The El Farol Bar Problem on Complex Networks Maziar Nekovee BT Research Mathematics of Networks, Oxford, 7/4/2006 Content • • • • • Motivation. The El Farol Bar problem. Solutions extensions and critique. El Farol on social networks. Conclusions. Motivation • Many real-life situations involve a set of independent agents/entities competing for the same resource, in an uncoordinated fashion. drivers choosing similar travel routes. visitors to a popular website. ………………………….. …………………………… wireless devices (wifi, Bluetooth etc) sharing RF spectrum. Scientific American, March 2006 a cognitive radio a network of cognitive radios: independent learners and decision makers competing the same resource (RF Spectrum) The El Farol Bar Problem Mathematical formulation N: total number of customers L: bar comfort level ( resource capcity); L 60 L P= ; we are mainly interested in P~1 N customer i attends El farol in week k x i (k ) 10 ifothewise N A(k)= x i ( k ): attendance in week k i=1 A : <A>: average attendance 2 ( A L) 2 : measure of efficiency ( volatility) I k { A(k m),... A(k 1)}: avilable information u i (k ) x i (k )[2( A( k ) L) 1] : customers' utility at time k Decision making model • Each customer has a finite set of predictors which s/he uses to predictor next week’s attendance, based on past attendance history. {F1i , F2i , F3i ..Fni } Asi (k 1) Fsi [{ A(k m), A(k m 1),.. A(k 1)] Fsi [ I k ] • Each predictor has a score associated to it, which is updated according to: U si (k ) U si (k 1) {[ Asi (k ) L][ A(k ) L)} reinforced learning • Customers use the predictor with the highest score to predict next week’s attendance. Then: if Aˆ simax L s/he goes to El Farol else stays at home Predictors ...44 78 56 15 23 67 84 34 45 76 40 56 22 35 • The same as last week 35 go • A (rounded) average of the last m attendances. 49 go • The same as 3 weeks ago. 56 • The trend in the last 8 weeks (bounded by 0 and 100) • … 76 stay go Simplified El Farol (Minority Game) N=: total number of agents Challet and Zhang, 1997. {-1,1}: set of actions avilable to agents (e.g. go/stay buy/sell) a i (k ) : action of agent i at time k N A(k)= number of agents choosing A/B i=1 A : <A>: average attendance 2 ( A L) : Volatility I k { A( k m),... A( k 1)}: information u i (k ) x i (k ) A( k ) : agents achievd utility at time k minority group is rewarded with | A | majority is penalised with | A | Key questions • Would bar attendance settles to some stationary state: 1 lim M M M A(k ) C ? k k0 • Can decentralised decision making result in efficient utilization of the bar: 1 lim M M M k k0 ( A(k ) L) 2 ? Nash Equilibrium W. B. Arthur, 1984. Critique of El Farol • Predictor’s choice. • Global information available to agents regardless attendance. • Other learning mechanisms. • The impacts of inter-agent communication (via a social network). Statistical mechanic’s approach Marsili, Challet, et al information: Aˆ (k ) ( A( k ) L) Johnson et al attendance : Iˆ( k ) { Aˆ ( k m),... Aˆ ( k 1) {0,1,0,.....1,1} m bits strategy : maps every possible m-history to a decision {0,1} 2m possible histories 2 2m strategies ski {0,1,1.....0,0} m 22 bits A strategy soup 1 0 1 0 0 0 0 1 1 0 0 1 0 1 0 0 1 1 1 0 0 1 1 0 0 0 1 0 0 1 1 1 0 1 1 0 1 0 0 0 0 1 1 0 0 0 1 0 1 Marsili, Challet, Otino, 2003 Stochastic solution with simple adaptive behaviour Bell, Sethares, Buklew, 2003 • Agents adapt their attendance probabilitypi (k ) through a simple process of “habit forming”: • Full information on attendance: pi (k 1) pi (k ) ( A(k ) L) (bounded by 0 and 1) • Partial information on attendance: pi (k 1) pi (k ) xi (k )( A(k ) L) (simplified) El Farol on networks El Farol on social networks Galstyan, Kolar, Lerman, 2003 • N agents connected via a social network. • Instead of interacting via a global signal of attendance history, agents interact with K other (randomly chosen) agents. x (k 1) F i i 1 i i smax i 2 i K l1i lKi i [ x (k ),...x (k )] {l , l ,...l }: "neighbours" of agent i Emergence of scale-free influence networks Toroczkai, Anghel, Basselr, Korniss, 2004 • A social network of N agents through which agents communicate (ER random graph). • Agents play the minority game on the graph, using reinforced learning to select a leader among their nearest neighbours: s i (k 1) Max{s lki1 max (k ) s lki 2 max lki g i (k ),..smaxi (k ), smax (k )} {l1i , l2i ,...lgi i }: first neighbours of agent i Emergence of scale-free influence network Toroczkai, Anghel, Basselr, Korniss, 2004 Conclusions • The El Farol bar problem (EFBP) is highly relevant to understanding distributed resource sharing in interacting multi-agent systems. • Many unexplored questions remain. • Information flow via inter-agent networks can greatly impact the dynamics of EFP. work in progress • EFP on cognitive radio networks. Thanks to Matteo Marsili for pointing me to the EFBP
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