The study of strategic or adversarial manipulation of testing data to fool a classifier has attracted much recent attention. Most previous works have focused on two extreme situations where any testing data point either is completely adversarial or always equally prefers the positive label. In this paper, we generalize both of these through a unified framework for strategic classification and introduce the notion of strategic VC-dimension (SVC) to capture the PAC-learnability in our general strategic setup. SVC provably generalizes the recent concept of adversarial VC-dimension (AVC) introduced by Cullina et al. (2018). We instantiate our framework for the fundamental strategic linear classification problem. We fully characterize: (1) the statistical learnability of linear classifiers by pinning down its SVC; (2) it's computational tractability by pinning down the complexity of the empirical risk minimization problem. Interestingly, the SVC of linear classifiers is always upper bounded by its standard VC-dimension. This characterization also strictly generalizes the AVC bound for linear classifiers in (Cullina et al., 2018).

We consider risk minimization problems where the (source) distribution $P_S$ of the training observations $Z_1, \ldots, Z_n$ differs from the (target) distribution $P_T$ involved in the risk that one seeks to minimize. Under the natural assumption that $P_S$ dominates $P_T$, \textit{i.e.} $P_T< \! \!

Multi-agent reinforcement learning (MARL) has become effective in tackling discrete cooperative game scenarios. However, MARL has yet to penetrate settings beyond those modelled by team and zero-sum games, confining it to a small subset of multi-agent systems. In this paper, we introduce a new generation of MARL learners that can handle \textit{nonzero-sum} payoff structures and continuous settings. In particular, we study the MARL problem in a class of games known as stochastic potential games (SPGs) with continuous state-action spaces. Unlike cooperative games, in which all agents share a common reward, SPGs are capable of modelling real-world scenarios where agents seek to fulfil their individual goals. We prove theoretically our learning method, $\ourmethod$, enables independent agents to learn Nash equilibrium strategies in \textit{polynomial time}. We demonstrate our framework tackles previously unsolvable tasks such as \textit{Coordination Navigation} and \textit{large selfish routing games} and that it outperforms the state of the art MARL baselines such as MADDPG and COMIX in such scenarios.

Choosing the right parameters for optimization algorithms is often the key to their success in practice. Solving this problem using a learning-to-learn approach---using meta-gradient descent on a meta-objective based on the trajectory that the optimizer generates---was recently shown to be effective. However, the meta-optimization problem is difficult. In particular, the meta-gradient can often explode/vanish, and the learned optimizer may not have good generalization performance if the meta-objective is not chosen carefully. In this paper we give meta-optimization guarantees for the learning-to-learn approach on a simple problem of tuning the step size for quadratic loss. Our results show that the na\"ive objective suffers from meta-gradient explosion/vanishing problem. Although there is a way to design the meta-objective so that the meta-gradient remains polynomially bounded, computing the meta-gradient directly using backpropagation leads to numerical issues. We also characterize when it is necessary to compute the meta-objective on a separate validation set to ensure the generalization performance of the learned optimizer. Finally, we verify our results empirically and show that a similar phenomenon appears even for more complicated learned optimizers parametrized by neural networks.

In this paper we present a scalable deep learning framework for finding Markovian Nash Equilibria in multi-agent stochastic games using fictitious play. The motivation is inspired by theoretical analysis of Forward Backward Stochastic Differential Equations and their implementation in a deep learning setting, which is the source of our algorithm's sample efficiency improvement. By taking advantage of the permutation-invariant property of agents in symmetric games, the scalability and performance is further enhanced significantly. We showcase superior performance of our framework over the state-of-the-art deep fictitious play algorithm on an inter-bank lending/borrowing problem in terms of multiple metrics. More importantly, our approach scales up to 3000 agents in simulation, a scale which, to the best of our knowledge, represents a new state-of-the-art. We also demonstrate the applicability of our framework in robotics on a belief space autonomous racing problem.

An agnostic PAC learning algorithm finds a predictor that is competitive with the best predictor in a benchmark hypothesis class, where competitiveness is measured with respect to a given loss function. However, its predictions might be quite sub-optimal for structured subgroups of individuals, such as protected demographic groups. Motivated by such fairness concerns, we study ``multi-group agnostic PAC learnability'': fixing a measure of loss, a benchmark class $\H$ and a (potentially) rich collection of subgroups $\G$, the objective is to learn a single predictor such that the loss experienced by every group $g \in \G$ is not much larger than the best possible loss for this group within $\H$. Under natural conditions, we provide a characterization of the loss functions for which such a predictor is guaranteed to exist. For any such loss function we construct a learning algorithm whose sample complexity is logarithmic in the size of the collection $\G$. Our results unify and extend previous positive and negative results from the multi-group fairness literature, which applied for specific loss functions.

In recent years, federated learning has been embraced as an approach for bringing about collaboration across large populations of learning agents. However, little is known about how collaboration protocols should take agents' incentives into account when allocating individual resources for communal learning in order to maintain such collaborations. Inspired by game theoretic notions, this paper introduces a framework for incentive-aware learning and data sharing in federated learning. Our stable and envy-free equilibria capture notions of collaboration in the presence of agents interested in meeting their learning objectives while keeping their own sample collection burden low. For example, in an envy-free equilibrium, no agent would wish to swap their sampling burden with any other agent and in a stable equilibrium, no agent would wish to unilaterally reduce their sampling burden.

In addition to formalizing this framework, our contributions include characterizing the structural properties of such equilibria, proving when they exist, and showing how they can be computed. Furthermore, we compare the sample complexity of incentive-aware collaboration with that of optimal collaboration when one ignores agents' incentives.