arXiv subjects

Michael Wooldridge

Publications and source records attributed to Michael Wooldridge.

70 records · Page 4Linked to original sources

arXiv2019

A Game-Theoretic Algorithm for Link Prediction

Predicting edges in networks is a key problem in social network analysis and involves reasoning about the relationships between nodes based on the structural properties of a network. In particular, link prediction can be used to analyse how a network will develop or - given incomplete information about relationships - to discover "missing" links. Our approach to this problem is rooted in cooperative game theory, where we propose a new, quasi-local approach (i.e., one which considers nodes within some radius k) that combines generalised group closeness centrality and semivalue interaction indices. We develop fast algorithms for computing our measure and evaluate it on a number of real-world networks, where it outperforms a selection of other state-of-the-art methods from the literature. Importantly, choosing the optimal radius k for quasi-local methods is difficult, and there is no assurance that the choice is optimal. Additionally, when compared to other quasi-local methods, ours achieves very good results even when given a suboptimal radius k as a parameter.

cs.SI↗

arXiv2019

Manipulating a Learning Defender and Ways to Counteract

In Stackelberg security games when information about the attacker's payoffs is uncertain, algorithms have been proposed to learn the optimal defender commitment by interacting with the attacker and observing their best responses. In this paper, we show that, however, these algorithms can be easily manipulated if the attacker responds untruthfully. As a key finding, attacker manipulation normally leads to the defender learning a maximin strategy, which effectively renders the learning attempt meaningless as to compute a maximin strategy requires no additional information about the other player at all. We then apply a game-theoretic framework at a higher level to counteract such manipulation, in which the defender commits to a policy that specifies her strategy commitment according to the learned information. We provide a polynomial-time algorithm to compute the optimal such policy, and in addition, a heuristic approach that applies even when the attacker's payoff space is infinite or completely unknown. Empirical evaluation shows that our approaches can improve the defender's utility significantly as compared to the situation when attacker manipulation is ignored.

cs.GT↗

arXiv2019

Multi-agent Hierarchical Reinforcement Learning with Dynamic Termination

In a multi-agent system, an agent's optimal policy will typically depend on the policies chosen by others. Therefore, a key issue in multi-agent systems research is that of predicting the behaviours of others, and responding promptly to changes in such behaviours. One obvious possibility is for each agent to broadcast their current intention, for example, the currently executed option in a hierarchical reinforcement learning framework. However, this approach results in inflexibility of agents if options have an extended duration and are dynamic. While adjusting the executed option at each step improves flexibility from a single-agent perspective, frequent changes in options can induce inconsistency between an agent's actual behaviour and its broadcast intention. In order to balance flexibility and predictability, we propose a dynamic termination Bellman equation that allows the agents to flexibly terminate their options. We evaluate our model empirically on a set of multi-agent pursuit and taxi tasks, and show that our agents learn to adapt flexibly across scenarios that require different termination behaviours.

cs.MA↗

arXiv2019

Nash Equilibrium and Bisimulation Invariance

Game theory provides a well-established framework for the analysis of concurrent and multi-agent systems. The basic idea is that concurrent processes (agents) can be understood as corresponding to players in a game; plays represent the possible computation runs of the system; and strategies define the behaviour of agents. Typically, strategies are modelled as functions from sequences of system states to player actions. Analysing a system in such a setting involves computing the set of (Nash) equilibria in the concurrent game. However, we show that, with respect to the above model of strategies (arguably, the "standard" model in the computer science literature), bisimilarity does not preserve the existence of Nash equilibria. Thus, two concurrent games which are behaviourally equivalent from a semantic perspective, and which from a logical perspective satisfy the same temporal logic formulae, may nevertheless have fundamentally different properties (solutions) from a game theoretic perspective. Our aim in this paper is to explore the issues raised by this discovery. After illustrating the issue by way of a motivating example, we present three models of strategies with respect to which the existence of Nash equilibria is preserved under bisimilarity. We use some of these models of strategies to provide new semantic foundations for logics for strategic reasoning, and investigate restricted scenarios where bisimilarity can be shown to preserve the existence of Nash equilibria with respect to the conventional model of strategies in the computer science literature.

