Incentivizing Honesty among Competitors in Collaborative Learning and Optimization

Collaborative learning techniques have the potential to enable training machine learning models that are superior to models trained on a single entity's data. However, in many cases, potential participants in such collaborative schemes are competitors on a downstream task, such as firms that each aim to attract customers by providing the best recommendations. This can incentivize dishonest updates that damage other participants'models, potentially undermining the benefits of collaboration. In this work, we formulate a game that models such interactions and study two learning tasks within this framework: single-round mean estimation and multi-round SGD on strongly-convex objectives. For a natural class of player actions, we show that rational clients are incentivized to strongly manipulate their updates, preventing learning. We then propose mechanisms that incentivize honest communication and ensure learning quality comparable to full cooperation. Lastly, we empirically demonstrate the effectiveness of our incentive scheme on a standard non-convex federated learning benchmark. Our work shows that explicitly modeling the incentives and actions of dishonest clients, rather than assuming them malicious, can enable strong robustness guarantees for collaborative learning.

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Peer review

Reviewer hRji7/10 · confidence 4/52023-07-04

Summary

The paper presents an incentive mechanism to encourage honest data reporting in the presence of spiteful behavior aiming to harm other participants.

Strengths

The paper considers an interesting an novel setting. It shows that incentive schemes can in principle induce cooperative behavior. The incentive schemes show both budget-balance and individual rationality (ex ante).

Weaknesses

While the reward scheme in the paper has truthful reporting as an equilibrium, it is well-known that peer-prediction schemes also admit uninformative equilibria; for example in this case all participants could report the same data without any penalty. *** This was my most important worry and the authors have addressed this weakness in their rebuttal **** The schemes requires that the participants observe IID data, which is usually not the case in federated/distributed learning. *** This still remains to be improved **** Only particular attack and defense strategies are considered. *** The authors have convinced me that they have gone far enough at least for this paper. *** There is no consideration of data privacy. *** This remains future work. ***

Questions

How can you scale the penalties without knowing the utilities of the model to the participants?

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

I think the fact that utilities have to be known needs to be stated more clearly.

Reviewer hQqh4/10 · confidence 3/52023-07-07

Summary

The paper considers a federated learning setting with strategic data resources. The authors assume that the entities taking part in the learning process are selfish players incentivized to get the best model but benefit if their competitors receive inaccurate models. This selfish behavior pushes players to lie to the central learning mechanism in their reports. The authors consider two cases: Mean estimation and a multi-round SGD on strongly convex objectives. They model the players' strategies as multiplicative/additive factors that could be added to the players' actual local computations. The authors show that even in the straightforward case of mean estimation, a PNE does not exist. They offer two remedies: Monetary payments (via peer-prediction techniques) and punishments (noisy model updates by the central mechanism). Then, they show that a PNE exists and characterize the form of payments/punishments required. Finally, they conduct an experimental analysis demonstrating that their remedies positively affect the learning procedure.

Strengths

1. The paper deals with a practical issue that is somewhat under-explored. 2. Despite the abundance of notations, the authors have done an excellent job in making the paper read smoothly.

Weaknesses

1. The paper adopts a game theoretic approach, but many modeling assumptions seem cumbersome and unjustified (see questions below). 2. It is hard to assess this paper's technical contribution. Particularly, the novelty of the peer prediction-based mechanisms are well-studied ideas. The authors did not explain whether this paper adopts these ideas in a plug-and-play manner or presents new non-trivial derivations. The "our contribution" part addresses the paper's content but not its marginal contribution to the line of research, making the technical contribution hard to assess.

