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arXiv 2202.02872cs.GTcs.LGecon.GNq-fin.EC
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随机仿射最大化拍卖的可微经济学

Differentiable Economics for Randomized Affine Maximizer Auctions

University of YYY(YYY大学);Institute of WWW(WWW研究院);University of Maryland(马里兰大学);Carnegie Mellon University(卡内基梅隆大学);Optimized Markets, Inc.(优化市场公司);Strategic Machine, Inc.(战略机器公司);Strategy Robot, Inc.(战略机器人公司)

Michael Curry, Tuomas Sandholm, John Dickerson

摘要:

最近的自动化机制设计,微分经济学的方法,表示拍卖丰富的功能近似和优化其性能的梯度下降。可微经济学的理想拍卖架构应该是完全防策略的,支持多个投标人和物品,并且足够丰富以代表最优(即收入最大化)机制。到目前为止,这样的架构还不存在。有单一投标人的方法(MenuNet,RochetNet),这总是防策略,可以代表最佳机制。遗憾网是多投标人,可以近似任何机制,但只是近似防策略。我们提出了一个架构,支持多个投标人,是完全防策略,但不一定代表最佳的机制。这种架构是经典的仿射最大化拍卖(AMA),修改后提供彩票。通过使用微分经济学的基于梯度的优化工具,我们现在可以训练彩票AMA,在收入方面与以前的方法竞争或超越以前的方法。

英文摘要:

A recent approach to automated mechanism design, differentiable economics, represents auctions by rich function approximators and optimizes their performance by gradient descent. The ideal auction architecture for differentiable economics would be perfectly strategyproof, support multiple bidders and items, and be rich enough to represent the optimal (i.e. revenue-maximizing) mechanism. So far, such an architecture does not exist. There are single-bidder approaches (MenuNet, RochetNet) which are always strategyproof and can represent optimal mechanisms. RegretNet is multi-bidder and can approximate any mechanism, but is only approximately strategyproof. We present an architecture that supports multiple bidders and is perfectly strategyproof, but cannot necessarily represent the optimal mechanism. This architecture is the classic affine maximizer auction (AMA), modified to offer lotteries. By using the gradient-based optimization tools of differentiable economics, we can now train lottery AMAs, competing with or outperforming prior approaches in revenue.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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