English

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

Machine Learning 2026-05-12 v2

Abstract

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.

Keywords

Cite

@article{arxiv.2511.03368,
  title  = {TripleWin: Fixed-Point Equilibrium Pricing for Data-Model Coupled Markets},
  author = {Hongrun Ren and Yun Xiong and Lei You and Yingying Wang and Haixu Xiong and Yangyong Zhu},
  journal= {arXiv preprint arXiv:2511.03368},
  year   = {2026}
}
R2 v1 2026-07-01T07:22:41.499Z