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Hardness of Signalingin Bayesian Games
Yu ChengUniversity of Southern California
Joint work with
Umang Bhaskar Young Kun Ko Chaitanya SwamyTIFR India Princeton U Waterloo
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Motivation
• Uncertainty in strategic interactions• Information asymmetry
• Information revelation (Signaling):The act of exploiting informational advantage to• Affect the decisions of others• Induce desirable equilibrium
July27,2016 Yu Cheng (USC)
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July27,2016 Yu Cheng (USC)
Signaling: Examples
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Prisoner’s Dilemma
July27,2016 Yu Cheng (USC)
−1 0
0 −4
−4−5
−5−1
Cooperate DefectC
oope
rate
Def
ect
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Prisoner’s Dilemma
July27,2016 Yu Cheng (USC)
𝜃 − 1 0
0 −4
−4𝜃 − 5
𝜃 − 5𝜃 − 1
𝜃 ∼ 𝑈{2, 0,−2}• C = Cooperate
D = Defect
• (C, C) is a NE if 𝜃 ≥ 1(D, D) is a NE if 𝜃 ≤ 1
• Principal gets$1 for (C, C)$0 otherwise
Cooperate DefectC
oope
rate
Def
ect
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Prisoner’s Dilemma
July27,2016 Yu Cheng (USC)
𝜃 − 1 0
0 −4
−4𝜃 − 5
𝜃 − 5𝜃 − 1
𝜃 ∼ 𝑈{2, 0,−2}• Reveal no information• Always (D, D)• Principal gets $0
• Reveal full information• (C, C) when 𝜃 = 2• (D, D) when 𝜃 = 0,−2• Principal gets $1/3
Cooperate DefectC
oope
rate
Def
ect
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Prisoner’s Dilemma
July27,2016 Yu Cheng (USC)
𝜃 − 1 0
0 −4
−4𝜃 − 5
𝜃 − 5𝜃 − 1
𝜃 ∼ 𝑈{2, 0,−2}• Optimal signaling scheme• High 𝜃 = 0, 2• Low 𝜃 = −2
• 𝐸 𝜃 High = 1• 𝐸 𝜃 Low = −2• Player play (C, C) when
they receive High, soprincipal gets $2/3
Cooperate DefectC
oope
rate
Def
ect
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Braess’s Paradox
July27,2016 Yu Cheng (USC)
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 1
𝑐 𝑥 = 1
𝑐 𝑥 = 𝜃𝑠 𝑡
𝜃 ∼ 𝑈{0, 1}
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Braess’s Paradox
July27,2016 Yu Cheng (USC)
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 1
𝑐 𝑥 = 1
𝑐 𝑥 = 𝜃𝑠 𝑡• When 𝜃 = 0• Cost = 2
𝜃 ∼ 𝑈{0, 1}
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Braess’s Paradox
July27,2016 Yu Cheng (USC)
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 𝑥
𝑐 𝑥 = 1
𝑐 𝑥 = 1
𝑐 𝑥 = 𝜃𝑠 𝑡• When 𝜃 = 0• Cost = 2
• When 𝜃 ≥ 0.5• Cost = 1.5
• Optimal:reveal no information
𝜃 ∼ 𝑈{0, 1}
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How hard is itto reveal information optimally?
Yu Cheng (USC)July27,2016
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Previous Work
• Optimal information structure can be intricate• [Blackwell ’51] [Akerlof ’70] [Hirshleifer ’71] [Spence ’73]
[Milgrom and Weber ’82] [Lehrer et al. ’10] [Abraham et al. ’13][Bergemann et al. ’13] [Alonso and Câmara ’14] …
• Computational complexity of (approximate) optimal signaling• [Emek et al. ’12] [Milterson and Sheffet ’12] [Guo and Deligkas ’13]
[Dughmi ’14] [Cheng et al. ’15] …
July27,2016 Yu Cheng (USC)
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Signaling Problem
• Payoffs depend on state of nature Θ
• Players know a common prior 𝜆 of Θ• An informed principal knows the realization of Θ• Public signals Σ• Commits to a signaling scheme φ:Θ ⟶ Σ
• Players Bayes update based on the signal, and play a NE
July27,2016 Yu Cheng (USC)
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Bayesian Games
• Two-player zero-sum games• Goal: maximize row player’s utility
• Network routing games (non-atomic)• Goal: minimize latency of Nash flow
Both admit poly-time computable equilibria ⇒ can study thesignaling problem bereft of equilibrium computation concerns
July27,2016 Yu Cheng (USC)
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FPTAS PTAS Quasi-PTAS
Previous Results
July27,2016 Yu Cheng (USC)
• Zero-sum games
[Dughmi ’14]Planted-Clique hard
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Planted Clique Conjecture
July27,2016 Yu Cheng (USC)
• No poly-time algorithm that recovers a planted 𝑘-clique from 𝐺(𝑛, 1/2)with constant success probability for 𝑘 = 𝑜 𝑛 and 𝑘 = 𝜔 log𝑛
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Previous Results
July27,2016 Yu Cheng (USC)
• Zero-sum games
FPTAS PTAS Quasi-PTAS
[Dughmi ’14]Planted-Clique hard
?[Cheng et al. ’15]
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Our Results
July27,2016 Yu Cheng (USC)
• Zero-sum games
FPTAS PTAS Quasi-PTAS
[Dughmi ’14]Planted-Clique hard
[Cheng et al. ’15]
NP-hardPlanted-Clique hard
?
