recording that maximizes the likelihood function, proposed by the user. The developed framework is tested and validated in two applications. In both cases, the system performance is boosted significantly, e.g in heart sound segmentation, sensitivity increases 2.4% when compared to the standard approaches in the literature.

eess.SP↗