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A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the followers&#39; best response as constraints in the leader&#39;s optimization problem. These reformulation approaches can sometimes be effective, but make limiting assumptions on the followers&#39; objectives and the equilibrium reached by followers, e.g., uniqueness, optimism, or pessimism. To overcome these limitations, we run gradient descent to update the leader&#39;s strategy by differentiating through the equilibrium reached by followers. Our approach generalizes to any stochastic equilibrium selection procedure that chooses from multiple equilibria, where we compute the stochastic gradient by back-propagating through a sampled Nash equilibrium using the solution to a partial differential equation to establish the unbiasedness of the stochastic gradient. Using the unbiased gradient estimate, we implement the gradient-based approach to solve three Stackelberg problems with multiple followers. Our approach consistently outperforms existing baselines to achieve higher utility for the leader.

AAAI 2022

Coordinating Followers to Reach Better Equilibria: End-to-End Gradient Descent for Stackelberg Games

We are pleased to announce the Thirty-Eighth AAAI Conference on Artificial Intelligence (AAAI-24), which will be held in Vancouver, British Columbia at the Vancouver Convention Centre – West Building from 20-27 February, 2024.

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. AAAI-24 will feature technical paper presentations, special tracks, invited speakers, workshops, tutorials, poster sessions, senior member presentations, competitions, and exhibit programs, and a range of other activities to be announced.

We expect for AAAI-24 to be an in-person conference – one author of all accepted papers will be expected to present work in person unless there are exceptional circumstances that prevent this.<br><br><br><br>

In order to access the AAAI-24 event page you need to register [here](https://aaai.org/aaai-conference/registration/)

AAAI 2024

The purpose of the AAAI conference series is to promote research in Artificial Intelligence (AI) and foster scientific exchange between researchers, practitioners, scientists, students, and engineers across the entirety of AI and its affiliated disciplines. 

A growing body of work in game theory extends the traditional Stackelberg game to settings with one leader and multiple followers who play a Nash equilibrium. Standard approaches for computing equilibria in these games reformulate the followers' best response as constraints in the leader's optimization problem. These reformulation approaches can sometimes be effective, but make limiting assumptions on the followers' objectives and the equilibrium reached by followers, e.g., uniqueness, optimism, or pessimism. To overcome these limitations, we run gradient descent to update the leader's strategy by differentiating through the equilibrium reached by followers. Our approach generalizes to any stochastic equilibrium selection procedure that chooses from multiple equilibria, where we compute the stochastic gradient by back-propagating through a sampled Nash equilibrium using the solution to a partial differential equation to establish the unbiasedness of the stochastic gradient. Using the unbiased gradient estimate, we implement the gradient-based approach to solve three Stackelberg problems with multiple followers. Our approach consistently outperforms existing baselines to achieve higher utility for the leader.

technical paper

The purpose of the AAAI conference is to promote research in artificial intelligence (AI) and scientific exchange among AI researchers, practitioners, scientists, and engineers in affiliated disciplines. 

Constrained optimization problems arise frequently in classical machine learning. There exist frameworks addressing constrained optimization, for instance, CVXPY and GENO. However, in contrast to deep learning frameworks, GPU support is limited. Here, we extend the GENO framework to also solve constrained optimization problems on the GPU. The framework allows the user to specify constrained optimization problems in an easy-to-read modeling language. A solver is then automatically generated from this specification. When run on the GPU, the solver outperforms state-of-the-art approaches like CVXPY combined with a GPU-accelerated solver such as cuOSQP or SCS by a few orders of magnitude.

