diff options
| author | Thibaut Horel <thibaut.horel@gmail.com> | 2012-11-05 22:00:49 +0100 |
|---|---|---|
| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2012-11-05 22:00:49 +0100 |
| commit | f9099cda78ef0229ca972ee4b8bbb0fb9fbde7e4 (patch) | |
| tree | b723e4ad1357e13c95f97d8e40b6cebfb7c05949 /abstract.tex | |
| parent | 9c2dfdab302e7a5923336b4eed0bfa74c0c49b14 (diff) | |
| parent | c5438848e77fca83bdf022efe002204a8273a2bb (diff) | |
| download | recommendation-f9099cda78ef0229ca972ee4b8bbb0fb9fbde7e4.tar.gz | |
Merge branch 'master' of ssh://74.95.195.229:1444/git/data_value
Diffstat (limited to 'abstract.tex')
| -rw-r--r-- | abstract.tex | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/abstract.tex b/abstract.tex index d79f6d6..2da5561 100644 --- a/abstract.tex +++ b/abstract.tex @@ -2,7 +2,7 @@ We initiate the study of mechanisms for \emph{experimental design}. In this sett an experimenter with a budget $B$ has access to a population of $n$ potential experiment subjects $i\in 1,\ldots,n$, each associated with a vector of features $x_i\in\reals^d$ as well as a cost $c_i>0$. Conducting an experiment with subject $i$ reveals an unknown value $y_i\in \reals$ to the experimenter. Assuming a linear relationship between $x_i$'s and $y_i$'s, \emph{i.e.}, $y_i \approx \T{\beta} x_i$, conducting the experiments and obtaining the measurements $y_i$ allows the experimenter to estimate $\beta$. The experimenter's goal is to select which experiments to conduct, subject to her budget constraint, to obtain the best estimate possible. -We study this problem when subjects are \emph{strategic} and may lie about their costs. In particular, we formulate the {\em Experimental Design Problem} (\EDP) as finding a set $S$ of subjects that maximize $V(S) = \log\det(I_d+\sum_{i\in S}x_i\T{x_i})$ under the constraint $\sum_{i\in S}c_i\leq B$; our objective function corresponds to the information gain in $\beta$ when it is learned through linear regression methods, and is related to the so-called $D$-optimality criterion. We present the first known, polynomial time truthful mechanism for \EDP{}, yielding a constant factor ($\approx 19.68$) approximation, and show that no truthful algorithms are possible within a factor 2 approximation. Moreover, we show that a wider class of learning problems admits a polynomial time universally truthful (\emph{i.e.}, randomized) mechanism, also within a constant factor approximation. +We study this problem when subjects are \emph{strategic} and may lie about their costs. In particular, we formulate the {\em Experimental Design Problem} (\EDP) as finding a set $S$ of subjects that maximize $V(S) = \log\det(I_d+\sum_{i\in S}x_i\T{x_i})$ under the constraint $\sum_{i\in S}c_i\leq B$; our objective function corresponds to the information gain in $\beta$ when it is learned through linear regression methods, and is related to the so-called $D$-optimality criterion. We present the first known deterministic, polynomial time truthful mechanism for \EDP{}, yielding a constant factor ($\approx 19.68$) approximation, and show that no truthful algorithms are possible within a factor 2 approximation. Moreover, we show that a wider class of learning problems admits a polynomial time universally truthful (\emph{i.e.}, randomized) mechanism, also within a constant factor approximation. |
