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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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76151227302 · Jun 202019922001200920172026
48 results for Cooperative Game Theory

The paper extends game theory using Hodge theory on graphs.

problem Generalizing Shapley's value allocation formula for cooperative games on graphs.
method Connecting stochastic path integrals to Hodge-theoretic Poisson's equations on graphs.
result The value allocation operator is the solution to Poisson's equation in combinatorial Hodge theory.

Paper explores alternative cooperative game theory methods for machine learning feature attribution.

problem Debate over Shapley values' relevance in feature attribution.
method Introduces Weber and Harsanyi sets as alternative allocation schemes.
result Provides a coherent framework for designing robust feature attributions.

New method attributes feature uncertainty in ML models using cooperative game theory.

problem Lack of feature-level uncertainty attribution in explainable AI.
method Proposes a novel, model-agnostic uncertainty attribution method using cooperative game theory and conformal prediction.
result Demonstrates improved runtime efficiency and practical utility in real-world applications.

Unified framework for feature-based explanations using ANOVA and game theory.

problem Differences between feature-based explanations methods limit their applicability.
method Introduces a unified framework combining fANOVA and cooperative game theory.
result Uncovered similarities and differences between various explanation techniques.

Fair insurance contracts are designed to handle default risk using cooperative game theory.

problem Designing fair insurance contracts in the presence of default risk.
method Cooperative game theory to specify premiums and participation in benefit.
result Fair benefit participation emerges as a game outcome involving residual risks.

New measure of feature influence in classification problems considering feature dependencies.

problem Measuring the influence of features in classification problems with dependencies.
method Developed a new measure based on cooperative game theory, providing axiomatic characterization and demonstrating its equivalence to the Banzhaf-Owen value.
result The proposed influence measure effectively characterizes feature importance in classification problems with feature dependencies.

CGAs estimate team performance from data, simplifying SV computation.

problem Predicting and rewarding team performance using game theory.
method Cooperative game abstractions (CGAs) for estimating characteristic functions from data.
result CGAs enable linear-time computation of Shapley Value for team contributions.

Framework for games with uncertain parameters, ensuring no player can improve by changing strategy.

problem Non-cooperative games with globally uncertain parameters and no common prior.
method Mixed strategies and subjective priors, Extended Equilibrium defined by fixed-point argument.
result Existence of Extended Equilibrium under certain conditions.

AGI modifies utility function to cooperate, conflicting with orthogonality thesis.

problem AGI modifying utility function to improve cooperation, conflicting with orthogonality thesis.
method Observing and influencing interactions, converging to similar utility functions.
result AGIs in competitive environments may optimize for favorable influence.

In the present work we propose an original analytical model of coopetitive game. We try to apply this analytical model of coopetition - based on game theory and conceived at a macro level - to the Greek crisis, suggesting feasible solutions in a cooperative perspective for the divergent interests which drive the econom…

2011-06-17abs ↗pdf ↗

Analyzes gaming in federated learning systems and provides design principles.

problem Gaming and cooperation in federated learning systems under partial observability.
method Developed an analytical framework to separate welfare-improving behavior from metric gaming.
result Derived threshold conditions for deterring harmful gaming and preserving cooperation.

Improved KernelSHAP via linear regression for ML model interpretation.

problem Efficiently estimating Shapley values in model-agnostic settings.
method Revisiting KernelSHAP via linear regression, developing techniques for convergence and uncertainty.
result Original KernelSHAP incurs negligible bias for significant variance reduction.

The Shapley value theory is used for risk allocation in non-orthogonal risk factors.

problem Risk allocation among non-orthogonal risk factors in financial portfolios.
method Using Shapley value from cooperative game theory to allocate risk contributions.
result Explicit formulas and numerical algorithms for calculating risk allocations are derived.

Study multiple-population games using McKean-Vlasov equations.

problem Mean field games and control problems with multiple populations.
method Coupled forward-backward SDEs and Pontryagin's principle.
result Existence of mean field equilibria under various cooperation scenarios.

The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.

problem Negative marginal contributions in machine learning model training.
method Investigates three philosophies: Original Shapley Value, Zero Shapley Value, and Absolute Shapley Value.
result Absolute Shapley Value significantly outperforms other definitions in evaluating data importance.