cs.LO↗

arXiv2019

Imitative Follower Deception in Stackelberg Games

Information uncertainty is one of the major challenges facing applications of game theory. In the context of Stackelberg games, various approaches have been proposed to deal with the leader's incomplete knowledge about the follower's payoffs, typically by gathering information from the leader's interaction with the follower. Unfortunately, these approaches rely crucially on the assumption that the follower will not strategically exploit this information asymmetry, i.e., the follower behaves truthfully during the interaction according to their actual payoffs. As we show in this paper, the follower may have strong incentives to deceitfully imitate the behavior of a different follower type and, in doing this, benefit significantly from inducing the leader into choosing a highly suboptimal strategy. This raises a fundamental question: how to design a leader strategy in the presence of a deceitful follower? To answer this question, we put forward a basic model of Stackelberg games with (imitative) follower deception and show that the leader is indeed able to reduce the loss due to follower deception with carefully designed policies. We then provide a systematic study of the problem of computing the optimal leader policy and draw a relatively complete picture of the complexity landscape; essentially matching positive and negative complexity results are provided for natural variants of the model. Our intractability results are in sharp contrast to the situation with no deception, where the leader's optimal strategy can be computed in polynomial time, and thus illustrate the intrinsic difficulty of handling follower deception. Through simulations we also examine the benefit of considering follower deception in randomly generated games.

cs.GT↗

arXiv2018

Understanding Flash Crash Contagion and Systemic Risk: A Micro-Macro Agent-Based Approach

The purpose of this paper is to advance the understanding of the conditions that give rise to flash crash contagion, particularly with respect to overlapping asset portfolio crowding. To this end, we designed, implemented, and assessed a hybrid micro-macro agent-based model, where price impact arises endogenously through the limit order placement activity of algorithmic traders. Our novel hybrid microscopic and macroscopic model allows us to quantify systemic risk not just in terms of system stability, but also in terms of the speed of financial distress propagation over intraday timescales. We find that systemic risk is strongly dependent on the behaviour of algorithmic traders, on leverage management practices, and on network topology. Our results demonstrate that, for high-crowding regimes, contagion speed is a non-monotone function of portfolio diversification. We also find the surprising result that, in certain circumstances, increased portfolio crowding is beneficial to systemic stability. We are not aware of previous studies that have exhibited this phenomenon, and our results establish the importance of considering non-uniform asset allocations in future studies. Finally, we characterise the time window available for regulatory interventions during the propagation of flash crash distress, with results suggesting ex ante precautions may have higher efficacy than ex post reactions.

q-fin.TR↗

arXiv2017

Game-theoretic Network Centrality: A Review

Game-theoretic centrality is a flexible and sophisticated approach to identify the most important nodes in a network. It builds upon the methods from cooperative game theory and network theory. The key idea is to treat nodes as players in a cooperative game, where the value of each coalition is determined by certain graph-theoretic properties. Using solution concepts from cooperative game theory, it is then possible to measure how responsible each node is for the worth of the network. The literature on the topic is already quite large, and is scattered among game-theoretic and computer science venues. We review the main game-theoretic network centrality measures from both bodies of literature and organize them into two categories: those that are more focused on the connectivity of nodes, and those that are more focused on the synergies achieved by nodes in groups. We present and explain each centrality, with a focus on algorithms and complexity.

cs.AI↗

arXiv2017

Synthesising Evolutionarily Stable Normative Systems

Within the area of multi-agent systems, normative systems are a widely used framework for the coordination of interdependent activities. A crucial problem associated with normative systems is that of synthesising norms that effectively accomplish a coordination task and whose compliance forms a rational choice for the agents within the system. In this work, we introduce a framework for the synthesis of normative systems that effectively coordinate a multi-agent system and whose norms are likely to be adopted by rational agents. Our approach roots in evolutionary game theory. Our framework considers multi-agent systems in which evolutionary forces lead successful norms to prosper and spread within the agent population, while unsuccessful norms are discarded. The outputs of this evolutionary norm synthesis process are normative systems whose compliance forms a rational choice for the agents. We empirically show the effectiveness of our approach through empirical evaluation in a simulated traffic domain.

