AAMAS Conference 2026 Conference Paper
Bridging the Gap Between Estimated and True Regret in Deep Learning-Based Auction Mechanisms
- Shuyuan You
- Zhiqiang Zhuang
- Haiying Wu
- Kewen Wang
- Zhe Wang
Recent advances, such as RegretNet, ALGnet, RegretFormer, and CITransNet, use deep learning to approximate optimal multi-item auctions and measure their violation of incentive compatibility via ex-post regret. However, the accuracy of these regret estimates remains unclear. We show that existing methods systematically underestimate actual regret due to hyperparameter sensitivity and the non-convexity of the optimization landscape. In some models, the true regret is found to be orders of magnitude larger than reported, leading to overstated claims of IC and revenue. To address this, we derive a theoretical lower bound on regret and introduce an efficient item-wise regret approximation. Building on this, we propose Item-wise Guided Gradient Refinement that substantially improves regret estimation accuracy while reducing computational cost. Ourmethodprovidesamorereliablefoundationforevaluating incentive compatibility in deep learning-based auction mechanisms and highlights the need to reassess prior performance claims in this area.