论文标题

认证战略防护拍卖网络

Certifying Strategyproof Auction Networks

论文作者

Curry, Michael J., Chiang, Ping-Yeh, Goldstein, Tom, Dickerson, John

论文摘要

最佳拍卖可以最大程度地提高卖方的预期收入。迈尔森(Myerson)在1981年的开创性工作解决了拍卖单个项目的案例。但是,随后几十年的工作几乎没有超出单个项目的进展,从而使收入最大化拍卖的设计是机制设计领域的中心开放问题。 “可区分经济学”的最新工作已经使用了现代深度学习的工具,而是学习良好的机制。我们专注于后悔的体系结构,该体系结构可以代表具有任意数量的项目和参与者的拍卖;它经过经验策略性的培训,但是该物业从未经过验证,留下潜在的漏洞供市场参与者利用。我们建议使用神经网络验证文献中的技术在特定的估值概况下明确验证战略性的方法。这样做需要对后悔架构进行几次修改,以便在整数程序中准确地表示它。我们在多种设置中培训网络并生产证书,包括未知最佳策略性机制的设置。

Optimal auctions maximize a seller's expected revenue subject to individual rationality and strategyproofness for the buyers. Myerson's seminal work in 1981 settled the case of auctioning a single item; however, subsequent decades of work have yielded little progress moving beyond a single item, leaving the design of revenue-maximizing auctions as a central open problem in the field of mechanism design. A recent thread of work in "differentiable economics" has used tools from modern deep learning to instead learn good mechanisms. We focus on the RegretNet architecture, which can represent auctions with arbitrary numbers of items and participants; it is trained to be empirically strategyproof, but the property is never exactly verified leaving potential loopholes for market participants to exploit. We propose ways to explicitly verify strategyproofness under a particular valuation profile using techniques from the neural network verification literature. Doing so requires making several modifications to the RegretNet architecture in order to represent it exactly in an integer program. We train our network and produce certificates in several settings, including settings for which the optimal strategyproof mechanism is not known.

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