Circumventing the Price of Anarchy - School of Computer Science

15 Pages·2009·0.17 MB·English

Circumventing the Price of Anarchy: Leading
Dynamics to Good Behavior
Maria-Florina Balcan1 AvrimBlum2 YishayMansour3
1SchoolofComputerScience,CollegeofComputing,GeorgiaInstituteofTechnology
2DepartmentofComputerScience,CarnegieMellonUniversity
3BlavatnikSchoolofComputerScience,TelAvivUniversity
[email protected] [email protected] [email protected]
Abstract: Many naturalgamescan have a dramatic differencebetween the qualityof theirbest and
worst Nash equilibria, even in pure strategies. Yet, nearly all work to date on dynamics shows only
convergence to some equilibrium, especially within a polynomial number of steps. In this work we
study how agents with some knowledge of the game might be able to quickly (within a polynomial
number of steps) find their way to states of quality close to the best equilibrium. We consider two
natural learning models in which players choose between greedy behavior and following a proposed
goodbutuntrustedstrategyandanalyzetwoimportantclassesofgamesinthiscontext,faircost-sharing
andconsensusgames.BothgameshaveextremelyhighPriceofAnarchyandyetweshowthatbehavior
inthesemodelscanefficientlyreachlow-coststates.
Keywords: DynamicsinGames,PriceofAnarchy,PriceofStability,Cost-sharinggames,Consensus
games,Learningfromuntrustedexperts
1 Introduction onfast convergenceof bothbestresponseandre-
gret minimization dynamics to states with cost
Therehasbeensubstantialworkinthemachine
comparable to the Price of Anarchy of the game
learning, game theory, and (more recently) algo-
[4,15,26,28],whetherornotthatstateisanequi-
rithmic game theory communitieson understand-
librium. Thislineofworkisjustifiedbythereal-
ing the overall behavior of multi-agent systems
ization that in many cases the equilibrium nature
in which agents follow natural learning dynam-
ofthesystemitselfislessimportant,andwhatwe
ics suchas (randomized)best/betterresponseand
care more about is having the dynamics reach a
no-regretlearning. Forexample, itis wellknown
low-coststate;thisisapositionweadoptaswell.
that in potential games, best-response dynamics,
in which players take turns each making a best- However,whiletheaboveresultsarequitegen-
response move to the current state of all the oth- eral, the behavior or equilibrium reached by the
ers, is guaranteed to converge to a pure-strategy givendynamicscouldbeasbadastheworstequi-
Nash equilibrium [24, 27]. Significant effort has libriuminthegame(theworstpure-strategyNash
been spent recently on analyzing various proper- equilibriuminthecaseofbest-responsedynamics
tiesofthesedynamicsandtheirvariations,inpar- inpotentialgames,andthe worstcorrelatedequi-
ticular on their convergencetime [1, 26]. No re- libriumforno-regretalgorithmsingeneralgames).
gret dynamics have also been long studied. For Even for specific efficient algorithms and even
example,a wellknowngeneralresultthatapplies fornatural potentialgames, in generalno bounds
to any finite game is that if players each follow better than the pure-strategy price of anarchy are
a “no-internal-regret”strategy, then the empirical known. On the other hand, many important po-
distribution of play is guaranteedto approachthe tentialgames,includingfaircost-sharingandcon-
setofcorrelatedequilibriaofthegame[17–19]. sensusgames,canhaveveryhigh-costNashequi-
There has also been a lot of attention recently libriaeventhoughtheyalsoalwayshavelow-cost
1
equilibria as well; that is, their Price of Anarchy solutionsmightbeknownbecausepeopleanalyz-
isextremelyhighandyettheirPriceofStabilityis ing the specific instance being played might dis-
low(wediscussthesegamesmoreinSection1.1). cover and publish low cost global behaviors. In
Thus,aguaranteecomparablewiththecostofthe this case, individualplayersmightthen occasion-
worst Nash equilibrium can be quite unsatisfac- ally test out their parts of these behaviors, using
tory. them as extra inputs to their own learning algo-
rithmoradaptivedynamicstoseeiftheydoinfact
Unfortunately, in general there have been very
providebenefittothemselves.Thequestionthenis
fewresultsshowingnaturaldynamicsthatleadto
canthisprocessallowlowcoststatestobereached
low cost equilibria or behavior in games of this
andinwhatkindsofgames?
