Research map / Learning theory and algorithms / Combinatorial and search optimization
Solving Stackelberg Prediction Game with Least Squares Loss via Spherically Constrained Least Squares Reformulation
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Reformulate SPG-LS as spherically constrained least squares and solve with Krylov (LTRSR) method instead of SOCP | SPG-LS · Synthetic dense and sparse data | running time: up to ~26786x faster on sparse data; ~11-32x faster on dense data | Helped |
| Use RTRNewton on the SCLS sphere instead of SOCP | SPG-LS · Synthetic dense data | running time: roughly 2x faster than SOCP at largest dense size, but slower than SDP on red wine | Helped |
| Use LTRSR instead of SOCP on real-world datasets | SPG-LS · Red wine, residential building, insurance, blog | running time: LTRSR fastest among all four methods on all real datasets | Helped |
| Replace SOCP with SCLS (LTRSR) solver | SPG-LS · Real datasets (wine, building) | relative objective error vs SOCP: errors up to 3.37e-5 | No clear effect |
| Use gamma=0.01 instead of 0.1 on dense synthetic data (ablation) | SCLS LTRSR vs SOCP · Synthetic dense, gamma=0.01 | running time: LTRSR under 6 s vs SOCP up to ~110 s; similar speedup pattern | No clear effect |
| Increase dimension/sparsity (sparser, larger n) for LTRSR vs SOCP (ablation) | SPG-LS · Sparse synthetic | speedup ratio: ratio grows from ~318 (sparsity 0.01, small size) to ~26786 (sparsity 0.0001, large size) | Helped |
Closest papers by meaning
- Error Analysis of Spherically Constrained Least Squares Reformulation in Solving the Stackelberg Prediction Game (NeurIPS 2024 · similarity 0.96)
- Fast Algorithms for Stackelberg Prediction Game with Least Squares Loss (ICML 2021 · similarity 0.93)
- Calibrated Stackelberg Games: Learning Optimal Commitments Against Calibrated Agents (NeurIPS 2023 · similarity 0.86)
- Learning in Stackelberg Mean Field Games: A Non-Asymptotic Analysis (NeurIPS 2025 · similarity 0.85)
- Prediction-Intervention Games and Invariant Sets (NeurIPS 2026 · similarity 0.84)
- Prediction Accuracy of Learning in Games : Follow-the-Regularized-Leader meets Heisenberg (ICML 2024 · similarity 0.83)
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