论文标题
基于贝叶斯优化的组合分配
Bayesian Optimization-based Combinatorial Assignment
论文作者
论文摘要
我们研究组合分配领域,其中包括组合拍卖和课程分配。该域中的主要挑战是捆绑空间在项目数中呈指数增长。为了解决这个问题,最近有几篇论文提出了基于机器学习的偏好启发算法,旨在仅从代理商那里获取最重要的信息。但是,这项先前工作的主要缺点是,它并未建模机制对尚未引起的捆绑物的不确定性。在本文中,我们通过提出基于贝叶斯优化的组合分配(BOCA)机制来解决这一缺点。我们的主要技术贡献是将捕获模型不确定性捕获的方法整合到迭代组合拍卖机制中。具体而言,我们设计了一种估算上部不确定性结合的新方法,该方法可用于定义采集函数以确定对代理的下一个查询。这使该机制能够在其偏好启发阶段正确探索(而不仅仅是利用)束空间。我们在几个频谱拍卖域中运行计算实验,以评估BOCA的性能。我们的结果表明,BOCA的分配效率比最先进的方法更高。
We study the combinatorial assignment domain, which includes combinatorial auctions and course allocation. The main challenge in this domain is that the bundle space grows exponentially in the number of items. To address this, several papers have recently proposed machine learning-based preference elicitation algorithms that aim to elicit only the most important information from agents. However, the main shortcoming of this prior work is that it does not model a mechanism's uncertainty over values for not yet elicited bundles. In this paper, we address this shortcoming by presenting a Bayesian optimization-based combinatorial assignment (BOCA) mechanism. Our key technical contribution is to integrate a method for capturing model uncertainty into an iterative combinatorial auction mechanism. Concretely, we design a new method for estimating an upper uncertainty bound that can be used to define an acquisition function to determine the next query to the agents. This enables the mechanism to properly explore (and not just exploit) the bundle space during its preference elicitation phase. We run computational experiments in several spectrum auction domains to evaluate BOCA's performance. Our results show that BOCA achieves higher allocative efficiency than state-of-the-art approaches.