在多人博弈中实现高精度均衡计算与低隐私预算的兼顾。
Differentially Private Equilibrium Finding in Polymatrix Games
- 利用博弈结构特性设计分布式算法,平衡隐私与精度。
- 随着玩家数增加,纳什间隙和隐私预算同时趋近于零。
- 适用于对隐私敏感的多智能体决策场景。
本文研究在差分隐私约束下求解多人博弈的均衡问题。已有方法难以同时实现高精度均衡与低隐私预算。我们证明了当玩家数量趋于无穷时,任何算法都无法同时获得高精度与消失的隐私预算,该不可能性在两种情形下成立:(i) 以欧氏距离衡量均衡逼近度;(ii) 攻击者可访问所有通信通道。随后考虑更现实的情形——攻击者仅能访问有限通信通道,提出一种新分布式算法,可在玩家数增加时,使纳什间隙(期望效用中的漏洞,又称可利用性)与隐私预算同时趋近于零。该方法利用多人博弈的结构性质。据我们所知,这是首个能在均衡计算中实现此目标的工作。最后,通过数值实验验证了算法有效性。
原文摘要 · Abstract (English)
We study equilibrium finding in polymatrix games under differential privacy constraints. Prior work in this area fails to achieve both high-accuracy equilibria and a low privacy budget. To better understand the fundamental limitations of differential privacy in games, we show hardness results establishing that no algorithm can simultaneously obtain high accuracy and a vanishing privacy budget as the number of players tends to infinity. This impossibility holds in two regimes: (i) We seek to establish equilibrium approximation guarantees in terms of Euclidean \emph{distance} to the equilibrium set, and (ii) The adversary has access to all communication channels. We then consider the more realistic setting in which the adversary can access only a bounded number of channels and propose a new distributed algorithm that: recovers strategies with simultaneously vanishing \emph{Nash gap} (in expected utility, also referred to as \emph{exploitability}) and \emph{privacy budget} as the number of players increases. Our approach leverages structural properties of polymatrix games. To our knowledge, this is the first paper that can achieve this in equilibrium computation. Finally, we also provide numerical results to justify our algorithm.
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