type, especially within a polynomial number of
steps. Forpotentialgames, itis knownthatnoisy Motivatedbythisquestion,inthispaperwede-
best-responseinwhichplayersactina“simulated- velop techniques for understanding and influenc-
annealing”stylemanner,alsoknownaslog-linear ing the behavior of natural dynamics in games
learning, does have the property that the states with multiple equilibria, some of which may be
of highest probability in the limit are those min- ofmuchhighersocialqualitythanothers. Inpar-
imizing the global potential [8, 9, 23]. In fact, ticular we consider a model in which a low cost
as temperature approaches 0, these are the only global behavior is proposed, but individual play-
stochastically-stablestates. However,aswe show ers do not necessarily trust it (it may not be an
in Appendix A.2, reaching such states with non- equilibrium, and even if it is they do not know if
negligibleprobabilitymassmayeasilyrequireex- others will follow it). Instead, players use some
ponential time. For polynomial-time processes, formof expertslearningalgorithmwhere oneex-
Charikaretal.[11]shownaturaldynamicsrapidly pert says to play the best response to the current
reaching low-cost behavior in a special case of stateandanothersaystofollowtheproposedstrat-
undirectedfaircost-sharinggames;however,these egy.Ourmodelimposesonlyverymildconditions
results require specialized initial conditions and on the learning algorithm each player uses: dif-
alsodonotapplytodirectedgraphs. ferentplayers may use completely differentalgo-
rithms for deciding among or updatingprobabili-
In this paper we initiate a study of how to aid
ties on their two high-levelchoices. Assume that
dynamics, beginning from arbitrary initial condi-
theplayersmoveinarandomorder. Willthispro-
tions,toreachstatesofcostclosetothebestNash
duce a low-cost solution (even if it doesn’t con-
equilibrium. We propose a novel angle on this
vergetoanything)? Weconsidertwovariationsof
problem by considering whether providing more
thismodel:alearn-then-decidemodelwhereplay-
information to simple learning algorithms about
ers initially follow an “exploration” phase where
the game being played can allow natural dynam-
theyputroughlyequalprobabilityoneachexpert,
ics to reach such high quality states. At a high
followed by a “commitment” phase where based
level, there are two barriers to simple dynamics
on their experience they choose one to use from
performing well. One is computational: for di-
then on, and a smoothly adaptive model where
rectedcost-sharinggamesforinstance, we donot
they slowly change their probabilities over time.
even know of efficient centralized proceduresfor
Within each we analyze severalimportantclasses
findinglow-coststatesingeneral.Asanoptimiza-
of games. In particular, our main results are that
tion problem this is the Directed Steiner Forest
for both fair cost-sharing and consensus games,
problemandthebestapproximationfactorknown
theseprocessesleadtogoodqualitybehavior.
is min(n1/2+ǫ,N4/5+ǫ,m2/3Nǫ) where n is the
numberofplayers,N isthenumberofverticesand Ourstudyismotivatedbyseverallinesofwork.
m is the number of edges in the graph [12, 16]. One is the above-mentioned work on noisy best-
Theotherbarrierisincentive-based:evenifalow- responsedynamicswhichreachhigh-qualitystates
costsolutionwereknown,therewouldstillbethe butonlyafterexponentiallymanysteps.Anotheris
issue of whetherplayers would individuallywant workonthevalueofaltruism[29]whichconsiders
to play it, especially withoutknowing what other how certain players acting altruistically can help
playerswill choose to do. For example, low-cost thesystemreachabetterstate. Thelastisthework
2
in[5]whichconsidersacentralauthoritywhocan Figure1Adirectedcost-sharinggame,thatmod-
temporarilycontrolarandomsubsetoftheplayers els a setting where each player can choose either
in orderto get the system into a goodstate. That todriveitsowncartoworkatacostof1,orshare
modelisrelatedtothemodelweconsiderhere,but publictransportationwithothers,splittinganover-
is much more rigid because it posits two classes allcostofk. Forany1 < k < n,ifplayersarrive
ofplayers(onethatfollowsthegiveninstructions oneatime andeachgreedilychoosesapathmin-
andonethatdoesn’t)anddoesnotallowplayersto imizing its cost, then the cost of the equilibrium
adaptivelydecideforthemselves.(SeeSection1.2 obtainedisn,whereasOPThascostonlyk.
formorediscussion).
1.1 OurResults
As described above we introduce and analyze
two models for guiding dynamics to good equi-
libria, and within these models we prove strong
positiveresultsfortwoclassesofgames,faircost
sharingandconsensusgames.Inn-playerfaircost
sharinggames,playerschooseroutesinanetwork
andsplitthecostofedgestheytakewithothersus-
ingthesameedge;seeSection3foraformaldef-
inition. Thesegamescanmodelscenariossuchas
whethertodriveone’sowncartoworkortoshare
publictransportationwithothers(seeFigure1for show that so long as players place probability
asimpleexample)andcanhaveequilibriaasmuch β > 1/2 on the proposed optimal strategy, then
as a factor of n worse than optimal even though withhighprobabilityplaywillreachtheexactopti-
theyarealwaysguaranteedtohavelow-costequi- malbehaviorwithinapolynomialnumberofsteps.
libriathatareonlyO(logn)worsethanoptimalas Moreover for certain natural graphs such as the
well. In consensusgames, playersare nodes in a lineandthegrid,anyβ >0issufficient.Notethat
networkwhoeachneedtochooseacolor,andthey ourresultsareactuallystrongerthanthoseachiev-
payacostforeachneighborofdifferentcolorthan able in the more centralized model of [5], where
theirown(seeSection4). Theseagaincanhavea oneneedstomakecertainminimaldegreeassump-
widegapbetweenworstandbestNashequilibrium tionsonthegraphaswell.
