Toward Replication-Robust Analytics Markets

Despite recent advancements in machine learning, in practice, relevant data sets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets where multiple agents share features and are rewarded for improving the predictions of others. These rewards can be computed by treating features as players in a coalitional game, with solution concepts that yield desirable market properties. However, this setup incites agents to strategically replicate their data and act under multiple false identities to increase their own revenue and diminish that of others, limiting the viability of such markets in practice. In this work, we develop an analytics market robust to such strategic replication for supervised learning problems. We adopt Pearl’s do-calculus from causal inference to refine the coalitional game by differentiating between observational and interventional conditional probabilities. As a result, we derive rewards that are replication robust by design. History: Tinglong Dai served as the senior editor for this article. Data Ethics & Reproducibility Note: The code capsule is available at https://github.com/tdfalc/regression-markets and in the Supplementary Material to this article (available at https://doi.org/10.1287/ijds.2025.0075.cd ).