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Learning Game Representations from Data Using Rationality Constraints
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:201-208, 2010.
Abstract
While game theory is widely used to model strategic interactions, a natural question is where do the game representations come from? One answer is to learn the representa- tions from data. If one wants to learn both the payoffs and the players’ strategies, a naive approach is to learn them both directly from the data. This approach ignores the fact the players might be playing reasonably good strategies, so there is a connection between the strategies and the data. The main con- tribution of this paper is to make this connec- tion while learning. We formulate the learn- ing problem as a weighted constraint satis- faction problem, including constraints both for the fit of the payoffs and strategies to the data and the fit of the strategies to the pay- offs. We use quantal response equilibrium as our notion of rationality for quantifying the latter fit. Our results show that incorporat- ing rationality constraints can improve learn- ing when the amount of data is limited.