Rank Without an Oracle: Deviation-Aware Interaction-Rank Selection from Offline Multi-Agent Logs

RESUMO

Offline multi-agent payoff models are estimated under a logging distribution but used on distributions induced by learned solutions and unilateral deviations. Standard held-out loss can therefore favor an interaction class that predicts logged play well while distorting strategic incentives. We introduce Selective Interaction-Rank Validation (SIRV) for finite games with known logging distributions. A training split fits nested payoff models and constructs a common union of all candidate deployment and unilateral-replacement distributions; an independent calibration split evaluates every candidate on this same union. SIRV returns the smallest rank whose simultaneous upper worst-target risk is within tolerance of the best upper score, and abstains when a declared target is unsupported or too imprecisely estimated. A common coverage event yields a finite-candidate target-risk bound and a candidate-specific coarse correlated equilibrium (CCE) gap certificate. We also isolate an exact two-point off-support non-identifiability result. In a controlled factorial study with 2,048 independent games per family, empirical-Bernstein bounds reduce the median CCE-gap certificate by 42.5% relative to Hoeffding bounds on common returns, with a 1.36-point reduction in supported return. Under paired rank misspecification and in a separately generated congestion family, the SIRV-EB fallback rule lowers mean true candidate-selection CCE regret relative to ID-Mean, while retaining game-level losses. Across 384 games at $N=3,5,8$, ID-Mean-relative mean CCE-regret effects stay positive while certified return falls sharply under weak coverage. These results separate certifiable model selection from universal strategic improvement.