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学习理论在算法博弈论中的应用

Applications of Learning Theory in Algorithmic Game Theory
课程网址: http://videolectures.net/colt2015_roughgarden_game_theory/  
主讲教师: Tim Roughgarden
开课单位: 斯坦福大学计算机科学系
开课时间: 2015-08-20
课程语种: 英语
中文简介:
算法博弈论是一个使用和扩展经济学和博弈论工具来推理基本计算机科学问题的领域。该领域的重要之处不仅在于它的应用范围,从网络路由到在线广告,还在于它与理论计算机科学的其他领域,包括复杂性理论和近似算法,有着显著的多样性和丰富的联系。在本次演讲中,我们将探讨学习理论的定义和工具对算法博弈论的最新进展至关重要的两种方式。首先,我们概述了一个关于“无政府状态的代价”的鲁棒边界理论——这意味着博弈论均衡的近似保证——适用于无后悔学习者玩多人游戏产生的所有结果序列。其次,我们解释了如何使用学习理论中的概念使传统的(贝叶斯)最优拍卖理论可操作,用数据驱动的方法取代实际存在问题的“共同先验”假设。
课程简介: Algorithmic game theory is a field that uses and extends tools from economics and game theory to reason about fundamental computer science problems. The field is important both for its applications, which span the gamut from network routing to online advertising, and for its remarkably diverse and rich connections to other areas of theoretical computer science, including complexity theory and approximation algorithms. In this talk, we survey two ways in which definitions and tools from learning theory have been crucial to recent advances in algorithmic game theory. First, we outline a theory of robust bounds on the "price of anarchy" --- meaning approximation guarantees for game-theoretic equilibria --- that apply to all outcome sequences generated by no-regret learners playing a multi-player game. Second, we explain how to use concepts from learning theory to make traditional (Bayesian) optimal auction theory operational, replacing the practically problematic "common prior" assumption with a data-driven approach.
关 键 词: 算法博弈; 计算科学; 学习理论
课程来源: 视频讲座网
数据采集: 2023-05-15:chenxin01
最后编审: 2023-05-18:chenxin01
阅读次数: 25