cs.MA↗

arXiv2017

Automating decision making to help establish norm-based regulations

Norms have been extensively proposed as coordination mechanisms for both agent and human societies. Nevertheless, choosing the norms to regulate a society is by no means straightforward. The reasons are twofold. First, the norms to choose from may not be independent (i.e, they can be related to each other). Second, different preference criteria may be applied when choosing the norms to enact. This paper advances the state of the art by modeling a series of decision-making problems that regulation authorities confront when choosing the policies to establish. In order to do so, we first identify three different norm relationships -namely, generalisation, exclusivity, and substitutability- and we then consider norm representation power, cost, and associated moral values as alternative preference criteria. Thereafter, we show that the decision-making problems faced by policy makers can be encoded as linear programs, and hence solved with the aid of state-of-the-art solvers.

cs.MA↗

arXiv2016

Hiding Individuals and Communities in a Social Network

The Internet and social media have fueled enormous interest in social network analysis. New tools continue to be developed and used to analyse our personal connections, with particular emphasis on detecting communities or identifying key individuals in a social network. This raises privacy concerns that are likely to exacerbate in the future. With this in mind, we ask the question: Can individuals or groups actively manage their connections to evade social network analysis tools? By addressing this question, the general public may better protect their privacy, oppressed activist groups may better conceal their existence, and security agencies may better understand how terrorists escape detection. We first study how an individual can evade "network centrality" analysis without compromising his or her influence within the network. We prove that an optimal solution to this problem is hard to compute. Despite this hardness, we demonstrate that even a simple heuristic, whereby attention is restricted to the individual's immediate neighbourhood, can be surprisingly effective in practice. For instance, it could disguise Mohamed Atta's leading position within the WTC terrorist network, and that is by rewiring a strikingly-small number of connections. Next, we study how a community can increase the likelihood of being overlooked by community-detection algorithms. We propose a measure of concealment, expressing how well a community is hidden, and use it to demonstrate the effectiveness of a simple heuristic, whereby members of the community either "unfriend" certain other members, or "befriend" some non-members, in a coordinated effort to camouflage their community.

cs.SI↗

arXiv2015

Boolean Hedonic Games

We study hedonic games with dichotomous preferences. Hedonic games are cooperative games in which players desire to form coalitions, but only care about the makeup of the coalitions of which they are members; they are indifferent about the makeup of other coalitions. The assumption of dichotomous preferences means that, additionally, each player's preference relation partitions the set of coalitions of which that player is a member into just two equivalence classes: satisfactory and unsatisfactory. A player is indifferent between satisfactory coalitions, and is indifferent between unsatisfactory coalitions, but strictly prefers any satisfactory coalition over any unsatisfactory coalition. We develop a succinct representation for such games, in which each player's preference relation is represented by a propositional formula. We show how solution concepts for hedonic games with dichotomous preferences are characterised by propositional formulas.

cs.GT↗

arXiv2014

A Measure of Synergy in Coalitions

When the performance of a team of agents exceeds our expectations or fall short of them, we often explain this by saying that there was some synergy in the team---either positive (the team exceeded our expectations) or negative (they fell short). Our aim in this article is to develop a formal and principled way of measuring synergies, both positive and negative. Using characteristic function cooperative games as our underlying model, we present a formal measure of synergy, based on the idea that a synergy is exhibited when the performance of a team deviates from the norm. We then show that our synergy value is the only possible such measure that satisfies certain intuitive properties. We then investigate some alternative characterisations of this measure.

