We study network coordination problems, as captured by the setting of generalized network design (, STOC 2018), in the face of uncertainty resulting from partial information that the network users hold regarding the actions of their peers. This uncertainty is formalized using 's Bayesian ignorance framework (TCS 2012). While the approach of is purely combinatorial, the current paper takes into account computational considerations: Our main technical contribution is the development of (strongly) polynomial time algorithms for local decision making in the face of Bayesian uncertainty.
The Bayesian approach is often used in the game theoretic literature to model the uncertainty a player experiences regarding the actions taken by the other players. Roughgarden @cite_2 studies a (among other things) in which the players share (equally) the cost of the edges they use and proposes a theoretical tool called to analyze the of this game in a Bayesian setting, defined as @math , where @math denotes the set of . In particular, he proves that with the cost function @math , the PoA is bounded by @math . We employ the smoothness toolbox in our algorithmic construction, as further described in (see also the overview in ).
@cite_2
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Part I of this paper has described a new theory for the analysis of games with incomplete information. It has been shown that, if the various players' subjective probability distributions satisfy a certain mutual-consistency requirement, then any given game with incomplete information will be equivalent to a certain game with complete information, called the “Bayes-equivalent” of the original game, or briefly a “Bayesian game.” Part II of the paper will now show that any Nash equilibrium point of this Bayesian game yields a “Bayesian equilibrium point” for the original game and conversely. This result will then be illustrated by numerical examples, representing two-person zero-sum games with incomplete information. We shall also show how our theory enables us to analyze the problem of exploiting the opponent's erroneous beliefs. However, apart from its indubitable usefulness in locating Bayesian equilibrium points, we shall show it on a numerical example the Bayes-equivalent of a two-person cooperative game that the normal form of a Bayesian game is in many cases a highly unsatisfactory representation of the game situation and has to be replaced by other representations e.g., by the semi-normal form. We shall argue that this rather unexpected result is due to the fact that Bayesian games must be interpreted as games with “delayed commitment” whereas the normal-form representation always envisages a game with “immediate commitment.” These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic noise in function evaluations. It builds a surrogate for the objective and quantifies the uncertainty in that surrogate using a Bayesian machine learning technique, Gaussian process regression, and then uses an acquisition function defined from this surrogate to decide where to sample. In this tutorial, we describe how Bayesian optimization works, including Gaussian process regression and three common acquisition functions: expected improvement, entropy search, and knowledge gradient. We then discuss more advanced techniques, including running multiple function evaluations in parallel, multi-fidelity and multi-information source optimization, expensive-to-evaluate constraints, random environmental conditions, multi-task Bayesian optimization, and the inclusion of derivative information. We conclude with a discussion of Bayesian optimization software and future research directions in the field. Within our tutorial material we provide a generalization of expected improvement to noisy evaluations, beyond the noise-free setting where it is more commonly applied. This generalization is justified by a formal decision-theoretic argument, standing in contrast to previous ad hoc modifications. There is a long history in game theory on the topic of Bayesian or "rational" learning, in which each player maintains beliefs over a set of alternative behaviours, or types, for the other players. This idea has gained increasing interest in the artificial intelligence (AI) community, where it is used as a method to control a single agent in a system composed of multiple agents with unknown behaviours. The idea is to hypothesise a set of types, each specifying a possible behaviour for the other agents, and to plan our own actions with respect to those types which we believe are most likely, given the observed actions of the agents. The game theory literature studies this idea primarily in the context of equilibrium attainment. In contrast, many AI applications have a focus on task completion and payoff maximisation. With this perspective in mind, we identify and address a spectrum of questions pertaining to belief and truth in hypothesised types. We formulate three basic ways to incorporate evidence into posterior beliefs and show when the resulting beliefs are correct, and when they may fail to be correct. Moreover, we demonstrate that prior beliefs can have a significant impact on our ability to maximise payoffs in the long-term, and that they can be computed automatically with consistent performance effects. Furthermore, we analyse the conditions under which we are able complete our task optimally, despite inaccuracies in the hypothesised types. Finally, we show how the correctness of hypothesised types can be ascertained during the interaction via an automated statistical analysis.