(inthiscase,costΩ(n2)fortheworstversus0for Inbothourmodelsitisaneasyobservationthat
thebest). for any game, if the proposed solution is a good
Our main results for these games are the equilibrium,theninthelimitthesystemwilleven-
following. For fair cost-sharing, we show tually reach the equilibrium and stay there indef-
that in the learn-then-decide model, so long initely. Our interest, however, is in polynomial-
as the exploration phase has sufficient (polyno- timebehavior.
mial) length and the proposed strategy is near-
optimal, the expected cost of the system reached 1.2 RelatedWork
is O(log(n)log(nm)OPT). Thus, this is only DynamicsandConvergenceto Equilibria: It is
slightly largerthan that given by the price of sta- wellknownthatinpotentialgames,best-response
bility of the game. For the smoothly-adaptive dynamics, in which players take turns each mak-
model, if there are many players of each type ing a best-response move to the current state of
(i.e., associated to each (s ,t ) pair) we can do alltheothers,isguaranteedtoconvergetoapure-
i i
even better, with high probability achieving cost strategyNashequilibrium[24,27]. Significantef-
O(log(nm)OPT),orevenO(OPT)ifthenum- fort has been spent recently on the convergence
ber of players of each type is high enough. Note time of these dynamics [1, 26], with both exam-
that with many players of each type the price of ples of games in which such dynamics can take
anarchy remains Ω(n) though the price of sta- exponential time to converge, and results on fast
bility becomes O(1). For consensus games, we convergenceto stateswithcostcomparabletothe
3
PriceofAnarchyofthegame[4,15]. implies that in a two phase model, where in the
first phase the jobsjoin one at a time and use the
Anotherwell known generalresult that applies
greedy algorithm (or that of [3]), and in the sec-
to any finite game is that if players each follow
ondphasetheyperformabestresponsedynamics,
a “no-internal-regret”strategy, then the empirical
achievescostwithinafactorO(m)(orO(logm))
distribution of play is guaranteedto approachthe
of optimal. This is in contrast to the unbounded
setofcorrelatedequilibriaofthegame[17–19]. In
PriceofAnarchyingeneral.
particular, for good no-regretalgorithms, the em-
piricaldistributionwillbean ǫ-correlatedequilib- Taxation:Therehasalsobeenworkonusingtaxes
rium after O(1/ǫ2) rounds of play [7]. A recent to improvethe qualityof behavior[13, 14]. Here
result of [20] analyzesa version of the weighted- the aim is via taxes to adjust the utilities of each
majorityalgorithmin congestiongames, showing player, such that the only Nash equilibria in the
thatbehaviorconvergestothesetofweakly-stable new game correspond to optimal or near-optimal
equilibria. This implies performance better than behaviorintheoriginalgame. Incontrast,ourfo-
the worst correlated equilibrium, but even in this cus is to identify how dynamics can be made to
casetheguaranteeisnobetterthantheworstpure- reachagoodresultwithoutchangingthegameor
strategyNashequilibrium. adjustingutilities,butratherbyinjectingmorein-
formationintothesystem.
Noisybest-responsehasbeenshowninthelimit
to reach states of minimum global potential [8, Public service advertising: Finally, the public
9, 23], and thus provide strong positive results in serviceadvertisingmodelof[5]alsousestheidea
gameswithasmallgapbetweenpotentialandcost. of a proposed strategy in order to move players
However, this convergence may take exponential into a good equilibrium. In the model of [5], the
time, even for fair cost-sharing games. In partic- players only once select (randomly)between fol-
ular we show in Appendix A.2 that if one makes lowingthe proposedstrategyornot. Playersthen
manycopiesoftheedgesofcost1intheexample stick with their decision while those that decided
ofFigure1,reachingastatewithsufficientlymany nottofollowtheproposedstrategysettleonsome
playersonthesharedpathtoinduceotherstofol- equilibrium for themselves (given the other play-
low along would take time exponentialin k even ers actions are fixed). Then, in the last phase all
ifthealgorithmcanarbitrarilyvaryitstemperature playersperforma bestresponsedynamicstocon-
parameter.FordetailsseeAppendixA.2. verge to a final equilibrium (the convergence is
Analternativelineofworkassumesthatthesys- guaranteedsincethediscussionislimitedtopoten-
tem starts empty and players join one at a time. tialgames). Incontrast,inourmodelstheplayers
Charikar et al. [11] analyze fair cost sharing in continuously randomly re-select between follow-
thissettingonanundirectedgraphwhereallplay- ingtheproposedstrategyorperformingabestre-
ers have a common sink. Their model has two sponse. Thiscontinuousrandomizationmakesthe
phases: inthefirst,playersenteroneatatimeand analysis of our dynamics technically more chal-
use a greedy algorithm to connect to the current lenging. Conceptually,thebenefitofourmodelis
tree, and in the secondphase the playersundergo thattheplayersare“symmetric”andcancontinu-
best-response dynamics. They show that in this ously switch between the two alternatives, which
case a good equilibrium (one that is within only better models selfish behavior. This continuous
a polylog(n) factor of optimal) is reached. We processiswhatenablestheplayerstobothexplore
discuss this result furtherin AppendixA. We re- andexploitthetwoalternativeactions.
