Cage the Elephant brought their kinetic live show to the Palace Theatre in Albany, a venue that perfectly matched the band’s scrappy, crowd-surfing energy. The Kentucky rockers had broken through nationally with “Ain’t No Rest for the Wicked” and were now alternating between anthemic rock and darker, more introspective material. Albany has always responded to bands that treat their performance as a communion with the audience, and Cage the Elephant obliged fully.