[Rubinstein] proved ETH-hardness for PTAS (unlikely to be NP-hard)
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Our Results
July27,2016 Yu Cheng (USC)
• Zero-sum games
• Network routing games• NP-hard to get multiplicative approximation better than 4/3,
even for single commodity and linear latencies• Full-revelation achieves approximation = price of anarchy,
so 4/3 is tight for linear latencies
FPTAS PTASNP-hard Planted-Clique hard
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July27,2016 Yu Cheng (USC)
𝜃 − 1 0
0 −4
−4𝜃 − 5
𝜃 − 5𝜃 − 1 (C, C) when E[𝜃] ≥ 1
C D
CD
𝜃 ∼ 𝑈{2, 0,−2} Posterior 𝜇 ∈ ℝO: 𝜇P = Pr 𝜃 = 2 , …
001
100
010
𝜃 = 0
𝜃 = −2𝜃 = 2
Prior Decomposition
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Prior Decomposition
July27,2016 Yu Cheng (USC)
𝜃 = 0
𝜃 = −2
𝜃 = 2
𝜃 = 0
𝜃 = −2
𝜃 = 2
𝜃 = 0
𝜃 = −2
𝜃 = 2
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Prior Decomposition
July27,2016 Yu Cheng (USC)
𝜇P =1/21/20
𝜇S =001
𝑂𝑃𝑇 =23 𝑓 𝜇P +
13𝑓 𝜇S =
23
max ∑𝑝_𝑓 𝜇_𝑠. 𝑡. ∑𝑝_𝜇_ = 𝜆
𝜆 =1/31/31/3
=23𝜇P +
13𝜇S
max 𝑓 𝜇
Signaling:
Best posterior:
𝜃 = 0
𝜃 = −2
𝜃 = 2
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Zero-Sum Games: No FPTAS
• Algorithm for optimal signaling ⇒ best posterior• Hardness of best posterior ⇒ hardness of signaling
• Finding an 𝜖-best posterior distribution is NP-hardwhen 𝜖 = poly(1/𝑛) (much easier to show)
July27,2016 Yu Cheng (USC)
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Optimization and Membership Oracle
• 𝑓: Δd → 0,1 maps posterior to principal’s utility• Let 𝑓f be the minimum concave function such that𝑓f ≥ 𝑓
𝑓f 𝜆 =
• Signaling ⇔ value oracle for 𝑓f
July27,2016 Yu Cheng (USC)
max ∑𝑝_𝑓 𝜇_𝑠. 𝑡. ∑𝑝_𝜇_ = 𝜆
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Optimization and Membership Oracle
• Goal: best posterior maxh
𝑓 𝜇 = maxh
𝑓f 𝜇
• Consider 𝐾 = 𝑥, 𝑦 : 𝑦 ≤ 𝑓f 𝑥 = 𝑐𝑜𝑛𝑣( )• Signaling ⇔ value oracle for 𝑓f ⇔ membership oracle for 𝐾• max
h𝑓f 𝜇 = max
l,m ∈n𝑦 ⇔ optimization over 𝐾
• Membership oracle ⇒ Separation oracle ⇒ Optimization• (𝜖/𝑛)-hardness of best posterior ⇒ 𝜖-hardness of signaling
July27,2016 Yu Cheng (USC)
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Security Games on Graphs [Dughmi ’14]
• Given 𝐺 = 𝑉,𝐸• State of nature 𝜃 ∼ 𝑢𝑛𝑖(𝑉)• Row picks 𝑟 ∈ 𝑉• Col picks 𝑐 ∈ 𝑉
• Objective (zero-sum):• Row wants to be adjacent to 𝜃• Col wants to catch Row or 𝜃
July27,2016 Yu Cheng (USC)
𝜃
𝑟
𝑐
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Security Games on Graphs [Dughmi ’14]
• Given 𝐺 = 𝑉,𝐸• 𝜃, 𝑟, 𝑐 ∈ 𝑉• Row’s payoff
+1 if 𝜃, 𝑟 ∈ 𝐸−1 if c = 𝜃−1 if c = a
July27,2016 Yu Cheng (USC)
𝜃
𝑟
𝑐
Row’s payoff = 1
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Security Games on Graphs [Dughmi ’14]
• Given 𝐺 = 𝑉,𝐸• 𝜃, 𝑟, 𝑐 ∈ 𝑉• Row’s payoff
+1 if 𝜃, 𝑟 ∈ 𝐸−1 if c = 𝜃−1 if c = a
July27,2016 Yu Cheng (USC)
𝜃
𝑟, 𝑐
Row’s payoff = 1 – 1 = 0
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Security Games on Graphs [Dughmi ’14]
• Asymmetry of payoffs
• Principal reveals𝜃 ∈ 𝐿 or 𝜃 ∈ 𝑅
• Row chooses uniformlyfrom the other side• Always have 𝜃, 𝑟 ∈ 𝐸• Hard for Col to catch
July27,2016 Yu Cheng (USC)
𝜃
𝑟
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Security Games on Graphs [Dughmi ’14]
July27,2016 Yu Cheng (USC)
• Cliques are good forPrincipal and Row
• maxh𝑓(𝜇) ≥ 1− P
viff 𝐺
has a 𝑘×𝑘 bipartite clique• NP-hard
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Zero-Sum Games: No FPTAS
• Membership oracle ⇒ Separation oracle ⇒ Optimization• Hardness of optmization ⇒ Hardness of testing membership• FPTAS version works as well (shallow cut ellipsoid)
• Powerful technique to prove hardness• Exploit the equivalence of separation and optimization
July27,2016 Yu Cheng (USC)
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Open Problems
• PTAS for membership ⇔ PTAS for optimization?• We know FPTAS for membership ⇔ FPTAS for optimization
• Poly-time (additive) constant-approximations for signaling in zero-sum games• Currently, only quasi-PTAS is known [Cheng et al. ’15]
• Private signals
July27,2016 Yu Cheng (USC)
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Thanks!
Q & A
Yu Cheng (USC)July27,2016