arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1602.07435cs.GTcs.AI
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基于参数Agent的参数预测

Parametric Prediction from Parametric Agents

The Chinese University of Hong Kong(香港中文大学);UC Berkeley(加州大学伯克利分校)

Yuan Luo, Nihar B. Shah, Jianwei Huang, Jean Walrand

摘要:

我们考虑一个问题的预测的基础上引起的意见,从异质理性代理的私人信息。以最小的成本做出准确的预测需要激励机制和预测算法的联合设计。这样的问题存在于统计学习理论和博弈论的结合点,并出现在许多领域,如消费者调查和移动众包。为了引出异构代理的私人信息和激励代理与不同的能力,以采取行动,在委托人的最佳利益,我们设计了一个最佳的联合激励机制和预测算法称为COPE(成本和预测启发),其中的分析提供了一些有价值的工程见解。首先,当代理人所产生的成本是线性的,在所施加的努力,COPE对应于一个“人群竞争”的机制,其中的主要只雇用代理人的最高能力。第二,当成本是二次的,COPE对应于一个“众包”机制,采用多个代理人在同一时间具有不同的能力。数值模拟结果表明,COPE提高了校长的利润和网络利润显着(大于30%,在我们的模拟),相比那些机制,假设所有代理人都有相同的能力。

英文摘要:

We consider a problem of prediction based on opinions elicited from heterogeneous rational agents with private information. Making an accurate prediction with a minimal cost requires a joint design of the incentive mechanism and the prediction algorithm. Such a problem lies at the nexus of statistical learning theory and game theory, and arises in many domains such as consumer surveys and mobile crowdsourcing. In order to elicit heterogeneous agents' private information and incentivize agents with different capabilities to act in the principal's best interest, we design an optimal joint incentive mechanism and prediction algorithm called COPE (COst and Prediction Elicitation), the analysis of which offers several valuable engineering insights. First, when the costs incurred by the agents are linear in the exerted effort, COPE corresponds to a "crowd contending" mechanism, where the principal only employs the agent with the highest capability. Second, when the costs are quadratic, COPE corresponds to a "crowd-sourcing" mechanism that employs multiple agents with different capabilities at the same time. Numerical simulations show that COPE improves the principal's profit and the network profit significantly (larger than 30% in our simulations), comparing to those mechanisms that assume all agents have equal capabilities.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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