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Regret Minimization Algorithms for the Follower’s Behaviour Identification in Leadership Games
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:651-660, 2017.
Abstract
We study for the first time, a leadership game in which one agent, acting as leader, faces another agent, acting as follower, whose behaviour is not known a priori by the leader, being one among a set of possible behavioural profiles. The main motivation is that in real-world applications the common game-theoretical assumption of perfect ratio- nality is rarely met, and any specific assump- tion on bounded rationality models, if wrong, could lead to a significant loss for the leader. The question we pose is whether and how the leader can learn the behavioural profile of a follower in leadership games. This is a “natu- ral” online identification problem: in fact, the leader aims at identifying the follower’s be- havioural profile to exploit at best the poten- tial non-rationality of the opponent, while min- imizing the regret due to the initial lack of in- formation. We propose two algorithms based on different approaches and we provide a re- gret analysis. Furthermore, we experimentally evaluate the pseudo-regret of the algorithms in concrete leadership games, showing that our algorithms outperform the online learning al- gorithms available in the state of the art.