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Online Bayesian Persuasion Without a Clue

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Online decision-making with feedback structure · 1 citations (OpenAlex)

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Proposes an explore-then-commit algorithm for online Bayesian persuasion where the sender knows neither the prior nor the receiver's utilities, using signaling-scheme slices to learn receiver best-response regions exactly, achieving Õ(√T) regret with matching lower bounds.

Problem

Online Bayesian persuasion where the sender knows neither the prior over states nor the receiver's utilities, observing only the receiver's best-response action each round.

Approach

Represent signaling schemes by per-signal "slices" (prior-free vectors of probabilities over states), which lets the sender learn separating hyperplanes between receiver best-response regions exactly without splitting prior and utilities; combine a prior-estimation phase, an exact-learning search phase borrowed from Stackelberg games, and an LP-based commit phase.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use slice-based explore-then-commit learning without prior or receiver-utility knowledgeOnline Bayesian persuasion · Online Bayesian persuasionregret: R_T \le \widetilde{\mathcal{O}}\big( \binom{d+n}{d} n^{\nicefrac{3}{2}} d^3 \sqrt {BT} \big)Helped

Limitations

Experimental setup

Metrics: cumulative Stackelberg regret

Builds on: Stackelberg learning with unknown follower utilities Bayesian persuasion (Kamenica and Gentzkow)

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