TripleWin: Fixed-Point Equilibrium Pricing for Data-Model Coupled Markets

Résumé fourni par la source

The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that favor one side. Recent studies of data markets with externalities capture buyer interactions but do not yield a simultaneous and symmetric mechanism across data sellers, model producers, and model buyers. We propose a unified data–model coupled market that treats dataset and model trading as a single system. A supply side mapping transforms dataset payments into buyer visible model quotations, while a demand side mapping propagates buyer prices back to datasets through Shapley-based allocation. Together, they form a closed loop that links four interactions: supply–demand propagation in both directions and mutual coupling among buyers and among sellers. We prove that the joint operator is a standard interference function (SIF), guaranteeing existence, uniqueness, and global convergence of equilibrium prices. Experiments demonstrate efficient convergence and improved fairness compared with broker-centric and one-sided baselines. The code is available on https://github.com/HongrunRen1109/Triple-Win-Pricing">https://github.com/HongrunRen1109/Triple-Win-Pricing .

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