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The next frontier of online advertising is revenue generation from LLM-generated content. We consider a setting where advertisers aim to influence the responses of an LLM to align with their interests, while platforms seek to maximize advertiser value and ensure user satisfaction. The challenge is that advertisers' preferences generally conflict with those of the user, and advertisers may misreport their preferences. To address this, we introduce MOSAIC, an auction mechanism that ensures that truthful reporting is a dominant strategy for advertisers and that aligns the utility of each advertiser with their contribution to social welfare. Importantly, the mechanism operates without LLM fine-tuning or access to model weights and provably converges to the output of the optimally fine-tuned LLM as computational resources increase. Additionally, it can incorporate contextual information about advertisers, which significantly improves social welfare. Through experiments with a publicly available LLM, we show that MOSAIC leads to high advertiser value and platform revenue with low computational overhead. While our motivating application is online advertising, our mechanism can be applied in any setting with monetary transfers, making it a general-purpose solution for truthfully aggregating the preferences of self-interested agents over LLM-generated replies.

The role of a market maker is to simultaneously offer to buy and sell quantities of goods, often a financial asset such as a share, at specified prices. An automated market maker (AMM) is a mechanism that offers to trade according to some predetermined schedule; the best choice of this schedule depends on the market maker's goals. The literature on the design of AMMs has mainly focused on prediction markets with the goal of information elicitation. More recent work motivated by DeFi has focused instead on the goal of profit maximization, but considering only a single type of good (traded with a numeraire), including under adverse selection (Milionis et al. 2022). Optimal market making in the presence of multiple goods, including the possibility of complex bundling behavior, is not well understood. In this paper, we show that finding an optimal market maker is dual to an optimal transport problem, with specific geometric constraints on the transport plan in the dual. We show that optimal mechanisms for multiple goods and under adverse selection can take advantage of bundling, both improved prices for bundled purchases and sales as well as sometimes accepting payment "in kind." We present conjectures of optimal mechanisms in additional settings which show further complex behavior. From a methodological perspective, we make essential use of the tools of differentiable economics to generate conjectures of optimal mechanisms, and give a proof-of-concept for the use of such tools in guiding theoretical investigations.

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing dynamic mechanisms for welfare is relatively well understood. However, there has been less work on optimizing for other goals (e.g. revenue), and without restrictive assumptions on valuations, it is remarkably challenging to characterize good mechanisms. Instead, we turn to automated mechanism design to find mechanisms with good performance in specific problem instances. In fact, the situation is similar even in static mechanism design. However, in the static case, optimization/machine learning-based automated mechanism design techniques have been successful in finding high-revenue mechanisms in cases beyond the reach of analytical results. We extend the class of affine maximizer mechanisms to MDPs where agents may untruthfully report their rewards. This extension results in a challenging bilevel optimization problem in which the upper problem involves choosing optimal mechanism parameters, and the lower problem involves solving the resulting MDP. Our approach can find truthful dynamic mechanisms that achieve strong performance on goals other than welfare, and can be applied to essentially any problem setting-without restrictions on valuations-for which RL can learn optimal policies., Comment: To be published in the Thirty-Eighth Proceedings of the AAAI Conference on Artificial Intelligence 2024

Multi-Agent Path Finding (MAPF) involves determining paths for multiple agents to travel simultaneously and collision-free through a shared area toward given goal locations. This problem is computationally complex, especially when dealing with large numbers of agents, as is common in realistic applications like autonomous vehicle coordination. Finding an optimal solution is often computationally infeasible, making the use of approximate, suboptimal algorithms essential. Adding to the complexity, agents might act in a self-interested and strategic way, possibly misrepresenting their goals to the MAPF algorithm if it benefits them. Although the field of mechanism design offers tools to align incentives, using these tools without careful consideration can fail when only having access to approximately optimal outcomes. In this work, we introduce the problem of scalable mechanism design for MAPF and propose three strategyproof mechanisms, two of which even use approximate MAPF algorithms. We test our mechanisms on realistic MAPF domains with problem sizes ranging from dozens to hundreds of agents. We find that they improve welfare beyond a simple baseline., Comment: 12 pages, 5 figures. IJCAI'24 camera-ready version

Many real-world auctions are dynamic processes, in which bidders interact and report information over multiple rounds with the auctioneer. The sequential decision making aspect paired with imperfect information renders analyzing the incentive properties of such auctions much more challenging than in the static case. It is clear that bidders often have incentives for manipulation, but the full scope of such strategies is not well-understood. We aim to develop a tool for better understanding the incentive properties in dynamic auctions by using reinforcement learning to learn the optimal strategic behavior for an auction participant. We frame the decision problem as a Markov Decision Process, show its relation to multi-task reinforcement learning and use a soft actor-critic algorithm with experience relabeling to best-respond against several known analytical equilibria as well as to find profitable deviations against exploitable bidder strategies., Comment: 14 pages, 4 figures