Questions

1. Strategy spaces: The assumption that players report their updates along with $\alpha^i \xi^i$, where $\alpha^i$ is player $ i$'s strategy and $\xi^i$ is a random variable seems completely arbitrary and unjustified. Typically, one makes assumptions about what players aim to do (e.g., maximize their payoff) and what they can do (e.g., bounded computation or memory, acting myopically, etc.). Explicit assumptions about players' strategies without proper grounding and reasoning are cumbersome and inconvenient. Could the authors justify what real-world scenarios the strategy spaces in Eq. (3) models? Could the authors present assumptions about player rationality\behavior that would recover their modeling? 2. The assumption about $b^i$ in Eq. (4): What is the justification for this? Indeed, it facilitates the analysis but seems entirely out of context. 3. Multi-round: The authors assume that in the multi-round case, players pick their strategies only once initially. What is the rationale for this modeling? Allowing players to change their strategies throughout the execution will be harder to analyze, but this compromise does not make much sense. 4. Corollary 2: The authors show that a pure Nash equilibrium does not exist, concluding that "without modifications to the protocol, no player can benefit from collaborative learning." While this might be true, I do not see how the inexistence of Nash equilibrium implies collaboration is useless. To reach this conclusion, the authors must show that players are better off (i.e., their estimates are more accurate) without the protocol. Where is this analysis located in the paper? Further, I suspect that a mixed Nash equilibrium does exist, so arguing about whether players can benefit from collaboration should at least consider their payoff under some form of a solution concept (be it mixed equilibrium, sink equilibrium, or otherwise). My question: Could the authors describe why the inexistence of PNE suggests that collaboration is useless? 5. The methods the authors adopt, e.g., scoring rules, seem to treat the most general case where players can report whatever they want, beyond limiting the structure of their message (Eq. (3) for the mean estimation case). This is at least true in the mean estimation case. The same thing applies to the payment case. What does this paper benefit from making the limiting (and, as I argued before, the highly unjustified) assumption of the structured strategy spaces? 6. What is the technical modification of peer-prediction\noise communication required for this paper? How novel is the derivation needed for this paper, and how does it differ from previous papers? Answers to this question could facilitate the assessment of this paper's contribution. Minor: • Why are the super scripts m and w needed in lines 198 and 211 (they also appear later in the paper)? • 173: clients->players

Rating

4: Borderline reject: Technically solid paper where reasons to reject, e.g., limited evaluation, outweigh reasons to accept, e.g., good evaluation. Please use sparingly.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

2 fair

Presentation

2 fair

Contribution

2 fair

Limitations

None

Reviewer Mvyk6/10 · confidence 4/52023-07-08

Summary

The paper studies a centralized collaborative learning problem. Authors provide theoretical guarantees for an attack method and a defense method. Further, the paper proposes two mechanisms to incentivize honesty: a method that uses an explicit side payment method and requires transferable utility, a centralized punishment mechanism where a central server adds noise to the estimates it sends to players that have sent suspicious updates. Simulation results are provided supporting the claims.

Strengths

-- The paper is well written and easy to follow. -- Authors provide a description of related work and background. The problem formulation considered in the paper is well positioned in the relevant literature. -- Authors provide several theoretical results making novel technical contributions. Authors provide discussions around the implications of the theoretical results. -- The paper provides simulation results supporting the theoretical claims.

Weaknesses

-- Problem formulation is well positioned in the relevant literature. However, authors do not provide a discussion on how their results and methods compare to existing literature. -- Authors provide numerical simulation results supporting their analysis. However, authors fail to compare their method with existing methods in the simulations.

Questions

-- I encourage authors provide a comparison with existing methods. -- Is it possible to add a proof sketch in the main paper highlighting the technical challenges addressed in the analysis? -- Can these results be extended to the decentralized setting?

Rating

6: Weak Accept: Technically solid, moderate-to-high impact paper, with no major concerns with respect to evaluation, resources, reproducibility, ethical considerations.

Confidence

4: You are confident in your assessment, but not absolutely certain. It is unlikely, but not impossible, that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

Authors do not provide a discussion on limitations of their method. Authors include a discussion on societal impacts in the Appendix.

Reviewer seCF7/10 · confidence 3/52023-07-10

Summary

The authors investigate the issue of manipulation (in the form of falsifying data or model updates) among agents who mutually contribute to a shared model. Incentives for such behaviors arise when agents possess differing objectives with respect to the shared model. The authors first demonstrate that without external intervention, these incentives are essentially unavoidable. However, the authors propose two methods for inducing incentive compatibility in such settings; namely payments when utility is transferable, and noisy server messages when utility is non-transferable. The authors derive these mechanisms and provide additional theoretical results for two settings of collaborative online learning, single shot mean estimation and multi shot shared gradient updates. Lastly the authors provide experimental results on the FeMNIST data set demonstrating that their mechanisms dissuade strategic behavior.