markherethatfordirectedgraphs,itiseasytocon-
structsimpleexampleswherethisprocessreaches
2 AFormal Framework
anequilibriumthatisΩ(n)fromoptimal(seeFig-
2.1 NotationandDefinitions
ure1). Forschedulingonunrelatedmachineswith
makespan cost function, the natural greedy algo- Westartbyprovidinggeneralnotationsanddef-
rithmtoassignincomingjobsisanO(m)approx- initions.Agameisdenotedbyatuple
imationandamoresophisticatedonlinealgorithm
guarantees an O(logm) approximation [3]. This G =hN,(S ),(cost )i
i i
4
whereN isasetofnplayers,S isthefiniteaction 2.2 TheModel
i
spaceofplayeri∈N,andcost isthecostfunc-
i Wenowdescribetheformalmodelthatwecon-
tionofplayeri. Thejointactionspaceoftheplay-
sider. Initially, players begin in some arbitrary
ersisS =S ×...×S . Forajointactions∈S
1 n state, which could be a high-cost equilibrium or
wedenotebys−itheactionsofplayersj 6=i,i.e., evenastate thatisnotanequilibriumatall. Next
s−i = (s1,...,si−1,si−1,...,sn). The cost func- an entity, perhapsthe designerof the system or a
tion of player i maps a joint action s ∈ S to a
playerwhohasstudied thesystem well, proposes
realnon-negativenumber,i.e., cost : S → R+.
i somebetterglobalbehaviorB. B mayormaynot
Every game has associated a social cost function
cost : S → R that maps a joint action to a real be an equilibrium behavior, our only assumption
isthatithavelowoverallcost. Now,playersmove
value. Inthe casesdiscussedinthispapertheso-
oneatatimeinarandomorder.Eachplayer,when
cialcostissimplythesumofplayers’costs,i.e.,
it is their turn to move, chooses among two op-
n
tions. Thefirstistosimplybehavegreedilyandto
cost(s)=Xcosti(s). makeabest-responsemovetothecurrentconfigu-
i=1
ration. Thesecondoptionistofollowtheirpartof
Theoptimalsocialcostis
thegivenbehaviorB. Thesetwohigh-levelstrate-
OPT(G)=mincost(s). gies(best-responseorfollowB)areviewedastwo
s∈S “experts” and the player then runs some learning
WesometimesoverloadnotationanduseOPTfor algorithm aiming to learn which of these is most
ajointactionsthatachievescostOPT(G). suitable for himself. Note that best-response is
Givenajointactions,theBestResponse(BR)of an abstract option — the specific action it corre-
playeriisthesetofactionsBRi(s)thatminimizes spondstomaychangeovertime.
its cost, given the other players actions s−i, i.e., Becausemovesoccurinanasynchronousman-
BRi(s−i)=argmina∈Sicosti(a,s−i). ner, there are multiple reasonable ways to model
Ajointactions∈S isapureNashEquilibrium
the feedback each player gives to its learning al-
(NE)if no player i ∈ N can benefit from unilat-
gorithm: forinstance,doesitconsidertheaverage
erally deviating to another action, namely, every
cost since the player’s previous move or just the
player is playing a best response action in s, i.e.,
cost when it is the player’s turn to go, or some-
si ∈ BRi(s−i)foreveryi ∈ N. Abestresponse thing in between? In addition, does it get to ob-
dynamicsis a processin whichateach time step,
servethecostoftheactionitdidnottake(thefull
some playerwhich is notplaying a best response
informationmodel)oronlytheactionitchose(the
switchesitsactiontoabestresponseaction,given
banditmodel)? Toabstractawaytheseissues,and
thecurrentjointaction. Inthispaperwefocuson
evenallowdifferentplayerstoaddressthemdiffer-
potentialgames,whichhavethepropertythatany
ently,weconsiderheretwomodelsthatmakeonly
bestresponsedynamicsconvergesto a pureNash
verymildassumptionsonthekindoflearningand
equilibrium[24].
adaptationmadebyplayers.
Let N(G) be the set of Nash equilibria of the
LearnthenDecidemodel: In this model, play-
game G. The Price of Anarchy (PoA) is defined
ersfollowan“exploration”phasewhereeach
astheratiobetweenthe maximumcostofaNash
time it is their turn to move, they flip a coin
equilibriumandthesocialoptimum,i.e.,
todecidewhethertofollowtheproposedbe-
max cost(s)/OPT(G). havior B or to do a best-response move to
s∈N(G)
thecurrentconfiguration.Weassumethatthe
The Price of Stability (PoS) is the ratio between
coingivesprobabilityatleastβtoB,forsome
the minimum cost of a Nash equilibrium and the
constantβ > 0. Finally,aftersomecommon
socialoptimum,i.e., time T∗, all players switch to an “exploita-
min cost(s)/OPT(G). tion”phasewheretheyeachcommitinanar-
s∈N(G) bitrarywaybasedontheirpastexperienceto
Foraclassofgames,thePoAandPoSarethemax- followB orperformbestresponsefromthen
imumoverallgamesintheclass on.(ThetimeT∗isselectedinadvance.)