cs.GT↗

arXiv2014

Towards a Fair Allocation of Rewards in Multi-Level Marketing

An increasing number of businesses and organisations rely on existing users for finding new users or spreading a message. One of the widely used "refer-a-friend" mechanisms offers an equal reward to both the referrer and the invitee. This mechanism provides incentives for direct referrals and is fair to the invitee. On the other hand, multi-level marketing and recent social mobilisation experiments focus on mechanisms that incentivise both direct and indirect referrals. Such mechanisms share the reward for inviting a new member among the ancestors, usually in geometrically decreasing shares. A new member receives nothing at the time of joining. We study fairness in multi-level marketing mechanisms. We show how characteristic function games can be used to model referral marketing, show how the canonical fairness concept of the Shapley value can be applied to this setting, and establish the complexity of finding the Shapley value in each class, and provide a comparison of the Shapley value-based mechanism to existing referral mechanisms.

cs.GT↗

arXiv2014

Reasoning About the Transfer of Control

We present DCL-PC: a logic for reasoning about how the abilities of agents and coalitions of agents are altered by transferring control from one agent to another. The logical foundation of DCL-PC is CL-PC, a logic for reasoning about cooperation in which the abilities of agents and coalitions of agents stem from a distribution of atomic Boolean variables to individual agents -- the choices available to a coalition correspond to assignments to the variables the coalition controls. The basic modal constructs of DCL-PC are of the form coalition C can cooperate to bring about phi. DCL-PC extends CL-PC with dynamic logic modalities in which atomic programs are of the form agent i gives control of variable p to agent j; as usual in dynamic logic, these atomic programs may be combined using sequence, iteration, choice, and test operators to form complex programs. By combining such dynamic transfer programs with cooperation modalities, it becomes possible to reason about how the power of agents and coalitions is affected by the transfer of control. We give two alternative semantics for the logic: a direct semantics, in which we capture the distributions of Boolean variables to agents; and a more conventional Kripke semantics. We prove that these semantics are equivalent, and then present an axiomatization for the logic. We investigate the computational complexity of model checking and satisfiability for DCL-PC, and show that both problems are PSPACE-complete (and hence no worse than the underlying logic CL-PC). Finally, we investigate the characterisation of control in DCL-PC. We distinguish between first-order control -- the ability of an agent or coalition to control some state of affairs through the assignment of values to the variables under the control of the agent or coalition -- and second-order control -- the ability of an agent to exert control over the control that other agents have by transferring variables to other agents. We give a logical characterisation of second-order control.

cs.AI↗

arXiv2013

The Shapley Axiomatization for Values in Partition Function Games

One of the long-debated issues in coalitional game theory is how to extend the Shapley value to games with externalities (partition-function games). When externalities are present, not only can a player's marginal contribution - a central notion to the Shapley value - be defined in a variety of ways, but it is also not obvious which axiomatization should be used. Consequently, a number of authors extended the Shapley value using complex and often unintuitive axiomatizations. Furthermore, no algorithm to approximate any extension of the Shapley value to partition-function games has been proposed to date. Given this background, we prove in this paper that, for any well-defined measure of marginal contribution, Shapley's original four axioms imply a unique value for games with externalities. As an consequence of this general theorem, we show that values proposed by Macho-Stadler et al., McQuillin and Bolger can be derived from Shapley's axioms. Building upon our analysis of marginal contribution, we develop a general algorithm to approximate extensions of the Shapley value to games with externalities using a Monte Carlo simulation technique.

cs.GT↗

arXiv2011

Reasoning about Social Choice Functions

We introduce a logic specifically designed to support reasoning about social choice functions. The logic includes operators to capture strategic ability, and operators to capture agent preferences. We establish a correspondence between formulae in the logic and properties of social choice functions, and show that the logic is expressively complete with respect to social choice functions, i.e., that every social choice function can be characterised as a formula of the logic. We prove that the logic is decidable, and give a complete axiomatization. To demonstrate the value of the logic, we show in particular how it can be applied to the problem of determining whether a social choice function is strategy-proof.

cs.MA↗