Online Market Equilibrium with Application to Fair Division

Authors: Yuan Gao, Alex Peysakhovich, Christian Kroer

NeurIPS 2021 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Finally, numerical experiments on real and synthetic datasets show that the dynamics converges quickly under various metrics.
Researcher Affiliation Collaboration Yuan Gao Columbia University gao.yuan@columbia.edu Alex Peysakhovich Facebook AI Research alex.peys@gmail.com Christian Kroer Columbia University christian.kroer@columbia.edu
Pseudocode Yes In the PACE dynamics, each buyer maintains a pacing multiplier βt i, starting from an initial value β1 i = 1 + δ0 for some small δ0 > 0 (e.g., δ0 = 0.05). At time step t, the following events take place. (a) An item θt appears and each buyer i sees a value vi(θt). (b) Each buyer i bids their paced value βt ivi(θt) for the item. (c) The item is allocated to the highest bidder (the winner at t): it = arg maxi βt ivi(θt), with ties broken arbitrarily. For concreteness, we always choose the lowest winning index, i.e., it = min arg max i βt ivi(θt). Then, the price of θt is set by the first-price rule pt(θt) = max i βt ivi(θt) = βt itvi(θt) and the winner it pays this price pt(θt) for the item θt. (d) Each buyer i gets a utility ut i = vi(θt)I{i = it}. In other words, the winner it gets vit(θt) and other buyers get zero. (e) Each buyer i updates its cumulative average utility ut i: ut i = t 1 t ut 1 i + 1 t vi(θt)I{i = it}. (f) Each buyer i updates their pacing multiplier βt+1 i as follows: βt+1 i = Π[li,hi](Bi/ ut i) := min{max{li, Bi/ ut i}, hi}. where li = Bi/(1 + δ0) and hi = 1 + δ0 for some fixed δ0 > 0 (e.g., δ0 = 0.05).
Open Source Code Yes Did you include the code, data, and instructions needed to reproduce the main experimental results (either in the supplemental material or as a URL)? Yes.
Open Datasets Yes We evaluate the PACE dynamics in several real and synthetic datasets, namely, Movie Lens, Household Items and an infinite-dimensional market instance with item space Θ = [0, 1] and vi being linear functions on [0, 1]. For the first two datasets, see [31] for more information and exploratory data analysis.
Dataset Splits No Did you specify all the training details (e.g., data splits, hyperparameters, how they were chosen)? N.A.
Hardware Specification No Did you include the total amount of compute and the type of resources used (e.g., type of GPUs, internal cluster, or cloud provider)? No. (N.A.)
Software Dependencies No The paper does not provide specific software dependencies with version numbers.
Experiment Setup No Did you specify all the training details (e.g., data splits, hyperparameters, how they were chosen)? N.A.