Optimization for Classical Machine Learning Problems on the GPU

Existing permutation-invariant methods can be divided into two categories according to the aggregation scope, i.e. global aggregation and local one. Although the global aggregation methods, e. g., PointNet and Deep Sets, get involved in simpler structures, their performance is poorer than the local aggregation ones like PointNet++ and Point Transformer. It remains an open problem whether there exists a global aggregation method with a simple structure, competitive performance, and even much fewer parameters. In this paper, we propose a novel global aggregation permutation-invariant network based on dual MLP dot-product, called DuMLP-Pin, which is capable of being employed to extract features for set inputs, including unordered or unstructured pixel, attribute, and point cloud data sets. We strictly prove that any permutation-invariant function implemented by DuMLP-Pin can be decomposed into two or more permutation-equivariant ones in a dot-product way as the cardinality of the given input set is greater than a threshold. We also show that the DuMLP-Pin can be viewed as Deep Sets with strong constraints under certain conditions. The performance of DuMLP-Pin is evaluated on several different tasks with diverse data sets. The experimental results demonstrate that our DuMLP-Pin achieves the best results on the two classification problems for pixel sets and attribute sets. On both the point cloud classification and the part segmentation, the accuracy of DuMLP-Pin is very close to the so-far best-performing local aggregation method with only a 1-2% difference, while the number of required parameters is significantly reduced by more than 85% in classification and 69% in segmentation, respectively. The code is publicly available on https://github.com/JaronTHU/DuMLP-Pin.

DuMLP-Pin: A Dual-MLP-Dot-Product Permutation-Invariant Network for Set Feature Extraction

We propose a theoretical framework of multi-way similarity to model real-valued data into hypergraphs for clustering via spectral embedding.
 For graph cut based spectral clustering, it is common to model real-valued data into graph by modeling pairwise similarities using kernel function.
 This is because the kernel function has a theoretical connection to the graph cut.
 For problems where using multi-way similarities are more suitable than pairwise ones, it is natural to model as a hypergraph, which is generalization of a graph.
 However, although the hypergraph cut is well-studied, there is not yet established a hypergraph cut based framework to model multi-way similarity.
 In this paper, we formulate multi-way similarities by exploiting the theoretical foundation of kernel function.
 We show a theoretical connection between our formulation and hypergraph cut in two ways, generalizing both weighted kernel k-means and the heat kernel, by which we justify our formulation.
 We also provide a fast algorithm for spectral clustering.
 Our algorithm empirically shows better performance than existing graph and other heuristic modeling methods.

Hypergraph Modeling via Spectral Embedding Connection: Hypergraph Cut, Weighted Kernel $k$-Means, and Heat Kernel

We pose and study the problem of planning in Markov decision processes (MDPs), subject to participation constraints as studied in mechanism design. In this problem, a planner must work with a self-interested agent on a given MDP. Each action in the MDP provides an immediate reward to the planner and a (possibly different) reward to the agent. The agent has no control in choosing the actions, but has the option to end the entire process at any time. The goal of the planner is to find a policy that maximizes her cumulative reward, taking into consideration the agent's ability to terminate.
    
We give a fully polynomial-time approximation scheme for this problem.  En route, we present polynomial-time algorithms for computing (exact) optimal policies for important special cases of this problem, including when the time horizon is constant, or when the MDP exhibits a "definitive decisions" property. We illustrate our algorithms with two different game-theoretic applications: the problem of assigning rides in ride-sharing and the problem of designing screening policies. Our results imply efficient algorithms for computing (approximately) optimal policies in both applications.

Planning with Participation Constraints

Hierarchical structures are popular in recent vision transformers, however, they require sophisticated designs and massive datasets to work well. In this paper, we explore the idea of nesting basic local transformers on non-overlapping image blocks and aggregating them in a hierarchical way. We find that the block aggregation function plays a critical role in enabling cross-block non-local information communication. This observation leads us to design a simplified architecture that requires minor code changes upon the original vision transformer. The benefits of the proposed judiciously-selected design are threefold:  (1) NesT converges faster and requires much less training data to achieve good generalization on both ImageNet and small datasets like CIFAR; (2) when extending our key ideas to image generation, NesT leads to a strong decoder that is 8 times faster than previous transformer-based generators; and (3) we show that decoupling the feature learning and abstraction processes via this nested hierarchy in our design enables constructing a novel method (named GradCAT) for visually interpreting the learned model. Source code is available https://github.com/google-research/nested-transformer.

