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Learning the Expected Core of Strictly Convex Stochastic Cooperative Games

NeurIPS 2024 · Learning theory and algorithms › Submodular and game algorithms · approach: Opponent modeling and subgame solving · 0 citations (OpenAlex)

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Proposes Common-Points-Picking, which learns a point in the expected core of strictly convex stochastic cooperative games from bandit feedback with polynomial samples, via a new multi-convex-set hyperplane separation theorem.

Problem

Learning the expected core of stochastic cooperative games when the reward distribution is unknown and only the reward of the queried coalition is observed each round (bandit feedback).

Approach

Estimate n vertices (marginal vectors of permutations) of the expected core with Hoeffding confidence sets, and stop once separating hyperplanes show the confidence sets admit a common point; the average of chosen vertices lies in the core. Uses a new hyperplane separation theorem for multiple convex sets.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Common-Points-Picking under the strictly convex game assumptionExpected-core learning with bandit feedback · Strictly convex gamessample complexity: T = O\RoundBr{\frac{n^{15} \log(n\delta^{-1}\varsigma^{-1})}{\varsigma^4}}Helped
Use cyclic permutations instead of the adjacent-permutation vertex set, under the stated width assumption (ablation)Common-Points-Picking · Strictly convex games with \Width(W) \geq \frac{n\varsigma}{c_W}sample complexity: O\RoundBr{\frac{n^{15} \log(n\delta^{-1}\varsigma^{-1})}{\varsigma^4}} -> O\RoundBr{\frac{n^{5}c_W^4 \log(n c_W \delta^{Helped
Use cyclic permutations as the input when strict convexity is violated (ablation)Common-Points-Picking · Convex games with strict convexity constant 0sample complexity growth with nHelped
Attempt to learn the expected core when it is not full-dimensionalAny learning algorithm · Games with expected-core dimension k < n-1probability of returning a point in the expected core: 1-\deltaHurt
Choose the adjacent-permutation simplex instead of the cyclic-permutation simplex (ablation)Common-Points-Picking · Permutahedronsimplex width: \Width(M) \leq \frac{3}{n} -> \Width(\overline W) \geq \frac{n}{2}Hurt
Use cyclic permutations for the vertex set (ablation)Common-Points-Picking · Simulated strictly convex gamesconstant c_W: interval (0, 30)Helped

Surprising findings

Limitations

Experimental setup

Metrics: number of samples required vs. number of players n

Baselines: Shapley approximation general robust-optimization expected core learner

Builds on: Hoeffding's inequality separating hyperplane theorem generalised permutahedra expected core learning (robust optimization approach)

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