Robust Data-Driven Auction Design
Qilong Lin, Yangsu Liu, Dagui Chen, Zhenzhe Zheng, Jian Xu, Bo Zheng, Fan Wu, Guihai Chen
Abstract
In the field of auction design, leveraging deep learning to solve optimal auctions from sampled data has become a promising direction. However, real-world contexts often involve uncertain data, which would severely affect the auction performance, but it is lacking consideration in existing works. To address this challenge, we incorporate these uncertainties into auction design metrics, and frame this challenge as a robust data-driven auction design problem. To solve this problem, we first propose the GAT method, where we introduce the process of problem relaxation and transformation to address the non-differentiable variable presented in the original problem, and further propose an adversarial training algorithm to solve the mini-max problem after transformation. Moreover, to obtain moderately robust auctions, we propose two methods to select the robust coefficient, which provides guidance and insights for selecting robust auctions based on generalization and performance metrics. Finally, with the insights from the GAT method, we further propose the SAT method, where we employ a strict and unified IC constraint that extends from the GAT method, which provides strong IC guarantees and stable revenue in uncertain environments. Experiments on both constructed and real-world datasets show that our robust methods effectively improve the performance of auctions in terms of revenue and IC guarantees.
Ask about this paper
Ask your agent about it.
Lune has read the top-tier papers around this one, so every answer names the papers it rests on.
Your agent calls
Lunesearch_papers
Free to start. No credit card required.
Terminal
Install the CLIlune papers get becb50a0-ff83-4250-ba1d-03a931f2dba2Related papers
- A Permutation-Equivariant Neural Network Architecture For Auction DesignJad Rahme, Samy Jelassi, Joan Bruna, S. Matthew WeinbergAAAI 2021 · 65 citations
- Data Market Design through Deep LearningSai Srivatsa Ravindranath, Yanchen Jiang, David C. ParkesNeurIPS 2023 · 17 citations
- Optimal-er Auctions through AttentionDmitry Ivanov, Iskander Safiulin, Igor Filippov, Ksenia BalabaevaNeurIPS 2022 · 57 citations
- PreferenceNet: Encoding Human Preferences in Auction Design with Deep LearningNeehar Peri, Michael J. Curry, Samuel Dooley, John DickersonNeurIPS 2021 · 46 citations
- BundleFlow: Deep Menus for Combinatorial Auctions by Diffusion-Based OptimizationTonghan Wang, Yanchen Jiang, David C. ParkesNeurIPS 2025 · 7 citations
