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arXiv 最近完成扫描:2026-11-15 08:47 · 全站最近入库:2026-11-14 15:09各信源进度 →

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版本更新 · v2arXiv:2302.12670

Personalized Pricing with Invalid Instrumental Variables: Identification, Estimation, and Policy Learning

Rui Miao, Zhengling Qi, Cong Shi, Lin Lin

原文摘要

Pricing based on individual customer characteristics is widely used to maximize sellers' revenues. We study how a firm can learn such a personalized pricing policy from historical transactions when unobserved factors affect both the prices it charged and the revenue it earned. Standard instrumental variable (IV) methods either focus on a discrete treatment space or require that the IV affect revenue only through price. This exclusion restriction is difficult to justify in pricing, where the most natural candidate IVs are price-setting levers that may also affect revenue directly. We propose PRINT (Personalized pRicing using Invalid iNsTrumental variables), a policy learning method for continuous prices that uses such candidate IVs. Relying on structural models of revenue and price, we show that the optimal pricing policy can be identified with invalid IV that shifts higher moments of historical prices, when the unobserved factors that drive customers' price sensitivity are separated from those used by the historical pricing rule. Based on this identification, which leads to conditional moment restrictions with generalized residual functions, we construct an adversarial min-max estimator that accommodates flexible machine learning models and establish regret bounds for the learned pricing policy. Simulation studies and an application to a U.S. online auto lender illustrate the method's performance. Our results give a principled way to learn personalized prices from observational data using imperfect price-setting levers, and clarify when doing so is justified.

stat.ME · cs.LG · econ.EM · stat.ML

版本更新 · v3arXiv:2605.11473

TOPPO: Rethinking PPO for Multi-Task Reinforcement Learning with Critic Balancing

Yuanpeng Li, Gefei Lin, Annie Qu, Rui Miao

原文摘要

Soft Actor-Critic (SAC) and its variants dominate Multi-Task Reinforcement Learning (MTRL) due to their off-policy sample efficiency, while on-policy methods such as Proximal Policy Optimization (PPO) remain underexplored. We diagnose that PPO in MTRL suffers from a previously overlooked issue: critic-side gradient ill-conditioning, which may cause tail tasks to stall while easy tasks dominate the value function's updates. To address this, we propose TOPPO (Tail-Optimized PPO), a reformulation of PPO via Critic Balancing -- a set of modules that improve gradient conditioning and balance learning dynamics across tasks. Unlike prior approaches that rely on modular architectures or large models, TOPPO targets the optimization bottleneck within PPO itself. Empirically, on the Meta-World+ MT50 benchmark, TOPPO achieves stronger mean and tail-task performance than prior SAC-family and ARS-family methods while using substantially fewer parameters and reaching their final performance in fewer environment steps. Notably, TOPPO matches or surpasses strong SAC baselines early in training and maintains superior performance at full budget. Ablations confirm the effectiveness of each module in TOPPO and provide insights into their interactions. Our results demonstrate that, with proper optimization, on-policy methods can rival or exceed off-policy approaches in MTRL, challenging the prevailing reliance on SAC and highlighting critic-side gradient conditioning as the central bottleneck.

cs.AI · cs.LG · cs.RO · stat.ML

首次观测 · 记录 #1ACL Anthology · ACL 2026:acl:2026.acl-long.1407ACL Anthology · ACL 2026

Explainable and Fine-Grained Safeguarding of LLM Multi-Agent Systems via Bi-Level Graph Anomaly Detection

Junjun Pan, Yixin Liu Griffith University, Rui Miao, Kaize Ding Northwestern University, Yu Zheng Griffith University, Quoc Viet Hung Nguyen Griffith University, Alan Wee-Chung Liew Griffith University, Shirui Pan Griffith University

原文摘要

Large language model (LLM)-based multi-agent systems (MAS) have shown strong capabilities in solving complex tasks. As MAS become increasingly autonomous in various safety-critical tasks, detecting malicious agents has become a critical security concern. Although existing graph anomaly detection (GAD)-based defenses can identify anomalous agents, they mainly rely on coarse sentence-level information and overlook fine-grained lexical cues, leading to suboptimal performance. Moreover, the lack of interpretability in these methods limits their reliability and real-world applicability. To address these limitations, we propose , an explainable and fine-grained safeguarding framework for detecting malicious agents in MAS. To incorporate both coarse and fine-grained textual information for anomalous agent identification, we utilize a bi-level agent encoder to jointly model the sentence- and token-level representations of each agent. A theme-based anomaly detector further captures the evolving discussion focus in MAS dialogues, while a bi-level score fusion mechanism quantifies token-level contributions for explanation. Extensive experiments across diverse MAS topologies and attack scenarios demonstrate robust detection performance and strong interpretability of XG-Guard.

cs.CL · cs.MA

Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) · 2026 · 正式发表

首次观测 · 记录 #1ACL Anthology · ACL 2026:acl:2026.acl-long.1819ACL Anthology · ACL 2026

BlindGuard: Safeguarding LLM-based Multi-Agent Systems under Unknown Attacks

Rui Miao, Yixin Liu Griffith University, Yili Wang, Xu Shen, Yue Tan Griffith University, Yiwei Dai, Shirui Pan Griffith University, Xin Wang

原文摘要

The security of LLM-based multi-agent systems (MAS) is critically threatened by propagation vulnerability, where malicious agents can distort collective decision-making through inter-agent interactions. While existing supervised defense methods demonstrate promising performance, they may be impractical in real-world scenarios due to their heavy reliance on labeled malicious agents to train a supervised malicious detection model. To enable practical and generalizable MAS defenses, in this paper, we propose BlindGuard, an unsupervised defense method that learns without requiring any attack-specific labels or prior knowledge of malicious behaviors. To this end, we establish a hierarchical agent encoder to capture individual, neighborhood, and global interaction patterns of each agent, providing a comprehensive understanding for malicious agent detection. Meanwhile, we design a corruption-guided detector that consists of directional noise injection and contrastive learning, allowing effective detection model training solely on normal agent behaviors. Extensive experiments show that BlindGuard effectively detects diverse attack types across MAS with various communication patterns while maintaining superior generalizability compared to supervised baselines.

cs.CL · cs.MA

Proceedings of the 64th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers) · 2026 · 正式发表