Prediction games : machine learning in the presence of an adversary
type: CreativeWork
description: In many applications one is faced with the problem of inferring some functional relation between input and output variables from given data. Consider, for instance, the task of email spam filtering where one seeks to find a model which automatically assigns new, previously unseen emails to class spam or non-spam. Building such a predictive model based on observed training inputs (e.g., emails) with corresponding outputs (e.g., spam labels) is a major goal of machine learning. Many learning methods assume that these training data are governed by the same distribution as the test data which the predictive model will be exposed to at application time. That assumption is violated when the test data are generated in response to the presence of a predictive model. This becomes apparent, for instance, in the above example of email spam filtering. Here, email service providers employ spam filters and spam senders engineer campaign templates such as to achieve a high rate of successful deliveries despite any filters. Most of the existing work casts such situations as learning robust models which are unsusceptible against small changes of the data generation process. The models are constructed under the worst-case assumption that these changes are performed such to produce the highest possible adverse effect on the performance of the predictive model. However, this approach is not capable to realistically model the true dependency between the model-building process and the process of generating future data. We therefore establish the concept of prediction games: We model the interaction between a learner, who builds the predictive model, and a data generator, who controls the process of data generation, as an one-shot game. The game-theoretic framework enables us to explicitly model the players' interests, their possible actions, their level of knowledge about each other, and the order at which they decide for an action. We model the players' interests as minimizing their own…
abstract: In many applications one is faced with the problem of inferring some functional relation between input and output variables from given data. Consider, for instance, the task of email spam filtering where one seeks to find a model which automatically assigns new, previously unseen emails to class spam or non-spam. Building such a predictive model based on observed training inputs (e.g., emails) with corresponding outputs (e.g., spam labels) is a major goal of machine learning. Many learning methods assume that these training data are governed by the same distribution as the test data which the predictive model will be exposed to at application time. That assumption is violated when the test data are generated in response to the presence of a predictive model. This becomes apparent, for instance, in the above example of email spam filtering. Here, email service providers employ spam filters and spam senders engineer campaign templates such as to achieve a high rate of successful deliveries despite any filters. Most of the existing work casts such situations as learning robust models which are unsusceptible against small changes of the data generation process. The models are constructed under the worst-case assumption that these changes are performed such to produce the highest possible adverse effect on the performance of the predictive model. However, this approach is not capable to realistically model the true dependency between the model-building process and the process of generating future data. We therefore establish the concept of prediction games: We model the interaction between a learner, who builds the predictive model, and a data generator, who controls the process of data generation, as an one-shot game. The game-theoretic framework enables us to explicitly model the players' interests, their possible actions, their level of knowledge about each other, and the order at which they decide for an action. We model the players' interests as minimizing their own…
author: Brückner, Michael
keywords: Prädiktionsspiel, Adversarial Learning, Angewandte Spieltheorie, Maschinelles Lernen, Spam-Filter, Prediction Game, Applied Game Theory, Machine Learning, Spam Filtering
date published: 2012-07-05
date modified: 2026-07-24T03:51:39Z
provider: Universität Potsdam - Diss
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: Universität Potsdam