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authorThibaut Horel <thibaut.horel@gmail.com>2013-09-22 15:46:14 -0400
committerThibaut Horel <thibaut.horel@gmail.com>2013-09-22 15:46:14 -0400
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%We initiate the study of mechanisms for \emph{experimental design}.
-
+\begin{comment}
In the classical {\em experimental design} setting,
an experimenter \E\
%with a budget $B$
@@ -17,8 +17,8 @@ As a proxy for various practical constraints, \E{} may select only a subset of s
We initiate the study of budgeted mechanisms for experimental design. In this setting, \E{} has a budget $B$.
Each subject $i$ declares an associated cost $c_i >0$ to be part of the experiment, and must be paid at least her cost. In particular, the {\em Experimental Design Problem} (\SEDP) is to find a set $S$ of subjects for the experiment that maximizes $V(S) = \log\det(I_d+\sum_{i\in S}x_i\T{x_i})$ under the constraint $\sum_{i\in S}c_i\leq B$; our objective function corresponds to the information gain in parameter $\beta$ that is learned through linear regression methods, and is related to the so-called $D$-optimality criterion. Further, the subjects are \emph{strategic} and may lie about their costs. Thus, we need to design a
mechanism for \SEDP{} with suitable properties.
-
-We present a deterministic, polynomial time, budget feasible mechanism scheme, that is approximately truthful and yields a constant ($\approx 12.98$) factor approximation to \EDP. %In particular, for any small $\delta>0$ and $\varepsilon>0$, we can construct a $(12.98\,,\varepsilon)$-approximate mechanism that is $\delta$-truthful and runs in polynomial time in both $n$ and $\log\log\frac{B}{\epsilon\delta}$.
+\end{comment}
+We present a deterministic, polynomial time, budget feasible mechanism scheme, that is approximately truthful and yields a constant ($\approx 12.98$) factor approximation for the \emph{Experimental Design Problem} (\EDP). %In particular, for any small $\delta>0$ and $\varepsilon>0$, we can construct a $(12.98\,,\varepsilon)$-approximate mechanism that is $\delta$-truthful and runs in polynomial time in both $n$ and $\log\log\frac{B}{\epsilon\delta}$.
By applying previous work on budget feasible mechanisms with a submodular objective, one could {\em only} have derived either an exponential time deterministic mechanism or a randomized polynomial time mechanism. We also establish that no truthful, budget-feasible mechanism is possible within a factor $2$ approximation, and show how to generalize our approach to a wide class of learning problems, beyond linear regression.