Calibrated Stackelberg Games: Learning Optimal Commitments Against Calibrated Agents

We introduce \emph{Calibrated Stackelberg Games (CSGs)}, a generalization of the standard Stackelberg Games (SGs) framework. In CSGs, a principal repeatedly interacts with an agent who (contrary to standard SGs) does not have direct access to the principal's action but instead best-responds to calibrated forecasts about it. This framework provides a powerful and realistic modeling tool that goes beyond assuming that agents use ad hoc and highly specified algorithms for interacting in strategic settings and instead builds on statistical foundations of forecasts and calibration. We show that in CSGs, despite both the principal and the agent having less information than in standard SGs, the principal's optimal utility remains upper and lower bounded by the Stackelberg value of the one-shot game, in both finite and continuous settings. Alongside CSGs, we develop stronger notions of calibration and corresponding algorithms that address two central challenges for calibration in game-theoretic environments. First, achieving point-wise calibration typically incurs an error that scales exponentially with the dimension of the strategy space. Second, the principal's convergence rate in CSGs depends critically on the adaptivity of the agent's calibration algorithm. To address these challenges, we establish a meaningful, efficiently achievable relaxation of calibration based on conditioning on best-response regions. This yields the first notion of calibration in games with a statistical rate that only depends on the number of agents'actions rather than the dimension of the principal's strategy space and that leads to no-swap regret for the agent. We further develop adaptive calibration algorithms for the agents that provide fine-grained, any-time calibration guarantees against adversarial sequences, enabling the principal to achieve faster convergence in CSGs.

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Peer review

Reviewer j8Y87/10 · confidence 3/52023-07-05

Summary

This manuscript introduces the concept of calibrated forecasts in repeated Stackelberg games (SG) and proposes two concepts: the calibrated Stackelberg games (CSG) that generalizes the standard SGs and the adaptive calibrated forecast. The technical contribution is as follows: First, a principal's learning algorithm against adaptively calibrated agents is proposed where the average utility of the principal converges to the Stackelberg value, which is the best possible average utility under this setting. Second, a forecasting algorithm that meets the concept of calibrated forecast is proposed, which means that the agents can actually perform calibrated forecasts for the principal's action. Third, even for continuous Stackelberg games where the action sets of principal and agent are continuous, there will be principal's learning algorithm against certainly adaptively calibrated agents where the average utility of the principal converges to the Stackelberg value, the best possible one.

Strengths

The notion of calibrated forecast, on which the paper is entirely based, seems much reasonable; compared to the original definition, it is generalized by introducing a binning function, enabling us to represent some rules for choosing the best response of agents (deterministic/randomized tie-breaking rule in the manuscript). Although its assumption seems much stronger and unrealistic, this work succeeded in proposing forecasting algorithms that meets the conditions of adaptive calibration by combining online algorithms with the study on novel game dynamics; its technical contribution seems far non-trivial. For the principal, this work succeed in proposing learning algorithms that achieves the best possible average utility asymptotically, meaning that the proposed learning algorithm is asymptotically the best one under this setting.

Weaknesses

The connection between the proposed concepts (calibrated Stackelberg games and adaptive calibrated forecast) and the applications the manuscript claims (Stackelberg security games and strategic classification) is unclear from the manuscript although it is claimed that the results "immediately apply". Thus, it looks like that this work addresses an artificial setting in Stackelberg games. To avoid this, the authors should carefully review the connection between the proposed concepts and the applications at least in the Appendix. Minor comment: In Theorem 5.2, unlike Theorem 3.1, the binning \Pi_0 is fixed as Eq. (25), but it is described only in the Appendix. As far as I read the main part, I'm afraid that the binning is irresponsible and not related to the agent's policy. For the sake of completeness, please consider describing the actual formula for the binning and its meaning in the main article.

Questions

P.3, l.128: "Definition 2.2 is weaker than the standard definition of calibration..." What does "weaker" mean? As far as I understand, introducing a binning function \Pi is a generalization compared to the standard definition but it does not strengthen or weaken the assumption.

