arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2003.01497cs.GTcs.LGstat.ML

A Permutation-Equivariant Neural Network Architecture For Auction Design

Princeton University(普林斯顿大学);New York University(纽约大学);Institute for Advanced Study(高等研究院)

Jad Rahme, Samy Jelassi, Joan Bruna, S. Matthew Weinberg

英文摘要:

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.

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