5
The above model assumes some degree of coor- otheralternative)or eventhe sum total cost since
dination: a fixed time T∗ after which all players itspreviousmove,thenBmightappearbetter.Our
make their decisions. One could imagine instead modelallowsuserstoupdateinanywaytheywish,
each player i having its own time T∗ at which it solongastheupdatesaresufficientlygradual.
i
commits to one of the experts, perhaps with the Finally,asmentionedintheintroduction,inboth
time itself depending on the player’s experience. our models it is an easy observation that for any
In the Smoothly-Adaptive model below we even game, if the proposed solution is a good equilib-
more generally allow players to smoothly adjust rium,theninthelimit(asT∗ → ∞intheLearn-
their probabilities over time as they like, subject then-Decidemodeloras ∆ → 0 in theSmoothly
onlytoaconstraintontheamountbywhichprob- Adaptivemodel)the system will eventuallyreach
abilitiesmaychangebetweentimesteps. theequilibriumandstaythereindefinitely.Ourin-
SmoothlyAdaptivemodel: In this model, there terest,however,isinpolynomial-timebehavior.
are no separate exploration and exploitation
phases. Instead, each player i maintainsand 3 Fair CostSharing
adjusts a value p over time. When player i
i Thefirstclassofgameswe studyinthispaper,
is chosen to move, it flips a coin of bias p
i becauseofitsrichstructureandwidegapbetween
toselectbetweentheproposedbehaviorora
price of anarchy and price of stability, is that of
best-response move, choosing B with prob-
faircostsharinggames. Thesegamesaredefined
ability p . We allow the players to use ar-
i as follows. We are given a graph G = (V,E),
bitraryadaptivelearningalgorithmstoadjust
which can be directed or undirected, where each
these probabilities with the sole requirement
edgee ∈ E hasanonnegativecostc ≥ 0. There
thatlearningproceedslowly.Specifically,us- e
isasetN = {1,...,n}ofnplayers,whereplayer
ingpt todenotethevalueofp attimet, we
i i iisassociatedwithasources andasinkt . The
requirethat i i
strategysetofplayeriisthesetS ofs −t paths.
i i i
|pt−pt+1|≤∆ Inanoutcomeofthegame,eachplayerichooses
i i
a single pathP ∈ S . Givena vectorof players’
i i
fora sufficiently (polynomially)small quan- strategiess = (P ,...,P ),letx bethenumber
1 n e
tity∆, andfurthermorethatforall i,theini- of agents whose strategy contains edge e. In the
tialprobabilityp0 ≥p0forsomeoverallcon- faircostsharinggamethecosttoagentiis
i
stant 0 < p0 < 1. Note that the algorithm
c
mayupdatepi evenin time steps atwhich it costi(s)= X e
x
does notmove. The learningalgorithm may e∈Pi e
useanykindoffeedbackorweight-updating
andthegoalofeachagentistoconnectitstermi-
strategyitwantsto(e.g.,gradientdescent[30,
31],multiplicativeupdating[10,21,22])sub- nals with minimum total cost. The social cost of
jecttothisboundedstep-sizerequirement. anoutcomes=(P1,...,Pn)isdefinedtobe
Wesaythattheprobabilitiesare(T,β)-good
ifforanytimet ≤ T wehaveforalli,pt > cost(P1,...,Pn)= X ce.
i
β. (Notethatif∆<(p0−β)/T thenclearly e∈∪iPi
theprobabilitiesare(T,β)-good.)
It is well known that fair cost sharing games are
Wepointoutthatwhileonemightatfirstthinkthat potentialgames[2,24]andthepriceofanarchyin
anynaturaladaptivealgorithmwouldlearntofavor thesegamesisΘ(n)whilethepriceofstabilityis
best-response(alwaysdecreasingpi),thisdepends H(n)[2],whereH(n) = Pni=11/i = Θ(logn).
onthekindoffeedbackituses. Forinstance,ifthe Inparticular,thepotentialfunctionforthesegames
algorithmconsidersonlyitscostimmediatelyafter is
it moves, then indeed by definition best-response xe
willappearbetter. However,ifitconsidersitscost Φ(s)= XXce/x,
immediately before it moves (comparing that to e∈Ex=1
what its cost would have been had it chosen the whichsatisfiesthefollowinginequality:
6
Fact1 In fair cost sharing, for any s ∈ S we 3.1 TheMainArguments
have:cost(s)≤Φ(s)≤H(n)·cost(s).
We beginwith the followingkeylemma thatis
usefulintheanalysisofbothlearn-then-decideand
Forease of notation, we assume in this section smoothlyadaptivemodels.
thattheproposedstrategyBisthesociallyoptimal
behaviorOPT, so we canidentifyPOPT = PB
i i Lemma2 Consider a fair cost sharing game.
as the behavior proposed by B to player i. If B
ThereexistsaT = poly(n),suchthatiftheprob-
is different from OPT, then we simply lose the
abilitiesare(T,β)-goodforconstantβ > 0,then
correspondingapproximationfactor.
withhighprobabilitythecostattime T willbeat
mostO(OPTlog(mn)).