Single-shot auctions are commonly used as a means to sell goods, for example when selling ad space or allocating radio frequencies, however devising mechanisms for auctions with multiple bidders and multiple items can be complicated. It has been shown that neural networks can be used to approximate optimal mechanisms while satisfying the constraints that an auction be strategyproof and individually rational. We show that despite such auctions maximizing revenue, they do so at the cost of revealing private bidder information. While randomness is often used to build in privacy, in this context it comes with complications if done without care. Specifically, it can violate rationality and feasibility constraints, fundamentally change the incentive structure of the mechanism, and/or harm top-level metrics such as revenue and social welfare. We propose a method that employs stochasticity to improve privacy while meeting the requirements for auction mechanisms with only a modest sacrifice in revenue. We analyze the cost to the auction house that comes with introducing varying degrees of privacy in common auction settings. Our results show that despite current neural auctions' ability to approximate optimal mechanisms, the resulting vulnerability that comes with relying on neural networks must be accounted for.

Watermarking is a commonly used strategy to protect creators' rights to digital images, videos and audio. Recently, watermarking methods have been extended to deep learning models -- in principle, the watermark should be preserved when an adversary tries to copy the model. However, in practice, watermarks can often be removed by an intelligent adversary. Several papers have proposed watermarking methods that claim to be empirically resistant to different types of removal attacks, but these new techniques often fail in the face of new or better-tuned adversaries. In this paper, we propose a certifiable watermarking method. Using the randomized smoothing technique proposed in Chiang et al., we show that our watermark is guaranteed to be unremovable unless the model parameters are changed by more than a certain l2 threshold. In addition to being certifiable, our watermark is also empirically more robust compared to previous watermarking methods. Our experiments can be reproduced with code at https://github.com/arpitbansal297/Certified_Watermarks, Comment: ICML 2022

A recent approach to automated mechanism design, differentiable economics, represents auctions by rich function approximators and optimizes their performance by gradient descent. The ideal auction architecture for differentiable economics would be perfectly strategyproof, support multiple bidders and items, and be rich enough to represent the optimal (i.e. revenue-maximizing) mechanism. So far, such an architecture does not exist. There are single-bidder approaches (MenuNet, RochetNet) which are always strategyproof and can represent optimal mechanisms. RegretNet is multi-bidder and can approximate any mechanism, but is only approximately strategyproof. We present an architecture that supports multiple bidders and is perfectly strategyproof, but cannot necessarily represent the optimal mechanism. This architecture is the classic affine maximizer auction (AMA), modified to offer lotteries. By using the gradient-based optimization tools of differentiable economics, we can now train lottery AMAs, competing with or outperforming prior approaches in revenue.

Real economies can be modeled as a sequential imperfect-information game with many heterogeneous agents, such as consumers, firms, and governments. Dynamic general equilibrium (DGE) models are often used for macroeconomic analysis in this setting. However, finding general equilibria is challenging using existing theoretical or computational methods, especially when using microfoundations to model individual agents. Here, we show how to use deep multi-agent reinforcement learning (MARL) to find $\epsilon$-meta-equilibria over agent types in microfounded DGE models. Whereas standard MARL fails to learn non-trivial solutions, our structured learning curricula enable stable convergence to meaningful solutions. Conceptually, our approach is more flexible and does not need unrealistic assumptions, e.g., continuous market clearing, that are commonly used for analytical tractability. Furthermore, our end-to-end GPU implementation enables fast real-time convergence with a large number of RL economic agents. We showcase our approach in open and closed real-business-cycle (RBC) models with 100 worker-consumers, 10 firms, and a social planner who taxes and redistributes. We validate the learned solutions are $\epsilon$-meta-equilibria through best-response analyses, show that they align with economic intuitions, and show our approach can learn a spectrum of qualitatively distinct $\epsilon$-meta-equilibria in open RBC models. As such, we show that hardware-accelerated MARL is a promising framework for modeling the complexity of economies based on microfoundations.

We propose a new architecture to approximately learn incentive compatible, revenue-maximizing auctions from sampled valuations. Our architecture uses the Sinkhorn algorithm to perform a differentiable bipartite matching which allows the network to learn strategyproof revenue-maximizing mechanisms in settings not learnable by the previous RegretNet architecture. In particular, our architecture is able to learn mechanisms in settings without free disposal where each bidder must be allocated exactly some number of items. In experiments, we show our approach successfully recovers multiple known optimal mechanisms and high-revenue, low-regret mechanisms in larger settings where the optimal mechanism is unknown.

