Learning in Matching Games with Bandit Feedback

Abstract:We introduce a learning problem in a generalized two-sided matching market, where agents select actions to interact with their match. Specifically, we consider a setting in which matched agents engage in zero-sum games with initially unknown payoff matrices, and we investigate whether a centralized procedure can learn an equilibrium from bandit feedback. We adopt the solution concept of a \emph{matching equilibrium}, where a matching \( \mathfrak{m} \) and a set of agent strategies \( X \) form an equilibrium if no agent has an incentive to deviate from \( (\mathfrak{m}, X) \). To quantify deviations of a candidate solution \( (\mathfrak{m}, X) \) from the equilibrium \( (\mathfrak{m}^\star, X^\star) \), we introduce the notion of \emph{matching instability}, which serves as a regret measure for the learning problem. We propose a UCB-based algorithm in which agents form preferences and select actions according to optimistic estimates of the payoffs. Our analysis establishes a sublinear, instance-independent regret upper bound, further supported by empirical evidence.

Machine Learning (cs.LG)

arXiv:2506.03802 [cs.LG]

(or arXiv:2506.03802v2 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2506.03802 Focus to learn more arXiv-issued DOI via DataCite

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