OverviewoftheResultsandAnalysis: Ourmain Moreover,ifwehaveatleastclog(nm)players
results for fair cost sharing are the following. If ofeach(s ,t ) pairfor sufficientlylarge constant
i i
we have many players of each type (the type of c,thenwithhighprobabilitythecostattimeT will
a player is determined by its source s and desti- beO(OPT).
i
nation t ) then in both the learn-then-decide and
i
smoothlyadaptive models we can show that with
Proof: We begin with the general case. Let nopt
highprobability,behaviorwillreachastateofcost e
denote the number of players who use edge e in
withinalogarithmicfactorofOPTwithinapoly- OPT. We partition edges into two classes. We
nomialnumberofsteps. Moreover,forthe learn-
say an edge is a “high traffic” edge if nopt >
then-decide model, even if we do not have many e
clog(nm) where c is a sufficiently largeconstant
playersofeachtypewecanshowthattheexpected
(c = 32/β suffices for the argumentbelow). We
costattheendoftheprocesswillbelow.
sayitisa“lowtraffic”edgeotherwise.
The high level idea of the analysis is that we DefineT =2nlogn.Withhighprobability,by
0
firstprovethatso longaseachplayerrandomizes time T each player has had a chance to move at
0
with probability near to 50/50, with high proba- leastonce.Weassumeinthefollowingthatthisin-
bility the overall cost of the system will drop to deedisthecase.Notethatasacrudebound,atthis
within a logarithmic factor of OPT in a poly- pointthe costof the system is atmostn2 ·OPT
nomial number of steps; moreover, at that point (each player will move to a path of cost-share at
boththebestresponseandtheproposedactionsare most OPT and therefore of actual cost at most
pretty good strategies from the individualplayers n·OPT).Next,byChernoffboundsandtheunion
pointofview. Tofinishtheanalysisinthe“Learn bound,ourchoiceofcimpliesthatwithhighprob-
then Decide” model, we show that in the remain- abilityeachhigh-trafficedgeehasatleastβnopt/2
e
ingstepsoftheexplorationphasetheexpectedcost playerson it at all time steps T ∈ [T ,T +n3];
0 0
doesnotincreasebymuch;usingpropertiesofthe in particular, Chernoff boundsimply that each of
potential function, we then show that in the final the at most mn3 events has probability at least
“decision” round T∗, the overallpotential cannot 1 − e−βnoept/8 ≥ 1 − 1/(mn)4. In the remain-
increasesubstantiallyeither,whichinturnimplies inganalysis, we assumethisindeedis thecase as
aboundontheincreaseinoverallcost. well.
Fortheadaptivemodel,onekeydifficultyinthe LetOPT denotethecostofplayeriinOPT,
i
analysis is to show that if the system reaches a so that OPT = OPT . Our assumption
Pi i
statewherethesocialcostislowandbothabstract aboveimpliesthatforanytimestepT undercon-
actions are pretty good for most players, the cost sideration,ifplayerifollowstheproposedstrategy
never goes high again. We are able to show that POPT, its cost will be at most clog(nm)OPT .
i i
this indeed is the case as long as there are many In particular, its cost on the low-traffic edges in
players of each type, no matter how the players POPT can be at most a factor clog(nm) larger
i
adjust their probabilities pt or make their choice than its cost on those edges under OPT, and its
i
betweenbest-responseandfollowingtheproposed cost on high-traffic edges is at most a 2/β factor
behavior. largerthanitscostonthoseedgesunderOPT.
7
Wenowargueasfollows.Letcost denotethe whichisnotpossiblesincebydefinitionofX we
T T
costofthesystemattimeT.If have
costT ≥2clog(nm)OPT, ΦT ≤Φ0+(XT −X0)−TQ/n
thentheexpectedcostofarandomplayerisatleast which would be negative. Therefore, with high
probability stopping must occur before this time
2clog(nm)OPT/n.
asdesired.
Finally,ifwehaveatleastclog(mn)playersof
Ontheotherhand,ifplayeriischosentomoveat
each type, then there are nolow-trafficedgesand
time T, from the above analysis its cost after the
so we donotneedto lose the clog(mn)factorin
move(whetheritchoosesBorbestresponse)will
be at most clog(nm)OPT . The expectedvalue theargument.
i
ofthisquantityoverplayersichosenatrandomis We nowpresentasecondlemmawhichwillbe
atmostclog(nm)OPT/n. Therefore,if usedtoanalyzethe“LearnthenDecide”model.
cost ≥2clog(nm)OPT,
T Lemma3 Consider a fair cost sharing game in
the Learn-then-Decide model. If the cost of the
theexpecteddropinpotentialattimeT isatleast
systemattimeT isO(OPTlog(mn)),andT =
1
clog(nm)OPT/n. T1+poly(n)<T∗,thentheexpectedvalueofthe
potentialattimeT isO(OPTlog(mn)log(n)).
Finally,sincethecostattimeT wasatmostn2·
0
OPT, which implies by Fact 1 the value of the Proof: First, as argued in the proof of Lemma
potentialwas at most n2(1+log(n))OPT, with 2, with high probability for any player i and any
highprobabilitythiscannotcontinueformorethan time t ∈ [T ,T], the cost for player i to fol-
1
O(n3) steps. Formally, we can apply Hoeffding- low the proposed strategy at time t is at most
Azumaboundsforsupermartingalesasfollows:let clog(nm)OPT for some constant c. Let us as-
i
usdefineQ=clog(nm)OPTand sumebelowthatthisisindeedthecase.