The design of optimal auctions is a problem of interest in economics, game theory and computer science. Despite decades of effort, strategyproof, revenue-maximizing auction designs are still not known outside of restricted settings. However, recent methods using deep learning have shown some success in approximating optimal auctions, recovering several known solutions and outperforming strong baselines when optimal auctions are not known. In addition to maximizing revenue, auction mechanisms may also seek to encourage socially desirable constraints such as allocation fairness or diversity. However, these philosophical notions neither have standardization nor do they have widely accepted formal definitions. In this paper, we propose PreferenceNet, an extension of existing neural-network-based auction mechanisms to encode constraints using (potentially human-provided) exemplars of desirable allocations. In addition, we introduce a new metric to evaluate an auction allocations' adherence to such socially desirable constraints and demonstrate that our proposed method is competitive with current state-of-the-art neural-network based auction designs. We validate our approach through human subject research and show that we are able to effectively capture real human preferences. Our code is available at https://github.com/neeharperi/PreferenceNet, Comment: This work has been accepted to Neural Information Processing Systems (NeurIPS) 2021. First two authors contributed equally

In barter exchanges, participants swap goods with one another without exchanging money; exchanges are often facilitated by a central clearinghouse, with the goal of maximizing the aggregate quality (or number) of swaps. Barter exchanges are subject to many forms of uncertainty--in participant preferences, the feasibility and quality of various swaps, and so on. Our work is motivated by kidney exchange, a real-world barter market in which patients in need of a kidney transplant swap their willing living donors, in order to find a better match. Modern exchanges include 2- and 3-way swaps, making the kidney exchange clearing problem NP-hard. Planned transplants often fail for a variety of reasons--if the donor organ is refused by the recipient's medical team, or if the donor and recipient are found to be medically incompatible. Due to 2- and 3-way swaps, failed transplants can "cascade" through an exchange; one US-based exchange estimated that about 85% of planned transplants failed in 2019. Many optimization-based approaches have been designed to avoid these failures; however most exchanges cannot implement these methods due to legal and policy constraints. Instead we consider a setting where exchanges can query the preferences of certain donors and recipients--asking whether they would accept a particular transplant. We characterize this as a two-stage decision problem, in which the exchange program (a) queries a small number of transplants before committing to a matching, and (b) constructs a matching according to fixed policy. We show that selecting these edges is a challenging combinatorial problem, which is non-monotonic and non-submodular, in addition to being NP-hard. We propose both a greedy heuristic and a Monte Carlo tree search, which outperforms previous approaches, using experiments on both synthetic data and real kidney exchange data from the United Network for Organ Sharing., Comment: Appears at NeurIPS 2020

The design of revenue-maximizing auctions with strong incentive guarantees is a core concern of economic theory. Computational auctions enable online advertising, sourcing, spectrum allocation, and myriad financial markets. Analytic progress in this space is notoriously difficult; since Myerson's 1981 work characterizing single-item optimal auctions, there has been limited progress outside of restricted settings. A recent paper by D\"utting et al. circumvents analytic difficulties by applying deep learning techniques to, instead, approximate optimal auctions. In parallel, new research from Ilvento et al. and other groups has developed notions of fairness in the context of auction design. Inspired by these advances, in this paper, we extend techniques for approximating auctions using deep learning to address concerns of fairness while maintaining high revenue and strong incentive guarantees.

Despite the vulnerability of object detectors to adversarial attacks, very few defenses are known to date. While adversarial training can improve the empirical robustness of image classifiers, a direct extension to object detection is very expensive. This work is motivated by recent progress on certified classification by randomized smoothing. We start by presenting a reduction from object detection to a regression problem. Then, to enable certified regression, where standard mean smoothing fails, we propose median smoothing, which is of independent interest. We obtain the first model-agnostic, training-free, and certified defense for object detection against $\ell_2$-bounded attacks. The code for all experiments in the paper is available at http://github.com/Ping-C/CertifiedObjectDetection .

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.

Transfer learning facilitates the training of task-specific classifiers using pre-trained models as feature extractors. We present a family of transferable adversarial attacks against such classifiers, generated without access to the classification head; we call these \emph{headless attacks}. We first demonstrate successful transfer attacks against a victim network using \textit{only} its feature extractor. This motivates the introduction of a label-blind adversarial attack. This transfer attack method does not require any information about the class-label space of the victim. Our attack lowers the accuracy of a ResNet18 trained on CIFAR10 by over 40\%., Comment: 5 pages, 2 figures. Accepted in ICASSP 2020. Code available on https://github.com/zhuchen03/headless-attack.git

Rideshare platforms such as Uber and Lyft dynamically dispatch drivers to match riders' requests. We model the dispatching process in rideshare as a Markov chain that takes into account the geographic mobility of both drivers and riders over time. Prior work explores dispatch policies in the limit of such Markov chains; we characterize when this limit assumption is valid, under a variety of natural dispatch policies. We give explicit bounds on convergence in general, and exact (including constants) convergence rates for special cases. Then, on simulated and real transit data, we show that our bounds characterize convergence rates -- even when the necessary theoretical assumptions are relaxed. Additionally these policies compare well against a standard reinforcement learning algorithm which optimizes for profit without any convergence properties.