Overview
My research interests are broad and interdisciplinary enough that
it is difficult to classify my work into traditional fields within
any specific discipline. Instead, I will describe my work and interests
as they fit into the fields that they most clearly relate to. As
I do so, it will be helpful to view my work in the context of a
broad goal of designing (engineering) systems composed of autonomous
agents. My methods usually involve simulations; many of the problems
that I work on (e.g., online advertising auctions, tactical combat analysis,
complex supply chains) are complex enough to make mathematical analysis quite intractable.
Artificial Intelligence: My Ph.D. is in Computer Science, in the area
of Artificial Intelligence. One of the central questions within AI
is how to design highly competent autonomous agents. My work here
is in the context of Multiagent Systems, where agents must regularly
interact with other autonomous agents (software or human). Much of
my interest here is in designing agents to act in market-based environments
(for example, auctions), and designing the markets (or systems in
general) themselves to achieve a specific objective (such as to maximize
social welfare).
Economics/Game Theory: My work has several intersections with economics
and game theory. The clearest is via Mechanism Design, which studies
how to design incentives in multiagent systems to achieve a specific
goal, with the assumption that agents in such systems are rational
(or at least bounded rational in some well-specified sense). The methods
I use to study mechanism design questions usually, though not always,
use simulations, giving birth to the title of my Ph.D. thesis: “Mechanism
Design and Analysis Using Simulation-Based Game Models”. Thus,
I use simulations to address questions that are commonly of interest
to economists and game theorists. Additionally, my work contributes
to the field of Computational Game Theory, as I develop tools to solve
very large, complex games (for example, games specified procedurally,
rather than using a more traditional structure such as a normal form).
Operations Research: My interest in doing game theoretic analysis and mechanism
design using simulation-based models of games takes me into a simulation-based
optimization subfield of Operations Research. Simulation-based optimization
concerns itself with analysis of estimating/approximating optimal
control settings (e.g., inventory control) using simulation runs.
I build on this work to perform probabilistic analysis of simulation-based
games, as well as to develop practical tools for estimating/approximating
solutions to games specified using simulations. More directly related
to simulation-based optimization is the problem of mechanism design
using simulation-based games, which is fundamentally about optimizing
a set of design variables to maximize a desired objective,
such as revenue or social welfare.
Information Systems: Of great interest in information systems research
is the subject of technology adoption under network effects. My work
in this setting involves the design and analysis of relatively simple
mechanisms that probabilistically “nudge” the market out
of an undesirable equilibrium, potentially generating an adoption
avalanche. Additionally, I am interested in the broader question of
decision-making, coordination, and problem solving on networks and
building simulation-based models of behavior on networks using data
from human subject experiments.
Current Projects
Adversarial machine learning: A major thread of my
research involves the study of vulnerabilities of ML
approaches to attack. For example, in security, machine
learning is often used to discern
discern malicious behavior from benign (or normal). Since
such settings often involve malicious attackers who may
attempt to subvert learning, my research investigates
the design of machine learning algorithms that are robust to
such subversion. A common type of adversarial attacks on
learning algorithms are evasion attacks, to which I have
thus far devoted much attention. My work includes the design
of algorithms that are robust to a large class of evasion
attacks, a principled means to add randomization to
classifiers to further increase robustness. Another
important class of problems involves attacks on computer
vision approaches, notably deep neural networks. My work in
this space aims to understand end-to-end vulnerabilities,
such as attacks on autonomous driving, as well as defense
against such attacks, for example, defense against
physically realizable attacks.
Adversarial network analysis: The field of
network science generally concerns itself with developing
tools for analyzing network (often, social network) data,
such as to enable identification of links (link prediction),
communities (community detection), and predictions of node
labels (node classification). I am interested in
understanding vulnerabilities of associated algorithmic
techniques to adversarial manipulation of network structure,
as well as developing methods for robust network analysis.
Crime prediction and response: I have
been fortunate to obtain high quality crime incident and
police patrol data, which we are now using to develop crime
forecasting and police patrol algorithms.
Game theory and privacy: In
collaboration with Brad Malin's lab, I am involved in
several efforts to develop a principled means of privacy
risk analysis in data sharing settings, using game theory to
reason about adversary's behavior. In the context of
privacy, adversary's goal generally involves
re-identification of published (and de-identified) data.
Game theory and security: A significant
portion of my research falls into this rubric. I have in the
past developed methods for plan interdiction as a way to
proactively account for attacker circumvention of defensive
techniques. I am also interested in understanding and
modeling both attacker and computer user behavior in the
context of cyber security.
Vaccination: We are applying insights
from my past and current work at the intersection of
security and game theory to develop new methods for
designing vaccines. In particular, we are viewing pathogens
(such as viruses) as adversaries who aim to evade
vaccination (specifically, antibodies that are elicited by
vaccination). Our goal is to design vaccines (antibodies)
which are broadly neutralizing, not only with respect to
known pathogen types, but also against "low-effort" pathogen
mutations from these.
Security design in networked settings: There has
been considerable recent literature on designing randomized
security strategies in a variety of security domains, such
as airport screening and federal air marshall schedules.