Next, the above bound implies that if the cost
∆T =max(ΦT −ΦT−1+Q/n,−2Q) at time t ∈ [T1,T] is costt, then the expected
decrease in potential caused by a random player
and consider running this process stopping when
moving(whetherfollowing the proposedstrategy
cost <2Q. Let
T orperformingbestresponse)isatleast
XT =Φ0+∆1+...+∆T. (cost −clog(nm)OPT)/n;
t
Thenthroughouttheprocesswehave
in particular, cost /n is the expected cost
t
E[XT|X1,...,XT−1]≤XT−1 ocfloga(nmran)OdoPmT)p/lnayiesranbeufpopreerbiotsundmoonvet,heaenxd-
and pectedcostofarandomplayerafteritsmove.Note
|XT −XT−1|≤2Q, thatthisis an expectationoverrandomnessin the
choiceofplayerattimet,conditionedonthevalue
wherethefirstinequalityholdsbecauseouranaly-
of cost . In particular, since this holds true for
sisshowinganexpecteddecreaseinpotentialofat t
anyvalueof cost , we can take expectationover
leastQ/nistrueevenifwecapalldecreasestoa t
the entire process from time T up to t, and we
maximumof2Qasinthedefinitionof∆ . So,by 1
T havethatif
Hoeffding-Azuma (see Theorem 10 in Appendix
B),aftern3 stepsinthenon-stoppedprocesswith E[cost ]≥clog(nm)OPT
t
highprobabilitywewouldhave
then
1
XT −X0 ≤ 2n2Q, E[Φt+1]≤E[Φt],
8
whereΦ isthevalueofthepotentialattimestep the total increase in potential after time T∗ is at
t
t. mostO(OPTlogn).
Finally, since Φ ≤ log(n)cost , this implies Since after all players have committed, poten-
t t
thatif tial can only decrease, this implies that the ex-
pectedvalueofthepotentialatanytimeT′ ≥ T∗
E[Φt]≥clog(nm)log(n)OPT is O(OPTlog(mn)log(n)). Therefore, the ex-
pectedcostattimeT′isatmostthismuchaswell,
then
asdesired.
E[Φ ]≤E[Φ ].
t+1 t
WenowuseLemma2toanalyzefaircostshar-
Sinceforanyvalueofcost wealwayshave
t inggamesintheadaptivelearningmodelwhenthe
E[Φ ]≤E[Φ ]+clog(nm)OPT/n, numberofplayersni ofeachtype(i.e.,associated
t+1 t toeach(s ,t )pair)islarge.
i i
thisinturnimpliesbyinductionontthat
Theorem5 Considerafaircostsharinggamein
E[Φ ]≤ theadaptivelearningmodelsatisfyingn =Ω(m)
t i
clog(nm)log(n)OPT+clog(nm)OPT/n for all i. There exists a T1 = poly(n) such that
if the probabilities are (T ,β)-good for constant
1
forallt∈[T1,T],asdesired. β > 0,thenwithhighprobability,forallT ≥ T1
thecostattimeT isO(log(nm)OPT).
Our main result in the “Learn then Decide”
Moreover, there exists constant c such that if
modelisthefollowing:
n ≥max[m,clog(mn)]thenwithhighprobabil-
i
ity,forallT ≥T thecostattimeT isO(OPT).
Theorem4 For fair cost sharing games in the 1
Learn then Decide model, a polynomial num-
Proof:First,byLemma2wehavethatwithhigh
ber of exploration steps T∗ is sufficient so that
probabilityatsometime T ≤ T , thecostofthe
the expected cost at any time T′ ≥ T∗ is 0 1
systemreachesO(OPTlog(mn)). Thekeytothe
O(log(n)log(nm)OPT).
argument now is to prove that once the cost be-
comeslow,itwillneverbecomehighagain.Todo
Proof: FromLemma2, thereexists T = poly(n)
this we use the fact that n is large for all i. Our
suchthatwithhighprobabilitythecostofthesys- i
tem will be at most O(OPTlog(mn)) at some argumentwhichfollowstheproofofTheorem4.3
time T ∈ [T∗ − T,T∗]. From Lemma 3, this in[6]isasfollows.
1
Let U be the set of all edges in use at time T
impliestheexpectedvalueofthepotentialattime 0
T∗ right before the final exploitation phase is alongwithalledgesusedinB. Ingeneral,wewill
O(OPTlog(mn)log(n)). Finally, we consider insert an edge into U if it is ever used from then
the decisions made at time T∗. When a player on in the process, andwe neverremoveanyedge
fromU,evenifitlaterbecomesunused. Letc∗ be
chooses to make a best-response move, this can
thetotalcostofalledgesinU. So,c∗ isanupper
only decrease potential. When a player chooses
boundonthecostofthecurrentstateandtheonly
B,thiscouldincreasepotential. However,forany
wayc∗ canincreaseisbysomeplayerchoosinga
edge e in the proposed solution B, the total in-
bestresponsepaththatincludessomeedgenotin
creaseinpotentialcausedbyedgeeoverallplay-
U. Now,noticethatanytimeabest-responsepath
erswhohaveeintheirproposedsolutionisatmost
forsome(s ,t )playerusessuchanedge,thetotal
i i
ce·H(noept)=O(celogn). costofalledgesinsertedintoU isatmostc∗/ni,
because the current player can always choose to
Thisisbecausewheneveranewplayermakesade- take the path used by the least-cost player of his
cision to commit to following the proposed strat- type and those n players are currently sharing a
i
egy and using edge e, all previous players who totalcostofatmostc∗. Thus,anytimenewedges
made that commitment after time T and whose are added into U, c∗ increases by at most a mul-
proposedstrategyusesedgeearestillthere.Thus, tiplicative(1+1/n )factor. We caninsertedges
i
9
intoU atmostmtimes,sothefinalcostisatmost ofΩ(n2).1 Thisissubstantiallyworsethanoptimal
(eitherbyanΩ(n2)orinfinitefactor,dependingon
cost(T0)(1+1/ni∗)m, whetheroneallowsanadditiveoffsetornot).