Strengths

1. Distributed learning is a rapidly growing area and there is a real danger that strategic agents could disrupt the efficacy of these systems if their incentives are not properly accounted for. As such, the authors’ work is well motivated and helps to fill an important piece which is currently missing from the literature. 2. Manipulations in these types of settings are often framed as being adversarial. The authors model agents as being strategic rather than purely adversarial. As we have seen in areas like supervised learning the differences between adversarial and strategic agents can be highly consequential in terms of designing robust systems; considering both types of behavior is imperative (the former is already covered in prior work). 3. The need for such mechanisms is well motivated both from a narrative perspective and from a theoretical perspective (Corollary 4.2). - Considering the case of non-transferable utility increases the applicability of the authors results, and the case of transferable utility provides the system more options to incentivize collaboration when payments are feasible. 4. The authors’ results are constructive, rather than simply existential. For example, rather than saying that there exists a $C$ and $\lambda$ such that players participate honestly, the authors provide specific ranges of these variables for which honest behavior is an equilibrium. This makes it easier for others to implement their methods in real-world scenarios. 5. While some strong assumptions are made for the theoretical results, such as convexity, the inclusion of the experimental results helps demonstrate that the authors’ approach is effective even when such assumptions do not hold. 6. The paper is well written and the authors take the time to outline the intuition and implications of their results.

Weaknesses

1. The mechanisms proposed only induce truthfulness as a Nash Eq, implying that other non-truthful equilibria exist. I understand that these types of results are standard throughout the literature, but when deploying these mechanisms in practice it is important to note that we have no guarantee which equilibrium agents will end up in. This is a far weaker result than truthfulness being a dominant strategy. 2. Similar to the last point, the mechanisms do not appear to be collusion proof. In particular one player could pretend to represent multiple clients (i.e., sending multiple updates each round). For example, in the case of single-shot mean estimation, if such an agent monopolizes a sufficiently large position of the data being submitted, they could force the other agents into submitting any desired value for large enough $C$ (since the deviation penalty will outweigh the other parts of their utility). If agents are willing to misreport data, they are probably also willing to collude. Not accounting for this possibility limits the scope of the work. With that said, the authors appear to be the first work to study robustness to strategic behavior in distributed systems, so perhaps asking for additional results on collusion is too much. However, this should be more clearly stated as a limitation of the work. 3. The experiments are somewhat limited. The primary contribution of the paper is theoretical and the point of these experiments is to show that the payment scheme works even when convexity does not hold, but this observation on a single dataset, for a single model, is a bit unconvincing. In particular, I would expect that the average reward received when increasing $\alpha_A$ would decrease more rapidly for larger $C$, however, it is not clear to me that the small amount of fines paid by honest players would hold across different scenarios. ### Comments and minor issues: no impact on score and need not be addressed in the author response. 1. Line 259: should this say “... at the honest equilibrium [when] ….”? In the supplement this is stated as an [and] rather than a [when]. 2. Corollary 4.2 should probably be a Theorem. This is actually quite an interesting result and somewhat non-trivial based on the proofs. Although Theorem 4.1 is doing most of the heavy lifting here the corollary is actually the main results, while the Theorem feels more like a helping lemma. 3. Links to theorems and references are broken in the main body. Looks like this is the result of compiling the document with the supplement and then using a PDF editor to trim the supplement pages. 4. Figure 6 in the supplement takes up its own page. 5. The naming convention of Theorems is not consistent with the main body and makes it difficult to find a specific theorem within the supplement, unless using the reference provided in the main body.

Questions

See above

Rating

7: Accept: Technically solid paper, with high impact on at least one sub-area, or moderate-to-high impact on more than one areas, with good-to-excellent evaluation, resources, reproducibility, and no unaddressed ethical considerations.

Confidence

3: You are fairly confident in your assessment. It is possible that you did not understand some parts of the submission or that you are unfamiliar with some pieces of related work. Math/other details were not carefully checked.

