Oberseminar Angewandte Mathematik

|
Claudia Lückert

Lauren Conger (Caltech): Dynamics of Strategic Agents and Algorithms as PDEs

Wednesday, 03.07.2024 14:15 im Raum M5

Mathematik und Informatik

We propose a partial differential equation framework for modeling distribution shift of a strategic population interacting with a learning algorithm. We consider two particular settings; one, where the objective of the algorithm and population are aligned, and two, where the algorithm and population have opposite goals. We present convergence analysis for both settings, including three timescale settings for the opposing-goal objective dynamics. We illustrate how our framework can accurately model real-world data and show via synthetic examples how it captures sophisticated distribution changes which cannot be modeled with simpler methods.



Angelegt am 06.05.2024 von Claudia Lückert
Geändert am 06.05.2024 von Claudia Lückert
[Edit | Vorlage]

Angewandte Mathematik Münster
Kolloquium der angewandten Mathematik
Oberseminar Angewandte Mathematik