Learning Truthful Mechanisms without Discretization

Fuente: arXiv
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Hauptverfasser: Ma, Yunxuan, Wang, Siqiang, Duan, Zhijian, Cheng, Yukun, Deng, Xiaotie
Format: Preprint
Veröffentlicht: 2025
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author Ma, Yunxuan
Wang, Siqiang
Duan, Zhijian
Cheng, Yukun
Deng, Xiaotie
author_facet Ma, Yunxuan
Wang, Siqiang
Duan, Zhijian
Cheng, Yukun
Deng, Xiaotie
contents This paper introduces TEDI (Truthful, Expressive, and Dimension-Insensitive approach), a discretization-free algorithm to learn truthful and utility-maximizing mechanisms. Existing learning-based approaches often rely on discretization of outcome spaces to ensure truthfulness, which leads to inefficiency with increasing problem size. To address this limitation, we formalize the concept of pricing rules, defined as functions that map outcomes to prices. Based on this concept, we propose a novel menu mechanism, which can be equivalent to a truthful direct mechanism under specific conditions. The core idea of TEDI lies in its parameterization of pricing rules using Partial GroupMax Network, a new network architecture designed to universally approximate partial convex functions. To learn optimal pricing rules, we develop novel training techniques, including covariance trick and continuous sampling, to derive unbiased gradient estimators compatible with first-order optimization. Theoretical analysis establishes that TEDI guarantees truthfulness, full expressiveness, and dimension-insensitivity. Experimental evaluation in the studied auction setting demonstrates that TEDI achieves strong performance, competitive with or exceeding state-of-the-art methods. This work presents the first approaches to learn truthful mechanisms without outcome discretization, thereby enhancing algorithmic efficiency. The proposed concepts, network architecture, and learning techniques might offer potential value and provide new insights for automated mechanism design and differentiable economics.
format Preprint
id arxiv_https___arxiv_org_abs_2506_22911
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Learning Truthful Mechanisms without Discretization
Ma, Yunxuan
Wang, Siqiang
Duan, Zhijian
Cheng, Yukun
Deng, Xiaotie
Computer Science and Game Theory
Artificial Intelligence
Machine Learning
This paper introduces TEDI (Truthful, Expressive, and Dimension-Insensitive approach), a discretization-free algorithm to learn truthful and utility-maximizing mechanisms. Existing learning-based approaches often rely on discretization of outcome spaces to ensure truthfulness, which leads to inefficiency with increasing problem size. To address this limitation, we formalize the concept of pricing rules, defined as functions that map outcomes to prices. Based on this concept, we propose a novel menu mechanism, which can be equivalent to a truthful direct mechanism under specific conditions. The core idea of TEDI lies in its parameterization of pricing rules using Partial GroupMax Network, a new network architecture designed to universally approximate partial convex functions. To learn optimal pricing rules, we develop novel training techniques, including covariance trick and continuous sampling, to derive unbiased gradient estimators compatible with first-order optimization. Theoretical analysis establishes that TEDI guarantees truthfulness, full expressiveness, and dimension-insensitivity. Experimental evaluation in the studied auction setting demonstrates that TEDI achieves strong performance, competitive with or exceeding state-of-the-art methods. This work presents the first approaches to learn truthful mechanisms without outcome discretization, thereby enhancing algorithmic efficiency. The proposed concepts, network architecture, and learning techniques might offer potential value and provide new insights for automated mechanism design and differentiable economics.
title Learning Truthful Mechanisms without Discretization
topic Computer Science and Game Theory
Artificial Intelligence
Machine Learning
url https://arxiv.org/abs/2506.22911