Study explores optimal strategies in games with multiple players and mean-field interactions.

problem Optimal strategies in games with multiple players and mean-field interactions.
method Exploration of three different notions of optimality, including mean-field control solution, mean-field coarse correlated equilibria, and mean-field Nash equilibria.
result Approximation of cooperative and competitive equilibria in large NN-player games by mean-field control and mean-field equilibria.

The paper explores when and why value decomposition algorithms work in cooperative multi-agent reinforcement learning.

problem The applicability and convergence properties of value decomposition algorithms in cooperative multi-agent reinforcement learning are unclear.
method The paper introduces decomposable games and proves that applying the multi-agent fitted Q-Iteration algorithm leads to an optimal Q-function in these games.
result The paper offers theoretical insights into when and why value decomposition algorithms converge in cooperative multi-agent reinforcement learning.

This research simplifies computation of feature attribution methods under certain conditions.

problem Computational complexity of feature attribution methods, especially power indices.
method Identifying conditions for polynomial computation and introducing new indices.
result Conditions for efficient computation of feature attribution methods are identified.

The paper analyzes how mutable blockchain protocols affect miner behavior and strategic stability.

problem The mutability of blockchain protocols undermines long-term planning and cooperative equilibria.
method Integrates Austrian capital theory with repeated game theory to examine miner behavior under different institutional conditions.
result Effective time preference increases when protocol rules are mutable, leading to political rent-seeking and undermining strategic coherence.

Tab-Shapley identifies top-k anomalies in tabular data quality insights.

problem Challenges in identifying anomalies in unlabeled tabular datasets.
method Cooperative game theory using Shapley values to quantify attribute contributions.
result Efficiently identifies top-k tabular data quality insights using closed-form Shapley values.

pFedGame uses game theory for decentralized federated learning in dynamic networks.

problem Performance bottlenecks, data bias, model convergence issues, and model poisoning attacks in federated learning.
method pFedGame employs game theory to decentralize federated learning, avoiding a central aggregation server and addressing dynamic network challenges.
result pFedGame achieves higher accuracy (over 70%) in heterogeneous data compared to existing methods.

Paper uses VAEAC to estimate Shapley values for complex models with mixed features.

problem Estimating Shapley values for models with dependent mixed features.
method Uses variational autoencoder with arbitrary conditioning (VAEAC) to model feature dependencies.
result VAEAC approach outperforms state-of-the-art methods for various settings.

This chapter reviews recent advances in multi-agent reinforcement learning.

problem Theoretical foundations for multi-agent reinforcement learning are lacking.
method Selective overview of MARL algorithms with theoretical analysis.
result Identification of new research directions in MARL theory.

Recent breakthroughs in AI for multi-agent games like Go, Poker, and Dota, have seen great strides in recent years. Yet none of these games address the real-life challenge of cooperation in the presence of unknown and uncertain teammates. This challenge is a key game mechanism in hidden role games. Here we develop the …

2019-06-05abs ↗pdf ↗

The paper analyzes a game where players must balance short-term and long-term interests, leading to cooperative or competitive outcomes.

problem Analyzing time inconsistency in inter-personal decision-making under non-exponential discounting.
method Iterative procedures and Zorn's lemma to find Nash equilibria between players' intra-personal equilibria.
result Inter-personal equilibria exist and depend on the impatience levels of the players.

Study interprets deep learning models for Heston model in finance.

problem Interpreting black-box deep learning models in finance.
method Investigated Heston model using local and global strategies from cooperative game theory.
result Shapley values can effectively explain neural networks and improve model architecture selection.

This paper proposes an efficient method for calculating Shapley values in Naive Bayes classifiers.

problem The need for explaining machine learning model decisions.
method An exact analytic expression of Shapley values for Naive Bayes classifiers.
result The proposed Shapley values provide informative results with low complexity and low computation time.

Learning to cooperate with friends and compete with foes is a key component of multi-agent reinforcement learning. Typically to do so, one requires access to either a model of or interaction with the other agent(s). Here we show how to learn effective strategies for cooperation and competition in an asymmetric informat…

2018-08-06abs ↗pdf ↗

This study uses causal Shapley values to analyze how socioeconomic factors cause the spread of COVID-19.

problem Understanding how socioeconomic factors cause the spread of COVID-19.
method The study employs an explanatory framework from cooperative game theory augmented with do calculus, specifically causal Shapley values, to analyze the causal connections.
result The causal Shapley values reveal distinct advantages of non-linear machine learning models over linear models in multivariate analysis.