Benjamin Lubin

JAIR Journal 2020 Journal Article

Computing Bayes-Nash Equilibria in Combinatorial Auctions with Verification

• Vitor Bosshard
• Benedikt Bünz
• Benjamin Lubin
• Sven Seuken

We present a new algorithm for computing pure-strategy ε-Bayes-Nash equilibria (ε-BNEs) in combinatorial auctions. The main innovation of our algorithm is to separate the algorithm’s search phase (for finding the ε-BNE) from the verification phase (for computing the ε). Using this approach, we obtain an algorithm that is both very fast and provides theoretical guarantees on the ε it finds. Our main contribution is a verification method which, surprisingly, allows us to upper bound the ε across the whole continuous value space without making assumptions about the mechanism. Using our algorithm, we can now compute ε-BNEs in multi-minded domains that are significantly more complex than what was previously possible to solve. We release our code under an open-source license to enable researchers to perform algorithmic analyses of auctions, to enable bidders to analyze different strategies, and many other applications.

IJCAI Conference 2018 Conference Paper

Combinatorial Auctions via Machine Learning-based Preference Elicitation

• Gianluca Brero
• Benjamin Lubin
• Sven Seuken

Combinatorial auctions (CAs) are used to allocate multiple items among bidders with complex valuations. Since the value space grows exponentially in the number of items, it is impossible for bidders to report their full value function even in medium-sized settings. Prior work has shown that current designs often fail to elicit the most relevant values of the bidders, thus leading to inefficiencies. We address this problem by introducing a machine learning-based elicitation algorithm to identify which values to query from the bidders. Based on this elicitation paradigm we design a new CA mechanism we call PVM, where payments are determined so that bidders’ incentives are aligned with allocative efficiency. We validate PVM experimentally in several spectrum auction domains, and we show that it achieves high allocative efficiency even when only few values are elicited from the bidders.

IJCAI Conference 2017 Conference Paper

Computing Bayes-Nash Equilibria in Combinatorial Auctions with Continuous Value and Action Spaces

• Vitor Bosshard
• Benedikt Bünz
• Benjamin Lubin
• Sven Seuken

Combinatorial auctions (CAs) are widely used in practice, which is why understanding their incentive properties is an important problem. However, finding Bayes-Nash equilibria (BNEs) of CAs analytically is tedious, and prior algorithmic work has only considered limited solution concepts (e. g. restricted action spaces). In this paper, we present a fast, general algorithm for computing symmetric pure ε-BNEs in CAs with continuous values and actions. In contrast to prior work, we separate the search phase (for finding the BNE) from the verification step (for estimating the ε), and always consider the full (continuous) action space in the best response computation. We evaluate our method in the well-studied LLG domain, against a benchmark of 16 CAs for which analytical BNEs are known. In all cases, our algorithm converges quickly, matching the known results with high precision. Furthermore, for CAs with quasi-linear utility functions and independently distributed valuations, we derive a theoretical bound on ε. Finally, we introduce the new Multi-Minded LLLLGG domain with eight goods and six bidders, and apply our algorithm to finding an equilibrium in this domain. Our algorithm is the first to find an accurate BNE in a CA of this size.

AAAI Conference 2017 Conference Paper

Probably Approximately Efficient Combinatorial Auctions via Machine Learning

• Gianluca Brero
• Benjamin Lubin
• Sven Seuken

A well-known problem in combinatorial auctions (CAs) is that the value space grows exponentially in the number of goods, which often puts a large burden on the bidders and on the auctioneer. In this paper, we introduce a new design paradigm for CAs based on machine learning (ML). Bidders report their values (bids) to a proxy agent by answering a small number of value queries. The proxy agent then uses an ML algorithm to generalize from those bids to the whole value space, and the efficient allocation is computed based on the generalized valuations. We introduce the concept of probably approximate efficiency (PAE) to measure the efficiency of the new ML-based auctions, and we formally show how the generelizability of an ML algorithm relates to the efficiency loss incurred by the corresponding ML-based auction. To instantiate our paradigm, we use support vector regression (SVR) as our ML algorithm, which enables us to keep the winner determination problem of the CA tractable. Different parameters of the SVR algorithm allow us to trade off the expressiveness, economic efficiency, and computational efficiency of the CA. Finally, we demonstrate experimentally that, even with a small number of bids, our ML-based auctions are highly efficient with high probability.