The growing field of network science has made us aware that
many settings can be well modeled using networks. In the
context of security, a network carries decision
externalities, that is, decisions at network nodes have
consequences for other nodes to which they are connected
(possibly indirectly). In this project, we focus on
developing models to analyze and compute (or approximate)
security strategies in such networked settings.
Decentralized decision making in complex
systems: Several foundational models of complex
systems have been proposed in the literature, the most
prominent of which are SOC (self-organized criticality) and
HOT (highly optimized tolerance). The SOC model invokes
fixed rules embedded in entities in the complex system such
that the complex interactions of such rules yield
interesting emergent behavior that has properties of
critical transition boundaries observed in numerous physical
phenomena. The HOT paradigm paints a complex system as a
product of optimizing behavior (possibly heuristic). Our
model, NOT, conceives of a complex systems as a complex
interaction of many decision making entities, each seeking
to maximize its selfish gain, accounting for the decisions
of others. Our model is thus fundamentally game theoretic,
and yields interesting insights about the nature of complex
systems, positive impact of negative externalities, and
the evolution of cooperation.
Analysis of behavioral experiments on networks: Decentralized coordination has a long history, although only recently has it been studied in the context in which coordination must take place on a network (e.g., social network). This work analyzes a set of human subject experiments in networked decentralized coordination, showing that (a) the actual coordination problem has much to do with the ability of agents to coordinate, (b) behavioral features can have considerable relationship to agent influence, and (c) simple simulation models calibrated on behavioral data replicate the qualitative nature of these and other findings in networked coordination experiments.
Simulation-based and data-driven models of human dynamic
behavior on networks: One of the core research problems that
I am interested in is predicting behavior of autonomous agents
(software or human). This is, in fact, a central question of
policy-making and mechanism design: given a particular policy/design
choice, how will agents react? I’ve made some progress in the
context where agents are essentially game-theoretic (for example, by
design). My current thrust is to model human behavior based on data
collected in experiments or in the field (for example, making use of
the data set of solar PV adoption in San Diego county).
Past Projects
Much of my work in the past has been in simulation-based game
theoretic analysis and mechanism design. On the one hand, I
have developed techniques for approximating/estimating
solutions to games specified using simulations, building to
some extent on current literature in simulation-based
optimization. On the other hand, I developed a general
conceptual framework for mechanism design in
simulation-based multiagent settings which allows a flexible
specification of the objective, constraints, an arbitrary
(finite-dimensional) design space, and a “prediction”
toolbox for evaluating the objective at specific design
choices. In principle, the framework (which I instantiated
in a series of settings, including keyword auctions) allows
one to investigate complex policies in simulations with
agent models customized for the specific setting of interest
(thus, we may use rational “game-theoretic” agents, or
agents that model human behavior based on human subject
experiments). Below are some details.
Simulation-based analysis of keyword
auctions: In the last several years I have been
working on game theoretic questions relating to keyword
auctions. My current endeavor is two-fold. On the one
hand, I have developed a rather successful agent for the Ad
Auction game of the Trading Agent Competition using
primarily game-theoretic techniques and simulations. On the
other hand, I want to use game theoretic analysis together
with the TAC/AA simulations to explore alternative auction
design choices.
Incentive analysis of approximate allocation
mechanisms: The famed “VCG” pricing mechanism
guarantees that optimal social welfare can be achieved in a
setting with selfish agents by appropriately setting the
prices paid by the participants. Unfortunately, VCG
requires that the problem of optimally allocating resources
be solved quickly. In many settings, such as combinatorial
auctions, the actual allocation problem is NP-Hard; thus, in
the worst case, we must at best allocate resources (auction
items) approximately. However, using approximate allocation
algorithms also, in general, does away with the key property
of VCG of incentive compatibility (i.e., that all
participants are willing to truthfully reveal their true
utility functions). There exists a considerable literature
attempting to replace VCG with an alternative truthful
mechanism. In this work, we suggest that often VCG or
simple modifications to it yield approximate truthfulness,
as long as allocation mechanisms are usually nearly
optimal.
Mathematical foundations of Boolean network
dynamics: Boolean networks have been proposed to
model a variety of phenomena in physics and biology, and
much literature has been devoted to studying dynamical
properties of these, particularly the transition boundary
between quiescence and chaos. We have developed a new
mathematical framework for analyzing short-run dynamics
which offers new insights about the behavior of Boolean networks.
Interdependent Security Games: Many security investment decisions have externalities. For example, by choosing not to invest in computer security, I expose others to risk in a case when my computer becomes compromised. Key decision-making and policy questions in this setting involve how agents do (descriptive) and should (prescriptive) behave in noisy repeated games, which model such interdependent security investment settings. My current work is focused on simulation-based analysis of investment policies; some of the candidates were devised based on behavioral experiments.
Technology adoption with network effects: This project addresses the question of adoption dynamics of an entrant higher quality technology when the lower-quality substitute has considerable network effects. We introduce and analyze simple mechanisms that nudge the market out of a current (undesirable) equilibrium towards greater market penetration by the higher-quality entrant.