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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-11 10:39:39 -0800 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2013-02-11 10:39:39 -0800 |
| commit | e73a4651379d2c34855f1bc6fe5c0abef039b1d5 (patch) | |
| tree | acbb0e1005837772c274bd8c1efe698781337f63 /general.tex | |
| parent | f8d7d5fd0fbe81a26ddf727e547a9cea2f7216e6 (diff) | |
| download | recommendation-e73a4651379d2c34855f1bc6fe5c0abef039b1d5.tar.gz | |
Mending section 3 and 5
Diffstat (limited to 'general.tex')
| -rw-r--r-- | general.tex | 33 |
1 files changed, 22 insertions, 11 deletions
diff --git a/general.tex b/general.tex index 3c7eddf..429299a 100644 --- a/general.tex +++ b/general.tex @@ -1,16 +1,16 @@ -\subsection{Strategic Experimental Design with non-homotropic prior}\label{sec:bed} +\subsection{Strategic Experimental Design with Non-Homotropic Prior}\label{sec:bed} %In this section, we extend our results to Bayesian experimental design %\cite{chaloner1995bayesian}. We show that objective function \eqref{modified} %has a natural interpretation in this context, further motivating its selection %as our objective. Moreover, -If the general case where the prior distribution of the experimenter on the +In the general case where the prior distribution of the experimenter on the model $\beta$ in \eqref{model} is not homotropic and has a generic covariance matrix $R$, the value function takes the general form given by \eqref{dcrit}. -Applying the mechanism described in algorithm~\ref{mechanism} and adapting the +Applying the mechanism described in Algorithm~\ref{mechanism} and adapting the analysis of the approximation ratio, we get the following result which extends Theorem~\ref{thm:main}: @@ -26,20 +26,31 @@ Theorem~\ref{thm:main}: where $\mu$ is the smallest eigenvalue of $R$. \end{theorem} -\subsection{Other Experimental Design Criteria} +\subsection{Non-Bayesian Setting} -A value function which is frequently used in experimental design is the -$D$-optimality criterion obtained by replacing $R$ by the zero matrix in -\eqref{dcrit}: +In the non-bayesian setting, \emph{i.e.} when the experimenter has no prior +distribution on the model, the covariance matrix $R$ is the zero matrix and +ridge regression \eqref{ridge} reduces to simple least squares. In this case, +the $D$-optimal criterion takes the following form: \begin{equation}\label{eq:d-optimal} V(S) = \log\det(X_S^TX_S) \end{equation} -Since \eqref{eq:d-optimal} may take arbitrarily small negative values, to define a meaningful approximation one would consider the (equivalent) maximization of $V(S) = \det\T{X_S}X_S$. %, for some strictly increasing, on-to function $f:\reals_+\to\reals_+$. -However, the following lower bound implies that such an optimization goal cannot be attained under the constraints of truthfulness, budget feasibility, and individual rationality. +A natural question which arises is whether it is possible to design +a deterministic mechanism in this setting. Since \eqref{eq:d-optimal} may take +arbitrarily small negative values, to define a meaningful approximation one +would consider the (equivalent) maximization of $V(S) = \det\T{X_S}X_S$. +However, the following lower bound implies that such an optimization goal +cannot be attained under the constraints of truthfulness, budget feasibility, +and individual rationality. + \begin{lemma} -For any $M>1$, there is no $M$-approximate, truthful, budget feasible, individually rational mechanism for a budget feasible reverse auction with value function $V(S) = \det{\T{X_S}X_S}$. -For any $M>1$, there is no $M$-approximate, truthful, budget feasible, individually rational mechanism for a budget feasible reverse auction with $V(S) = \det{\T{X_S}X_S}$. +For any $M>1$, there is no $M$-approximate, truthful, budget feasible, +individually rational mechanism for a budget feasible reverse auction with +value function $V(S) = \det{\T{X_S}X_S}$. For any $M>1$, there is no +$M$-approximate, truthful, budget feasible, individually rational mechanism for +a budget feasible reverse auction with $V(S) = \det{\T{X_S}X_S}$. \end{lemma} + \begin{proof} \input{proof_of_lower_bound1} \end{proof} |