Nested Hierarchical Transformer: Towards Accurate, Data-Efficient and Interpretable Visual Understanding

Feature attribution methods are popular in interpretable machine learning. These methods compute the attribution of each input feature to represent its importance, but there is no consensus on the definition of "attribution", leading to many competing methods with little systematic evaluation, complicated in particular by the lack of ground truth attribution. To address this, we propose a dataset modification procedure to induce such ground truth. Using this procedure, we evaluate three common methods: saliency maps, rationales, and attentions. We identify several deficiencies and add new perspectives to the growing body of evidence questioning the correctness and reliability of these methods applied on datasets in the wild. We further discuss possible avenues for remedy and recommend new attribution methods to be tested against ground truth before deployment. The code and appendix are available at https://yilunzhou.github.io/feature-attribution-evaluation/.

Do Feature Attribution Methods Correctly Attribute Features?

Neural network quantization has become increasingly popular due to efficient memory consumption and faster computation resulting from bitwise operations on the quantized networks. Even though they exhibit excellent generalization capabilities, their robustness properties are not well-understood. In this work, we systematically study the robustness of quantized networks against gradient based adversarial attacks and demonstrate that these quantized models suffer from gradient vanishing issues and show a fake sense of robustness. By attributing gradient vanishing to poor forward-backward signal propagation in the trained network, we introduce a simple temperature scaling approach to mitigate this issue while preserving the decision boundary. Despite being a simple modification to existing gradient based adversarial attacks, experiments on multiple image classification datasets with multiple network architectures demonstrate that our temperature scaled attacks obtain near-perfect success rate on quantized networks while outperforming original attacks on adversarially trained models as well as floating-point networks.

Improved Gradient Based Adversarial Attacks for Quantized Networks

Unsupervised learning is often used to uncover clusters in data. However, different kinds of noise may impede the discovery of useful patterns from real-world time-series data. In this work, we focus on mitigating the interference of interval censoring in the task of clustering for disease phenotyping. We develop a deep generative, continuous-time model of time-series data that clusters time-series while correcting for censorship time. We provide conditions under which clusters and the amount of delayed entry may be identified from data under a noiseless model. On synthetic data, we demonstrate accurate, stable, and interpretable results that outperform several benchmarks. On real-world clinical datasets of heart failure and Parkinson's disease patients, we study how interval censoring can adversely affect the task of disease phenotyping. Our model corrects for this source of error and recovers known clinical subtypes.

Clustering Interval-Censored Time-Series for Disease Phenotyping

In a wide variety of applications including online advertising, contractual hiring, and wireless scheduling, the controller is constrained by a stringent budget constraint on the available resources, which are consumed in a random amount by each action, and a stochastic feasibility constraint that may impose important operational limitations on decision-making. In this work, we consider a general model to address such problems, where each action returns a random reward, cost, and penalty from an unknown joint distribution, and the decision-maker aims to maximize the total reward under a budget constraint B on the total cost and a stochastic constraint on the time-average penalty. We propose a novel low-complexity algorithm based on Lyapunov optimization methodology, named LyOn, and prove that for K arms it achieves square root of KBlog(B) regret and zero constraint-violation when B is sufficiently large. The low computational cost and sharp performance bounds of LyOn suggest that Lyapunov-based algorithm design methodology can be effective in solving constrained bandit optimization problems.

A Lyapunov-Based Methodology for Constrained Optimization with Bandit Feedback

With the abundance of available data, many enterprises seek to implement data-driven prescriptive analytics to help them make informed decisions. These prescriptive policies need to satisfy operational constraints, and proactively eliminate rule conflicts, both of which are ubiquitous in practice. It is also desirable for them to be simple and interpretable, so they can be easily verified and implemented. Existing approaches from the literature center around constructing variants of prescriptive decision trees to generate interpretable policies. However, none of the existing methods is able to handle constraints. In this paper, we propose a scalable method that solves the constrained prescriptive policy generation problem. We introduce a novel path-based mixed-integer program (MIP) formulation which identifies a (near) optimal policy efficiently via column generation. The policy generated can be represented as a multiway-split tree which is more interpretable and informative than binary-split trees due to its shorter rules. We demonstrate the efficacy of our method with extensive computational experiments on both synthetic and real datasets.

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