Soundness

3 good

Presentation

3 good

Contribution

3 good

Limitations

See above

Reviewer hRji2023-08-10

Thank you for your responses. Regarding multiple equilibria, I like the point that participants would have to coordinate and use side payments to compensate the losers. An even better result would be if you could show that the sum of the rewards, or at least the expectation of that sum, could not increase - then indeed any collusion would not be stable and it would greatly strengthen your paper. I agree that there has to be some restriction on the strategy spaces. If space permits, it would be useful to have some discussion on what strategies are allowed and what strategies are not considered. With regards to point 4., it would be good to explicitly point out in the paper what knowledge of participant utilities is required, as this is an important limitation of the work.

Authorsrebuttal2023-08-10

Thank you for your timely comment! We are glad that our points were well-received. Thank you for the detailed suggestion regarding the result on multiple equilibria. What you suggested indeed holds (in expectation) as long as all players are more concerned about their own model’s quality than about others’ ($\lambda_i>1$). To demonstrate why, please note that the (unpenalized) expected reward for player $i$ equals $\frac{\sum_{j \neq i}||\theta^j - \mu||^2}{N-1} - \lambda_i ||\theta^i - \mu||^2$, such that the sum of all players’ rewards equals $\sum_j (1-\lambda_j) ||\theta^j - \mu||^2$. This is monotonously decreasing in all players’ MSE’s $||\theta^i - \mu||^2$ and, as discussed in our initial response, these MSEs will always be larger for all players at any non-honest equilibrium. Therefore, the sum of expected (unpenalized) rewards of all players is smaller at any non-honest equilibrium than at the honest one. Meanwhile, as discussed in the paper, the penalties paid by all players add up to zero in expectation. Therefore, the result also holds for the sum of penalized rewards. We will add this result to our paper and highlight its importance for equilibrium selection. We will also add an additional discussion on the strategy spaces, and aim to better highlight the knowledge required about players’ utility functions as a limitation. We hope these improvements address the reviewer’s original concerns and are happy to answer any further questions.

Authorsrebuttal2023-08-16

Thank you again for your response. Since the discussion period is progressing, we wanted to check in whether the result from our last response successfully addresses your concern about multiple equilibria and affects your overall paper evaluation? We would be happy to provide more clarifications if needed.

Reviewer seCF2023-08-14

Response to authors

Thank you for detailed response. **Truthful EQ** I find the authors' point regarding the additional coordination required for non-truthful EQs to be convincing. Adding this as a remark would boost the usefulness of the results regarding truthful EQs. **Collusion** I agree that the mechanism is likely collusion proof when the level of collusion is small (or at least some similar mechanism). While collusion is not the main focus of this paper, providing a result regarding collusion would increase the paper's strength. However, even without such a result, the paper is a clear accept in my opinion. **Additional Experiments** Thank you for running these. The contrast in required payment between different datasets is quite interesting. There is a point to be made that perhaps in practice finding the the "correct" fine may be tricky as small fines may lead to undesirable strategic behavior, while large fines may disincentivize agents from participating in the mechanism. **Restricted model** Other reviewers raised issues of unjustified or restrictive assumptions made by the authors. While I agree with some of these criticisms, I do not believe the authors' assumptions to be too restrictive, and find their response to reviewer @hQqh to be satisfactory. After reading the other reviews and the authors' rebuttal I stand by original recommendation of Accept. This paper is very interesting and the model is highly relevant to the growing field of distributed learning.The authors' paper sets up a solid foundation through which future work can further analyze this problem (especially given its practicality).

Authorsrebuttal2023-08-15

Thank you for your response!

Thank you for your timely and detailed response! We appreciate your constructive and positive feedback regarding our paper. We are also happy that you find our modelling of the strategy spaces appropriate. We will incorporate your feedback into the next version of the manuscript. In particular, we will add discussions on the non-truthful EQs, how to find the correct penalty scaling and regarding collusion. We will also include and discuss the additional experiments.

Reviewer hQqh2023-08-18

I thank the authors for their reply. I will take it into account during further discussion.

Authorsrebuttal2023-08-19

Dear reviewer, thank for your response! Please do let us know about any remaining questions or concerns, so that we can address them until the end of the author-reviewer discussion period.

Program Chairsdecision2023-09-21

Decision

Accept (poster)

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