arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2602.09455cs.GTcs.LG
收藏

通过相关性感知支付增强仿射最大化拍卖

Enhancing Affine Maximizer Auctions with Correlation-Aware Payment

CFCS, School of Computer Science, Peking University(计算机科学系,北京大学);Department of Computer Science and Technology, Tsinghua University(计算机科学与技术系,清华大学)

Haoran Sun, Xuanzhi Xia, Xu Chu, Xiaotie Deng

AI总结:

本文提出CA-AMA框架,通过相关性感知支付增强AMAs,解决估值相关分布下的收益优化问题。

摘要:

仿射最大化拍卖(AMAs)是一种从VCG衍生出的广义机制家族,因其固有的支配策略激励相容(DSIC)和个体理性(IR)特性,在自动化机制设计中被广泛应用。然而,由于支付形式固定,AMAs的表达能力受限,特别是在投标者估值相关的分布中。在本文中,我们提出了相关性感知AMAs(CA-AMA),一种通过新增相关性感知支付来增强AMAs的新型框架。我们证明了任何CA-AMA都保留了DSIC属性,并将寻找最优CA-AMA形式化为一个受IR约束的约束优化问题。然后,我们理论地刻画了经典AMAs在某些情况下可能比最优收益差很多,而CA-AMA可以达到最优收益的场景。为优化CA-AMA,我们设计了一个实用的两阶段训练算法。我们推导出目标函数的连续性和一般化界限在偏离严格IR的程度上的界限。最后,广泛的实验表明,我们的算法可以在各种分布中找到近似最优的CA-AMA,从而提高收益并降低IR的违反程度。

英文摘要:

Affine Maximizer Auctions (AMAs), a generalized mechanism family from VCG, are widely used in automated mechanism design due to their inherent dominant-strategy incentive compatibility (DSIC) and individual rationality (IR). However, as the payment form is fixed, AMA's expressiveness is restricted, especially in distributions where bidders' valuations are correlated. In this paper, we propose Correlation-Aware AMA (CA-AMA), a novel framework that augments AMA with a new correlation-aware payment. We show that any CA-AMA preserves the DSIC property and formalize finding optimal CA-AMA as a constraint optimization problem subject to the IR constraint. Then, we theoretically characterize scenarios where classic AMAs can perform arbitrarily poorly compared to the optimal revenue, while the CA-AMA can reach the optimal revenue. For optimizing CA-AMA, we design a practical two-stage training algorithm. We derive that the target function's continuity and the generalization bound on the degree of deviation from strict IR. Finally, extensive experiments showcase that our algorithm can find an approximate optimal CA-AMA in various distributions with improved revenue and a low degree of violation of IR.

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。

↑