Designing an incentive compatible auction that maximizes expected revenue is a central problem in Auction Design. Theoretical approaches to the problem have hit some limits in the past decades and analytical solutions are known for only a few simple settings. Computational approaches to the problem through the use of LPs have their own set of limitations. Building on the success of deep learning, a new approach was recently proposed by Duetting et al. (2019) in which the auction is modeled by a feed-forward neural network and the design problem is framed as a learning problem. The neural architectures used in that work are general purpose and do not take advantage of any of the symmetries the problem could present, such as permutation equivariance. In this work, we consider auction design problems that have permutation-equivariant symmetry and construct a neural architecture that is capable of perfectly recovering the permutation-equivariant optimal mechanism, which we show is not possible with the previous architecture. We demonstrate that permutation-equivariant architectures are not only capable of recovering previous results, they also have better generalization properties.
Quantitative Approximation Rates for Group Equivariant Learning
Department of Mathematics(数学系);Texas A&M University(德克萨斯A&M大学);Faculty of Mathematics(数学系);Technion- Israel Institute of Technology(技术学院-以色列理工学院);Computer Science and Artificial Intelligence Laboratory(计算机科学与人工智能实验室);Massachusetts Institute of Technology(麻省理工学院)
University of Science and Technology of China(中国科学技术大学);JD Explore Academy, JD.com Inc.(京东集团京东探索研究院);Gaoling School of Artificial Intelligence, Renmin University of China(中国人民大学高瓴人工智能学院)
Designing an incentive-compatible auction mechanism that maximizes the auctioneer's revenue while minimizes the bidders' ex-post regret is an important yet intricate problem in economics. Remarkable progress has been achieved through learning the optimal auction mechanism by neural networks. In this paper, we consider the popular additive valuation and symmetric valuation setting; i.e., the valuation for a set of items is defined as the sum of all items' valuations in the set, and the valuation distribution is invariant when the bidders and/or the items are permutated. We prove that permutatio…
École Normale Supérieure, PSL(巴黎高等师范学院(PSL大学));Mila(米拉研究所);Université de Montréal(蒙特利尔大学);McGill University(麦吉尔大学)
The Strong Lottery Ticket Hypothesis (SLTH) stipulates the existence of a subnetwork within a sufficiently overparameterized (dense) neural network that -- when initialized randomly and without any training -- achieves the accuracy of a fully trained target network. Recent works by Da Cunha et. al 2022; Burkholz 2022 demonstrate that the SLTH can be extended to translation equivariant networks -- i.e. CNNs -- with the same level of overparametrization as needed for the SLTs in dense networks. However, modern neural networks are capable of incorporating more than just translation symmetry, and …
Duke University(杜克大学);NVIDIA Research(英伟达研究(NVIDIA Research))
Learning functions on point clouds has applications in many fields, including computer vision, computer graphics, physics, and chemistry. Recently, there has been a growing interest in neural architectures that are invariant or equivariant to all three shape-preserving transformations of point clouds: translation, rotation, and permutation. In this paper, we present a first study of the approximation power of these architectures. We first derive two sufficient conditions for an equivariant architecture to have the universal approximation property, based on a novel characterization of the space…
New York University(纽约大学);University of Amsterdam(阿姆斯特丹大学)
Symmetries and equivariance are fundamental to the generalization of neural networks on domains such as images, graphs, and point clouds. Existing work has primarily focused on a small number of groups, such as the translation, rotation, and permutation groups. In this work we provide a completely general algorithm for solving for the equivariant layers of matrix groups. In addition to recovering solutions from other works as special cases, we construct multilayer perceptrons equivariant to multiple groups that have never been tackled before, including $\mathrm{O}(1,3)$, $\mathrm{O}(5)$, $\mat…
Inductiva Research Labs(Inductiva Research Labs(Inductiva研究实验室))
We propose a message passing neural network architecture designed to be equivariant to column and row permutations of a matrix. We illustrate its advantages over traditional architectures like multi-layer perceptrons (MLPs), convolutional neural networks (CNNs) and even Transformers, on the combinatorial optimization task of recovering a set of deleted entries of a Hadamard matrix. We argue that this is a powerful application of the principles of Geometric Deep Learning to fundamental mathematics, and a potential stepping stone toward more insights on the Hadamard conjecture using Machine Lear…
One of the central problems in auction design is developing an incentive-compatible mechanism that maximizes the auctioneer's expected revenue. While theoretical approaches have encountered bottlenecks in multi-item auctions, recently, there has been much progress on finding the optimal mechanism through deep learning. However, these works either focus on a fixed set of bidders and items, or restrict the auction to be symmetric. In this work, we overcome such limitations by factoring \emph{public} contextual information of bidders and items into the auction learning framework. We propose $\mat…