2018-10-11 | Yuqing Kong :Water from two rocks: maximizing the mutual information
2018-10-11
Abstract
We build a natural connection between the learning problem, co-training, and forecast elicitation without verification (related to peer-prediction) and address them simultaneously using the same information theoretic approach.
In co-training/multiview learning the goal is to aggregate two views of data into a prediction for a latent label. In this talk, I will show how to optimally combine two views of data by reducing the problem to an optimization problem. This method gives a unified and rigorous approach to the general setting.
In forecast elicitation without verification we seek to design a mechanism that elicits high quality forecasts from agents in the setting where the mechanism does not have access to the ground truth. By assuming the agents’ information is independent conditioning on the outcome, I will show the design of the mechanisms where truth-telling is a strict equilibrium for both the single-task and multi-task settings. The multi-task mechanism additionally has the property that the truth-telling equilibrium pays better than any other strategy profile and strictly better than any other “non-permutation" strategy profile.
Furthermore, I will also show how to apply the above method to the learning from crowds problem and present empirical results that show that this method achieves the new state-of-the-art results in most learning from crowds settings and is a very early algorithm that is robust to various information structures among the crowds.
Time
10月11日(周四)14:00-15:00
Speaker
Yuqing Kong is currently an assistant professor at The Center of Frontier Computing Science (CFCS), Peking University. She obtained her Ph.D. degree from the Computer Science and Engineering Department at University of Michigan.
Her research interests lie in the intersection of theoretical computer science and the areas of economics: information elicitation, prediction markets, mechanism design, and the future applications of these areas to crowdsourcing and machine learning. Her papers were published in several conferences include WINE, ITCS, EC.
Venue
信息管理与工程学院 602会议室
上海财经大学
上海市杨浦区武东路100号
