Part of Advances in Neural Information Processing Systems 33 (NeurIPS 2020)

*Nicholas Bishop, Long Tran-Thanh, Enrico Gerding*

Standard machine learning algorithms typically assume that data is sampled independently from the distribution of interest. In attempts to relax this assumption, fields such as adversarial learning typically assume that data is provided by an adversary, whose sole objective is to fool a learning algorithm. However, in reality, it is often the case that data comes from self-interested agents, with less malicious goals and intentions which lie somewhere between the two settings described above. To tackle this problem, we present a Stackelberg competition model for least squares regression, in which data is provided by agents who wish to achieve specific predictions for their data. Although the resulting optimisation problem is nonconvex, we derive an algorithm which converges globally, outperforming current approaches which only guarantee convergence to local optima. We also provide empirical results on two real-world datasets, the medical personal costs dataset and the red wine dataset, showcasing the performance of our algorithm relative to algorithms which are optimal under adversarial assumptions, outperforming the state of the art.

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