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authorStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2013-03-25 22:17:16 -0700
committerStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2013-03-25 22:17:16 -0700
commitcb625fc43b54a7c0f0d8816fb8f5205700c5632d (patch)
treea303ba3372c45936d473ab7d6535c41947d91f92
parentfc8bef3550fc35e2d6663665ee4c437aaa75eda1 (diff)
downloadrecommendation-cb625fc43b54a7c0f0d8816fb8f5205700c5632d.tar.gz
new intro
-rw-r--r--slides/BudgetFeasibleExperimentalDesignGoogle.tex68
1 files changed, 46 insertions, 22 deletions
diff --git a/slides/BudgetFeasibleExperimentalDesignGoogle.tex b/slides/BudgetFeasibleExperimentalDesignGoogle.tex
index 3fcec7c..2ccb2b4 100644
--- a/slides/BudgetFeasibleExperimentalDesignGoogle.tex
+++ b/slides/BudgetFeasibleExperimentalDesignGoogle.tex
@@ -38,15 +38,16 @@
\section{Introduction}
-\begin{frame}{Motivation: A Data Market}
+\begin{frame}{Experimental Design}
\begin{center}
- \includegraphics<1>[scale=0.4]{st31a.pdf}
- \includegraphics<2>[scale=0.4]{st31b.pdf}
- \includegraphics<3>[scale=0.4]{st31c.pdf}
- \includegraphics<4>[scale=0.4]{st31d.pdf}
- \includegraphics<5>[scale=0.4]{st31dd.pdf}
- \includegraphics<6>[scale=0.4]{st31e.pdf}
- \includegraphics<7>[scale=0.4]{st31f.pdf}
+ \includegraphics<1>[scale=0.4]{stg-8.pdf}
+ \includegraphics<2>[scale=0.4]{stg-7.pdf}
+ \includegraphics<3>[scale=0.4]{stg-6.pdf}
+ \includegraphics<4>[scale=0.4]{stg-5.pdf}
+ \includegraphics<5>[scale=0.4]{stg-4.pdf}
+ \includegraphics<6>[scale=0.4]{stg-3.pdf}
+ \includegraphics<7>[scale=0.4]{stg-2.pdf}
+ \includegraphics<8>[scale=0.4]{stg-1.pdf}
% \includegraphics<8>[scale=0.4]{st31g.pdf}
\end{center}
@@ -57,27 +58,35 @@
% \end{center}
\end{frame}
-\begin{frame}{Challenges}
+\begin{frame}{Motivation and Challenges}
% \begin{overprint}
\begin{itemize}
- \item<1-> Value of data?
- \visible<3-4>{\begin{itemize}
- \item Experimental Design
- \end{itemize}}
+ \item<1-> Applications
+ \begin{itemize}
+ \item Medicine/Sociology
+ \item Online surveys
+ \item A/B testing
+ \item Data markets
+ \end{itemize}
\vspace*{1cm}
- \item<2-> Strategic users?
- \visible<4>{\begin{itemize}
- \item Budget Feasible Auctions [Singer 2010]
- \end{itemize}}
+ \item<2-> Challenges
+ \begin{itemize}
+ \item Which experiments are \alert{most valuable}?
+ \item What if agents are \alert{strategic}?
+ \end{itemize}
\end{itemize}
% \end{overprint}
\end{frame}
-\begin{frame}{Contributions}
+\begin{frame}{Our Contributions}
\pause
\begin{itemize}
\item Experimental design when users are strategic
\pause
+ \begin{itemize}
+ \item Budget Feasible Mechanisms [Singer 2010]
+ \end{itemize}
+ \pause
\vspace*{1cm}
\item Linear Regression
\pause
@@ -197,7 +206,7 @@ Let $S\subset [N]$ be the set of experiments performed, and
\end{frame}
-\begin{frame}{Budget Feasible Mechanism Design [Singer 2010] (cont'd)}
+\begin{frame}{Budget Feasible Mechanism Design [Singer 2010] }
We seek mechanisms $\mathcal{M}=(S,p)$ that are:
\pause
\vspace{0.3cm}
@@ -262,12 +271,27 @@ Information Gain/D-optimality Criterion:
V(S)&=H(\beta)-H(\beta\mid y_i,i\in S)\\
\visible<3->{& = \frac{1}{2}\log\det (R^{-1}+\sum_{i\in S}x_ix_i^T)}
\end{align*}
-
+}
\visible<4->{ \emph{I.e.}: $$\alert{\text{Value of~}S=\text{Reduction of Uncertainty.}} $$}
-\vspace*{-0.7cm}
+
+\end{frame}
+
+\begin{frame}{A Few Properties of the Value Function}
+\begin{align*}
+V(S)&= \frac{1}{2}\log\det (R^{-1}+\sum_{i\in S}x_ix_i^T)
+\end{align*}
+\visible<2->{\begin{align*}V(S\cup\{i\})-V(S) &= \log(1+x_i^TA_S^{-1}x_i ), \quad\text{where }\\A_S &= R^{-1}+\sum_{i\in S}x_ix_i^T\end{align*}}
+\visible<3->{
+\begin{itemize}
+\item<3-> Increase is greatest when $x_i$ \alert{spans a new direction}
+\item<4-> Adding an experiment \alert{always helps}
+\item<5-> $V$ is \alert{submodular}:
+$$V(S\cup\{i\})-V(S) \geq V(S'\cup\{i\})-V(S'),\quad \text{ for }S\subseteq S'. $$
+\end{itemize}
}
\end{frame}
+
\begin{frame}{Full Information Setting}
\onslide<2->{
\begin{block}{\textsc{Experimental Design Problem (EDP)} }
@@ -279,7 +303,7 @@ V(S)&=H(\beta)-H(\beta\mid y_i,i\in S)\\
\end{block}
}
\begin{itemize}
-\item<3->$R=I$: homotropic prior
+\item<3->$R=I$: homotropic prior, $\lambda=1$
\item<4-> EDP is NP-hard
\item<5-> $V$ is submodular, monotone, non-negative, and $V(\emptyset)=0$
\item<6-> $\frac{1}{1-1/e}$-approximable (Sviridenko 2004, Krause and Guestrin 2005)