Regression games
نویسندگان
چکیده
منابع مشابه
Bayesian Games for Adversarial Regression Problems
We study regression problems in which an adversary can exercise some control over the data generation process. Learner and adversary have conflicting but not necessarily perfectly antagonistic objectives. We study the case in which the learner is not fully informed about the adversary’s objective; instead, any knowledge of the learner about parameters of the adversary’s goal may be reflected in...
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متن کاملBayesian Games for Adversarial Regression Problems (Online Appendix)
The matrix φ(cd) diag (cl)φ(cd) and hence the expectation ∫ φ(cd) diag (cl)φ(cd)dq(cd) is positive semidefinite for any adversary’s strategy φ(cd). Thus, all eigenvalues λi ≥ 0 are non-negative. The corresponding eigenvectors are additionally eigenvectors of Im + ∫ φ(cd) diag (cl)φ(cd)dq(cd) with eigenvalues 1 + λi > 0. Thus, the inverse matrix exists independently of the choice of φ. This prov...
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2011
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-011-0897-0