论文标题
面板数据设置中的策略性防止决策
Strategyproof Decision-Making in Panel Data Settings and Beyond
论文作者
论文摘要
我们考虑使用面板数据的决策问题,其中决策者会吵闹,重复测量多个单位(或代理)。我们考虑进行干预前的设置,当校长观察每个单元的结果时,校长使用这些观察值将治疗方法分配给每个单位。与这种经典环境不同,我们允许生成面板数据的单位具有战略意义,即单位可以修改其预干预结果,以便接受更理想的干预。校长的目标是设计一项策略性的干预政策,即尽管具有潜在的战略性,该政策将单位分配给其公用事业最大化干预措施。我们首先确定存在一种必要且充分的条件,在该条件下存在策略性干预政策,并在存在时提供了一种简单的封闭形式的策略性防护机制。一路上,我们证明了战略多类分类的不可能结果,这可能具有独立的兴趣。当有两种干预措施时,我们确定始终存在一种策略性机制,并为学习这种机制提供了一种算法。对于三个或多个干预措施,如果在不同干预措施之间的校长奖励中存在足够巨大的差距,我们提供了一种学习策略性机制的算法。最后,我们使用从产品销售中收集的18个月内收集的现实世界面板数据对模型进行经验评估。我们发现,我们的方法与基准相比,即使在模型错误指定的情况下,也不会考虑战略相互作用的基准。
We consider the problem of decision-making using panel data, in which a decision-maker gets noisy, repeated measurements of multiple units (or agents). We consider a setup where there is a pre-intervention period, when the principal observes the outcomes of each unit, after which the principal uses these observations to assign a treatment to each unit. Unlike this classical setting, we permit the units generating the panel data to be strategic, i.e. units may modify their pre-intervention outcomes in order to receive a more desirable intervention. The principal's goal is to design a strategyproof intervention policy, i.e. a policy that assigns units to their utility-maximizing interventions despite their potential strategizing. We first identify a necessary and sufficient condition under which a strategyproof intervention policy exists, and provide a strategyproof mechanism with a simple closed form when one does exist. Along the way, we prove impossibility results for strategic multiclass classification, which may be of independent interest. When there are two interventions, we establish that there always exists a strategyproof mechanism, and provide an algorithm for learning such a mechanism. For three or more interventions, we provide an algorithm for learning a strategyproof mechanism if there exists a sufficiently large gap in the principal's rewards between different interventions. Finally, we empirically evaluate our model using real-world panel data collected from product sales over 18 months. We find that our methods compare favorably to baselines which do not take strategic interactions into consideration, even in the presence of model misspecification.