Dean’s Special Speaker Series
Costis Daskalakis, MIT
Host: Yang Cai
Title: Equilibrium Computation and Machine Learning
Machine Learning has recently made significant advances in challenges such as speech and image recognition, automatic translation, and text generation, much of that progress being fueled by the success of gradient descent-based optimization methods in computing local optima of non-convex objectives. From robustifying machine learning models against adversarial attacks to causal inference, training generative models, and learning in strategic environments, many outstanding challenges in Machine Learning lie at its interface with Game Theory. On this front, however, gradient-descent based optimization methods have been less successful. Here, the role of single-objective optimization is played by equilibrium computation, but gradient-descent based methods commonly fail to find equilibria, and even computing local approximate equilibria has remained daunting. We shed light on these challenges through a combination of learning-theoretic, complexity-theoretic, game-theoretic and topological techniques, presenting obstacles and opportunities for Machine Learning and Game Theory going forward.