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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Learning Surrogate Potential Mean Field Games via Gaussia...
Jingguo Zhang, Xianjin Yang, Chenchen Mou, Chao Zhou · 2025-02-17 · via stat.ML updates on arXiv.org

Mean field games (MFGs) describe the collective behavior of large populations of interacting agents. In this work, we tackle ill-posed inverse problems in potential MFGs, aiming to recover the agents' population, momentum, and environmental setup from limited, noisy measurements and partial observations. These problems are ill-posed because multiple MFG configurations can explain the same data, or different parameters can yield nearly identical observations. Nonetheless, they remain crucial in practice for real-world scenarios where data are inherently sparse or noisy, or where the MFG structure is not fully determined. Our focus is on finding surrogate MFGs that accurately reproduce the observed data despite these challenges. We propose two Gaussian process (GP)-based frameworks: an inf-sup formulation and a bilevel approach. The choice between them depends on whether the unknown parameters introduce concavity in the objective. In the inf-sup framework, we use the linearity of GPs and their parameterization structure to maintain convex-concave properties, allowing us to apply standard convex optimization algorithms. In the bilevel framework, we employ a gradient-descent-based algorithm and introduce two methods for computing the outer gradient. The first method leverages an existing solver for the inner potential MFG and applies automatic differentiation, while the second adopts an adjoint-based strategy that computes the outer gradient independently of the inner solver. Our numerical experiments show that when sufficient prior information is available, the unknown parameters can be accurately recovered. Otherwise, if prior information is limited, the inverse problem is ill-posed, but our frameworks can still produce surrogate MFG models that closely match observed data.