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

4 excellent

Presentation

4 excellent

Contribution

3 good

Limitations

The authors describe some limitations (and thus future directions) of this work in the conclusion section and in Appendix F.

Reviewer M2eA6/10 · confidence 3/52023-07-05

Summary

In this work, the authors consider a problem of Calibrated Stackelberg Games (CSG), which is a generalization of the Stackelberg Games. These framework differ from the standard online learning problems as in the SG framework instead of only having a single learner entity, there is a principal and an agent. The key difficulty introduced by the CSG framework is that the agent needs to respond to the action of the principal without being able to observe it. Instead, the agent have to forecast what they expect the principal's action to be and aim to best respond to that believed action from the principal. As this learning objective is more challenging than classic learning problems, the authors consider the question of whether the principal can achieve optimal utility (V* being the utility of the principal's action with the highest best response) in this calibrated game. An important part of the paper is dedicated to the construction of adaptively calibrated forecasts and of the CSG protocol. Then, the authors present and analyse an algorithm that can achieve optimal utility with high probability. The principal's algorithm is a simple explore then commit strategy. This exploration starts with $log T/\eta$ uniform uniform strategies samples, for which the agent returns an associated response. Then the principal tries to find approximately optimal strategies for each of the agent's response, and ends up picking the one of these that yields the highest utility. They then analyze the performance of the algorithm and show that it assumptotically reaches the optimal utility for discrete and continuous games.

Strengths

This paper studies a generalization of the Stackelberg games, which are challenging in the online learning framework, and show that it is possible to reach optimal utility for the principal even if the agent doesn't have access to the strategy picked by the principal ahead of time. These results are novel, and the analysis of the algorithm builds upon standard online learning algorithms. The authors took particular care in connecting the CSG framework with other online learning problems such as sleeping experts. This work provides some good preliminary baselines for the SCG problem, and should provide a strong foundation for future works to build upon it.

Weaknesses

The main weakness of the paper is that the results provided, meaning that the algorithm presented can find the optimal utility, only holds asymptotically, making it difficult to appear useful in practice, when we only have a limited time-horizon. It would be useful to discuss extensions of this work that could achieve stronger guarantees in finite time horizons.

Questions

Do you think that it is possible to extend your work beyond the asymptotic guarantees that you provide?

Rating

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

2 fair

Contribution

3 good

Limitations

NA

Reviewer Crqu7/10 · confidence 3/52023-07-07

Summary

The paper defines and studies a new Stackelberg games setup. Rather than making some standard assumptions --- e.g. that the principal and/or the agent exhibit specific types of play (e.g. agent playing no regret), or assuming access to the agent’s best response oracle, etc. --- this paper only assumes that the agent will be playing by best-responding to (appropriately) calibrated forecasts of the principal play. In this Calibrated Stackelberg Games setup, the authors show that: (1) The principal, by only knowing that the agent will be playing in a calibrated way, can achieve exactly (no more and no less than) the Stackelberg value of the game over a repeated interaction, by following an explore-then-commit style algorithm; (2) The agent has an efficient algorithm for producing said calibrated forecasts (in fact, strengthened by the notion of adaptivity --- meaning that calibration should hold over all subintervals of the time axis). These results are further complemented by e.g. considering both finite and continuous action spaces, as well as an adaptive calibration algorithm.

Strengths

As intended by the authors, they are able to demonstrate that Calibrated Stackelberg games indeed show potential towards relaxing/moving away from various restrictive assumptions (on what the principal and the agent observe and how they play) in the literature. An important moral takeaway is that the same old Stackelberg value --- which one might have expected might in fact require the principal and the agent to (more or less) explicitly observe each other’s play --- can be achieved over time by only asking the agent to use calibrated forecasts of the principal’s play (which is a fairly mild requirement), and the principal to know and use the fact that the agent exhibits calibration. In fact, this conclusion is carefully shown to hold (existentially and algorithmically) both for finite and continuous action spaces --- which, while to be morally expected from standard minimax reasoning, still takes work to rigorously establish and shows thoroughness on the authors’ part. In terms of the techniques employed, the exploration process for achieving this value on the principal’s side is, in fact, not very straightforward to design both for finite and continuous action spaces; so, there is a healthy dose of sophistication involved. The adaptive calibration algorithm, on the other hand, quite straightforwardly follows from existing techniques at the intersection of no-regret dynamics and online multiobjective settings.

