arXiv:2501.14474cs.GTcs.AI2025-01被引 13

用伪维数分析合同设计复杂度,给出高效学习算法与理论下界。

The Pseudo-Dimension of Contracts

  • 引入伪维数衡量合同类的内在复杂度,指导简化与优化权衡。
  • 对线性有界合同给出近似最优的复杂度-误差权衡,样本效率高。
  • 适用于合同学习、机制设计领域研究者,尤其关注理论可学习性。

算法合同设计研究委托人如何激励代理人付出努力。本文聚焦于代理人类型来自未知分布的情形,提出一种离线学习框架,从样本类型中学习近似最优合同。核心工具是统计学习理论中的伪维数。除了用于建立样本复杂度上界外,伪维数还衡量合同类的内在复杂度,为简化与最优性之间的权衡提供新视角。主要结果在线性与有界合同上实现了几乎最优的伪维数与表示误差(即委托人效用损失)之间的权衡。基于此,我们推导出样本与时间高效的学习算法,并通过几乎匹配的下界证明其近似最优性。相反,对于无界合同,我们证明了学习算法不存在的不可能性结果。此外,我们在三方面扩展了方法:首先,在组合动作模型中提供了更精细的伪维数与样本复杂度保证,揭示关键值数量与样本复杂度的新关联;其次,将结果扩展至合同清单情形,发现其伪维数随清单规模线性增长;第三,将算法适配到在线学习场景,证明多项式数量的类型样本足以学习近似最优的有界合同。结合已有工作,这在该设置中建立了专家建议与多臂赌博机反馈之间的形式化区分。

原文摘要 · Abstract (English)

Algorithmic contract design studies scenarios where a principal incentivizes an agent to exert effort on her behalf. In this work, we focus on settings where the agent's type is drawn from an unknown distribution, and formalize an offline learning framework for learning near-optimal contracts from sample agent types. A central tool in our analysis is the notion of pseudo-dimension from statistical learning theory. Beyond its role in establishing upper bounds on the sample complexity, pseudo-dimension measures the intrinsic complexity of a class of contracts, offering a new perspective on the tradeoffs between simplicity and optimality in contract design. Our main results provide essentially optimal tradeoffs between pseudo-dimension and representation error (defined as the loss in principal's utility) with respect to linear and bounded contracts. Using these tradeoffs, we derive sample- and time-efficient learning algorithms, and demonstrate their near-optimality by providing almost matching lower bounds on the sample complexity. Conversely, for unbounded contracts, we prove an impossibility result showing that no learning algorithm exists. Finally, we extend our techniques in three important ways. First, we provide refined pseudo-dimension and sample complexity guarantees for the combinatorial actions model, revealing a novel connection between the number of critical values and sample complexity. Second, we extend our results to menus of contracts, showing that their pseudo-dimension scales linearly with the menu size. Third, we adapt our algorithms to the online learning setting, where we show that, a polynomial number of type samples suffice to learn near-optimal bounded contracts. Combined with prior work, this establishes a formal separation between expert advice and bandit feedback for this setting.

合同设计学习理论机制设计伪维数

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