论文标题

基于傅立叶分析的迭代组合拍卖

Fourier Analysis-based Iterative Combinatorial Auctions

论文作者

Weissteiner, Jakob, Wendler, Chris, Seuken, Sven, Lubin, Ben, Püschel, Markus

论文摘要

傅立叶分析的最新进展带来了有效代表和学习设定功能的新工具。在本文中,我们将傅立叶分析的力量带入了组合拍卖(CAS)的设计。关键想法是使用傅立叶 - 帕斯斯集合功能近似竞标者的价值函数,可以使用相对较少的查询来计算该功能。由于对于实用CAS而言,这个数字仍然太大,因此我们提出了一种新的混合设计:我们首先使用神经网络(NNS)来学习投标值的值,然后将傅立叶分析应用于学习的表示形式。在技​​术层面上,我们制定了一个基于傅立叶变换的获胜者确定问题,并得出了其混合整数计划的配方。基于此,我们设计了一个迭代CA,询问基于傅立叶的查询。我们从实验上表明,与先前的拍卖设计相比,混合ICA的效率更高,导致社会福利的分布更公平,并大大降低了运行时。借助本文,我们是第一个利用CA设计中的傅立叶分析的人,并为该领域的未来工作奠定了基础。我们的代码可在github:https://github.com/marketdesignresearch/fa-lase-icas上找到。

Recent advances in Fourier analysis have brought new tools to efficiently represent and learn set functions. In this paper, we bring the power of Fourier analysis to the design of combinatorial auctions (CAs). The key idea is to approximate bidders' value functions using Fourier-sparse set functions, which can be computed using a relatively small number of queries. Since this number is still too large for practical CAs, we propose a new hybrid design: we first use neural networks (NNs) to learn bidders' values and then apply Fourier analysis to the learned representations. On a technical level, we formulate a Fourier transform-based winner determination problem and derive its mixed integer program formulation. Based on this, we devise an iterative CA that asks Fourier-based queries. We experimentally show that our hybrid ICA achieves higher efficiency than prior auction designs, leads to a fairer distribution of social welfare, and significantly reduces runtime. With this paper, we are the first to leverage Fourier analysis in CA design and lay the foundation for future work in this area. Our code is available on GitHub: https://github.com/marketdesignresearch/FA-based-ICAs.

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