arXiv:2601.17678cs.AIcs.GT2026-01

从多智能体学习轨迹中逆向推导激励机制,实现可微分行为预测与反事实推演。

DIML: Differentiable Inverse Mechanism Learning from Behaviors of Multi-Agent Learning Trajectories

  • 基于多智能体学习动态建模,通过可微分反事实推演重构支付函数
  • 在小规模环境性能媲美枚举最优解,在百人级大规模场景仍稳定收敛
  • 适用于无结构神经激励机制的逆向建模,适合机制设计与博弈分析研究

我们研究逆机制学习:从自利学习智能体的战略交互轨迹中恢复未知的激励生成机制。与传统逆博弈论和多智能体逆强化学习不同,我们的目标包含非结构化机制——即从联合动作到个体收益的(可能为神经网络的)映射。不同于可微机制设计的正向优化,我们在观测设置下从行为中推断机制。本文提出DIML,一种基于似然的框架,能够对多智能体学习动态模型进行反向传播,并用候选机制生成预测观察行为所需的反事实收益。我们证明了在条件逻辑响应模型下收益差值的可识别性,并在标准正则条件下建立了最大似然估计的统计一致性。在模拟的多智能体学习交互中,涵盖非结构化神经机制、拥堵收费、公共品补贴及大规模匿名博弈,DIML能可靠恢复可识别的激励差异并支持反事实预测,在小规模环境中性能接近表格枚举最优解,且在百人级大规模环境中仍保持收敛。实验代码已开源。

原文摘要 · Abstract (English)

We study inverse mechanism learning: recovering an unknown incentive-generating mechanism from observed strategic interaction traces of self-interested learning agents. Unlike inverse game theory and multi-agent inverse reinforcement learning, which typically infer utility/reward parameters inside a structured mechanism, our target includes unstructured mechanism -- a (possibly neural) mapping from joint actions to per-agent payoffs. Unlike differentiable mechanism design, which optimizes mechanisms forward, we infer mechanisms from behavior in an observational setting. We propose DIML, a likelihood-based framework that differentiates through a model of multi-agent learning dynamics and uses the candidate mechanism to generate counterfactual payoffs needed to predict observed actions. We establish identifiability of payoff differences under a conditional logit response model and prove statistical consistency of maximum likelihood estimation under standard regularity conditions. We evaluate DIML with simulated interactions of learning agents across unstructured neural mechanisms, congestion tolling, public goods subsidies, and large-scale anonymous games. DIML reliably recovers identifiable incentive differences and supports counterfactual prediction, where its performance rivals tabular enumeration oracle in small environments and its convergence scales to large, hundred-participant environments. Code to reproduce our experiments is open-sourced.

逆机制学习多智能体可微分推理反事实预测

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。