Unlike in the case of fair cost-sharing games,
whereni∗ = minini. Thisimpliesthataslongas for consensus games there is no hope of quickly
ni∗ = Ω(m) we have cost(T) = O(cost(T0)) achievingnear-optimalbehaviorfor allβ > 0. In
forallT ≥T .Thus,overallthetotalcostremains particular, for any β < 1/2 there exists α > 0
0
O(OPTlog(mn)). in the example above such that if players choose
Ifn ≥ max[m,clog(mn)], wesimplyusethe the proposed strategy B with probability β, with
i
improvedguaranteeprovidedby Lemma 2 to say high probability all nodes have more neighbors
that with high probability the cost of the system performingbestresponsethanfollowingB. Thus,
reachesO(OPT)withinT ≤ T timesteps,and it is easy to see by induction that no matter what
0 1
thenapplythechargingargumentasaboveinorder strategyBis,allbest-responseplayerswillremain
togetthedesiredresult. withtheirinitialcolor.Moreover,thisremainstrue
for exponentiallyin n many steps.2 On the other
hand,thisargumentbreaksdownforβ > 1/2. In
Variations: Onecouldimagineavariationonour
fact,wewillshowthatforβ >1/2,foranygraph
frameworkwhereratherthanproposingafixedbe-
G, thesystemwillinpolynomialtimereachopti-
havior B, one can propose a more complex strat- malbehavior(ifB =OPT).
egysuchas“followB untiltimestepT∗ andthen
It is interesting to compare this with the cen-
follow B′” or “follow B until time step T∗ and
tralized model of [5] in which a central authority
then perform best-response”. In the latter case,
takescontrolofa randomconstantfractionofthe
the Smoothly-Adaptive model with (T∗,β)-good
players and aims to use them to guide the selfish
probabilitiesbecomesessentiallyaspecialcaseof
behavior of the others. In that setting, even sim-
theLearn-then-Decidemodelandallresultsabove
ple low-degree graphs can cause a problem. For
for the Learn-then-Decide model go through im-
instance, consider a graph G consisting of n/4
mediately. On the other hand, this type of strat-
4-cycleseach in the initialequilibriumconfigura-
egyrequiresaformofglobalcoordinationthatone
tion red,red,blue,blue. If the authoritycontrols
wouldprefertoavoid.
a random β fraction of players (for any constant
β <1),withhighprobabilityaconstantfractionof
the 4-cycles contain no players under the author-
4 ConsensusGames
ity’s control and will remain in a high-cost state.
Anotherinterestingclassofgamesweconsider Ontheotherhand,itiseasytoseethatthisspecific
isthatofconsensusgames. Here,playersarever- examplewillperformwellinbothourlearn-then-
tices in an n-vertex graph G, and each have two decideorsmoothly-adaptivemodels.Weshowthat
choices of action, red or blue. Players incur a in fact all graphsG performwell, thoughthis re-
cost equal to the number of neighbors they have quirescareintheargumentduetocorrelationsthat
ofdifferentcolor,andtheoverallsocialcostisthe mayarise.
sum of costs of each player. The potential func- We assumethatthe proposedbehavior B isthe
tionforconsensusgamesissimplyhalfthesocial optimal behavior “all blue” and prove that with
costfunction,orequivalentlythenumberofedges high probability the configuration will reach this
havingendpointsofdifferentcolor. Whileinthese stateafterO(nlog2n)steps. Webeginwithasim-
games optimal behavior is trivial to describe (all
redorallblueforatotalcostof0)andisanequi- 1Intuitivelyonecanthinkofthisexampleastwocountries,
oneusingEnglishunitsandoneusingthemetricsystem,nei-
librium, they also have extremely poor equilibria
therwantingtoswitch.
aswell. Forexampleconsidertwocliquesof n/2 2Ofcourse,inthelimitasthenumberoftimestepsT →
vertices each, with each node also having αn/2 ∞eventuallywewillobserveasequenceinwhichallplayers
neighborsintheothercliqueforsome0<α<1. selectB,andifBisanequilibriumthesystemwillthenremain
there forever. Thus if B is “all blue” the system will in the
In this case, thereis a Nash equilibriumwith one
limitconvergetooptimalbehavior. However,ourinterestisin
cliqueredandonecliqueblue,foranoverallcost polynomialtimeconvergence.
10