Research map / Multi-agent systems and games / Games and equilibria
Learning to Recommend in Unknown Games
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Studies how a moderator who issues correlated-equilibrium-style recommendations can learn agents' unknown normal-form game utilities from best-response or quantal-response action feedback, giving learnability results and an online low-regret cutting-plane algorithm.
Problem
Platforms issuing action recommendations to strategic agents with unknown utilities must learn utilities (or enough of them) and keep recommendations compliant, given only observed follow/deviate actions.
Approach
Treats recommendations as active probes: under quantal-response feedback the sign of incentive-to-deviate reveals utility-difference vectors up to scale, enabling identifiability up to positive affine equivalence with binary search; under best-response feedback the indistinguishable set is characterized via normal fans of polarized utility polytopes; a cutting-plane method with center-of-gravity q
Key results
- Under quantal-response feedback, utilities are learnable up to positive affine equivalence with O(mnM log(1/epsilon)) recommendations.
- Under best-response feedback, a two-player counterexample shows non-learnability; the indistinguishable set is fully characterized via normal fans of polarized polytopes.
- Online cutting-plane algorithm achieves O(nM log T) cumulative incentive-to-deviate regret under both feedback models.
Surprising findings
- Best-response feedback cannot identify utilities even for generic games without weakly dominated actions, because distinct games induce identical best-response regions.
Limitations
- Learnability and regret analysis assume generic games with no weakly dominated actions and bounded utility differences.
- No empirical experiments are reported; results are purely theoretical.
- Quantal-response learning assumes sampling until deviations are observed, with sample cost scaling with exp(beta*C).
Experimental setup
Metrics: regret sample complexity
Builds on: correlated equilibrium contextual search quantal response equilibrium
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