AAMAS Conference 2017 Conference Paper

SATS: A Universal Spectrum Auction Test Suite

• Michael Weiss
• Benjamin Lubin
• Sven Seuken

AAAI Conference 2015 Conference Paper

A Faster Core Constraint Generation Algorithm for Combinatorial Auctions

• Benedikt Bünz
• Sven Seuken
• Benjamin Lubin

Computing prices in core-selecting combinatorial auctions is a computationally hard problem. Auctions with many bids can only be solved using a recently proposed core constraint generation (CCG) algorithm, which may still take days on hard instances. In this paper, we present a new algorithm that significantly outperforms the current state of the art. Towards this end, we first provide an alternative definition of the set of core constraints, where each constraint is weakly stronger, and prove that together these constraints define the identical polytope to the previous definition. Using these new theoretical insights we develop two new algorithmic techniques which generate additional constraints in each iteration of the CCG algorithm by 1) exploiting separability in allocative conflicts between participants in the auction, and 2) by leveraging non-optimal solutions. We show experimentally that our new algorithm leads to significant speed-ups on a variety of large combinatorial auction problems. Our work provides new insights into the structure of core constraints and advances the state of the art in fast algorithms for computing core prices in large combinatorial auctions.

IJCAI Conference 2015 Conference Paper

Modeling Multi-Attribute Demand for Sustainable Cloud Computing with Copulae

• Maryam Ghasemi
• Benjamin Lubin

As cloud computing gains in popularity, understanding the patterns and structure of its loads is increasingly important in order to drive effective resource allocation, scheduling and pricing decisions. These efficiency increases are then associated with a reduction in the data center environmental footprint. Existing models have only treated a single resource type, such as CPU, or memory, at a time. We offer a sophisticated machine learning approach to capture the joint-distribution. We capture the relationship among multiple resources by carefully fitting both the marginal distributions of each resource type as well as the non-linear structure of their correlation via a copula distribution. We investigate several choices for both models by studying a public data set of Google datacenter usage. We show the Burr XII distribution to be a particularly effective choice for modeling the marginals and the Frank copula to be the best choice for stitching these together into a joint distribution. Our approach offers a significant fidelity improvement and generalizes directly to higher dimensions. In use, this improvement will translate directly to reductions in energy consumption.

IJCAI Conference 2009 Conference Paper

• Benjamin Lubin
• Jeffrey O. Kephart
• Rajarshi Das
• David C. Parkes

As data-center energy consumption continues to rise, efficient power management is becoming increasingly important. In this work, we examine the use of a novel market mechanism for finding the right balance between power and performance. The market enables a separation between a ‘buyer side’ that strives to maximize performance and a ‘seller side’ that strives to minimize power and other costs. A concise and scalable description language is de- fined for agent preferences that admits a mixedinteger program for computing optimal allocations. Experimental results demonstrate the robustness, flexibility, practicality and scalability of the architecture.

UAI Conference 2009 Conference Paper

Quantifying the Strategyproofness of Mechanisms via Metrics on Payoff Distributions

• Benjamin Lubin
• David C. Parkes

Strategyproof mechanisms provide robust equilibrium with minimal assumptions about knowledge and rationality but can be unachievable in combination with other desirable properties such as budget-balance, stability against deviations by coalitions, and computational tractability. In the search for maximally-strategyproof mechanisms that simultaneously satisfy other desirable properties, we introduce a new metric to quantify the strategyproofness of a mechanism, based on comparing the payoff distribution, given truthful reports, against that of a strategyproof “reference” mechanism that solves a problem relaxation. Focusing on combinatorial exchanges, we demonstrate that the metric is informative about the eventual equilibrium, where simple regretbased metrics are not, and can be used for online selection of an effective mechanism.