Nash Equilibria of Static Prediction Games

The standard assumption of identically distributed training and test data can be violated when an adversary can exercise some control over the generation of the test data. In a prediction game, a learner produces a predictive model while an adversary may alter the distribution of input data. We study single-shot prediction games in which the cost functions of learner and adversary are not necessarily antagonistic. We identify conditions under which the prediction game has a unique Nash equilibrium, and derive algorithms that will find the equilibrial prediction models. In a case study, we explore properties of Nash-equilibrial prediction models for email spam filtering empirically.