Weaknesses

I did not spot any technical weaknesses, and the contribution of this paper to both the Stackelberg games and the calibration literatures is solid. So overall, the paper does not have any significant weaknesses. However, I would, however, like to point out that the principal needing, in certain parts of this new framework, to know the calibration rate of the agent is not to be taken lightly given that an important motivation of this paper is to relax, as much as possible, the prevalent specificity, in existing literature, of the requirements on what the principal and the agent should know. I would appreciate it if the authors could provide further elaboration of this, beyond the brief mention in the conclusion. Secondly, while having *adaptive* calibration guarantees is nice, compared to regular marginal ones, I’m not clear on how or whether this adaptivity interacts with the proposed theory of CSG or is more or less orthogonal? In other words --- okay, using the standard sleeping experts technique for establishing adaptive online guarantees, it is possible to make the agent calibrated on every [s, t] rather than just on [1, T]; but does that really matter for e.g. being able to achieve the value V* in the process of play, or any other desirable Stackelberg properties? Since the main point of the paper is to propose a theory of calibrated Stackelberg games, it is important to be clear on whether this is an essential element of such a theory or was just added to the paper for good measure. If this is in fact an essential element, I’d like to ask the authors to clarify this. I also did find the presentation suboptimal --- the paper reads quite densely; especially, in my experience, when it comes to the proof sketch after Theorem 3.2 in Section 3. I invite the authors to revamp that part of the presentation for the rebuttal phase. Some specific things that I’d appreciate would be (1) alleviating the notational/explanatory tedium related to condition (P1) --- I am still not clear on how strong or weak it is, and where exactly things must break if it wasn’t required; (2) adding a high-level description (preferably involving more prose) of how the agent’s calibration figures into what the algorithm for the principal does.

Questions

For the substantive questions, please see my questions above on: (1) the principal needing to know the calibration rate; (2) the requirement of adaptivity of calibration; (3) some elements of Section 3 such as property (P1) etc. Here, I’ll quickly list a sampling of a few typos and notational issues: Line 300: bound*ed* Line 285: Where is the notation L_g defined? Line 276: Brackets around sigma in the subscript for g Line 222: Probably meant to say that (h hat, y) is an equilibrium rather than just h hat Line 201: Where is h bar_T defined? Line 174: The fundamental constructs from Definition 2.2 are reviewed, not from Eq 1 Line 102: converged *to a* Stackelberg equilibrium

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

2 fair

Contribution

3 good

Limitations

N/A

Reviewer j8Y82023-08-14

Thank you very much for detailed reply. I adequately understand the connection between the proposed concepts and the applications (SSG and strategic classification). I think the authors' claim that the proposed concepts fit the described applications is appropriate. In addition, the question I raised is adequately resolved. Thus, I'm still in favor of accepting this manuscript.

Authorsrebuttal2023-08-14

Thank you for taking the time to read our rebuttal. We are glad that our response addressed your questions. We'll use the additional page to review the connections between our proposed CSG framework and relevant applications.

Reviewer M2eA2023-08-16

Thank you for your answer, I had indeed overlooked that part of the theorem.

Reviewer Crqu2023-08-16

Acknowledgment

Thank you to the authors for providing a detailed and informative response to my 3 main questions. The point regarding the potential necessity of adaptivity for obtaining good/improved convergence rates is interesting, and I now agree that adaptivity fits into the scope of the manuscript sufficiently naturally. Also, the reworked paragraph on the specifics of the algorithmic contribution in Section 3.1 is much appreciated, and the attached graphics are clean and informative. Therefore, I've increased my score for the paper and maintain my positive opinion of it.

Authorsrebuttal2023-08-17

Thank you for taking the time to read our rebuttal and for increasing the score!

Program Chairsdecision2023-09-21

Decision

Accept (spotlight)

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