From 73ee783f77425349498562925e0047e1f1aee1c9 Mon Sep 17 00:00:00 2001
From: Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>
Date: Sun, 10 Feb 2013 17:35:40 -0800
Subject: intro related sedp

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-The statistical analysis of user data is a widely spread practice among Internet companies, which routinely use machine learning techniques over vast records of user data to perform inference and classification tasks integral to their daily operations. Statistical analysis of personal data collected through surveys or experimentation is also the cornerstone of marketing research, as well as research in a variety of experimental sciences such as medicine and sociology. 
+%The statistical analysis of user data is a widely spread practice among Internet companies, which routinely use machine learning techniques over vast records of user data to perform inference and classification tasks integral to their daily operations. Statistical analysis of personal data collected through surveys or experimentation is also the cornerstone of marketing research, as well as research in a variety of experimental sciences such as medicine and sociology. 
 
-This state of affairs has motivated several recent studies of \emph{data markets}, in which an analyst wishes to purchase data from a set of users \cite{...}. Eah user discloses her data to the analyst only if she receives an appropriate compensation. Assuming that the analyst has a limited budget, a natural question to ask is how she should allocate her budget across different users. 
+%This state of affairs has motivated several recent studies of \emph{data markets}, in which an analyst wishes to purchase data from a set of users \cite{...}. Eah user discloses her data to the analyst only if she receives an appropriate compensation. Assuming that the analyst has a limited budget, a natural question to ask is how she should allocate her budget across different users. 
 
  In the classic setting of experimental design \cite{pukelsheim2006optimal,atkinson2007optimum},
  an {\em experimenter}  \E\ has access to a population of $n$ potential experiment subjects. 
 Each subject $i\in  \{1,\ldots,n\}$ is associated with a set of parameters (or features) $x_i\in \reals^d$, 
 known to the experimenter. 
-\E\ wishes to perform an experiment that measures a certain inherent property of the subjects: the outcome for a subject $i$ is denoted $y_i$, which is unknown to \E\ before the experiment is performed.
-Typically, \E\ has a hypothesis of the relationship between $x_i$'s and $y_i$'s, such as, say linear, \emph{i.e.},  $y_i \approx  \T{\beta} x_i$; conducting the experiments and obtaining the measurements $y_i$ lets \E\  estimate  $\beta$. %The goal of experimental design amounts to determining which subjects to experiment upon to produce the best possible such estimate.
+\E\ wishes to measures a certain inherent property of the subjects by performing an experiment: the outcome $y_i$ of the experiment on a subject $i$ is unknown to \E\ before the experiment is performed.
+
+Typically, \E\ has a hypothesis on the relationship between $x_i$'s and $y_i$'s. Due to its simplicity, as well as its ubiquity in statistical analysis, a large body of work has focused on linear hypotheses: \emph{i.e.}, it is assumed that there exists a $\beta\in\reals^d$ such that  $y_i =  \T{\beta} x_i+\varepsilon_i$, for all $i\in \{1,\ldots,n\},$ where $\varepsilon_i$ are zero-mean, i.i.d.~random variables. Conducting the experiments and obtaining the measurements $y_i$ lets \E\  estimate  $\beta$, \emph{e.g.}, through linear regression. %, \emph{i.e.}, the model underlying the data, and the experimenter's goal is to obtain such an estimate as accurately as possible. %The goal of experimental design amounts to determining which subjects to experiment upon to produce the best possible such estimate.
  
 The above experimental design scenario  has many applications, from medical testing to marketing research and others. 
-There is a rich literature about estimation procedures, as well as for means of quantifying the quality of the produced estimate  \cite{pukelsheim2006optimal}.  There is also an extensive theory on how to select subjects 
+There is a rich literature about estimation procedures, as well as for means of quantifying the quality of the produced estimate~\cite{pukelsheim2006optimal}.  There is also an extensive theory on how to select subjects 
 if \E\ can conduct only a limited number of experiments, so the estimation process returns $\beta$
 that approximates the true parameter of the underlying population \cite{ginebra2007measure,le1996comparison,chaloner1995bayesian,boyd2004convex}. 
 
 We depart from this classical setup by viewing experimental design in a strategic setting, and by studying mechanism design issues. 
-In our setting, experiments cannot be manipulated and hence measurements are considered reliable. %\footnote{Thus, the experiments of our interest are statistically significant ones where each experiment provides a reliable outcome.}  
+In our setting, experiments cannot be manipulated and hence measurements are reliable. %\footnote{Thus, the experiments of our interest are statistically significant ones where each experiment provides a reliable outcome.}  
 However, there
 is a cost $c_i$ associated with experimenting on
 subject $i$ which varies from subject to subject. This may be viewed as the  
-cost subject $i$ incurs when tested and for which she needs to be reimbursed; or, it might be viewed as the incentive for $i$
-to participate in the experiment; or, it might be the inherent value of the data.   This economic aspect has always been inherent in experimental design: experimenters often work within strict budgets and design creative incentives. However, we are not aware of principled study of this setting from a strategic point of view. When subjects are strategic, they may have an incentive to misreport their cost and the choice of experiments and payments need to be more sophisticated.
+cost subject $i$ incurs when tested and for which she needs to be reimbursed; or, it might be viewed as the incentive for $i$ to participate in the experiment; or, it might be the inherent value of the data. 
+
+  This economic aspect has always been inherent in experimental design: experimenters often work within strict budgets and design creative incentives. However, we are not aware of a principled study of this setting from a strategic point of view. When subjects are strategic, they may have an incentive to misreport their cost, leading to the neeed for a sophisticated choice of experiments and payments. 
 
 
 Our contributions are as follows.
 \begin{itemize}
 \item
-We formulate the problem of experimental design subject to a given budget, in the presence of strategic agents who may lie about their costs. In particular, we focus on linear regression. This is naturally viewed  as a budget feasible mechanism design problem, in which the objective function %is sophisticated and 
-is  related to the covariance of the $x_i$'s. In particular, we formulate the  {\em Experimental Design Problem} (\EDP) as follows: the experimenter \E\ wishes to find set $S$ of subjects to maximize 
+We formulate the problem of experimental design subject to a given budget, in the presence of strategic agents who may lie about their costs. %In particular, we focus on linear regression. This is naturally viewed  as a budget feasible mechanism design problem, in which the objective function %is sophisticated and 
+%is  related to the covariance of the $x_i$'s.
+ In particular, we formulate the  {\em Strategic Experimental Design Problem} (\SEDP) as follows: the experimenter \E\ wishes to find set $S$ of subjects to maximize 
 \begin{align}V(S) = \log\det\Big(I_d+\sum_{i\in S}x_i\T{x_i}\Big) \label{obj}\end{align}
-subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budget. %, and other {\em strategic constraints} we don't list here.
-The objective function, which is the key,  is obtained by optimizing  the information gain in  $\beta$ when it is learned  through linear regression methods, and is related to the so-called $D$-optimality criterion. 
+subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budget, as well as the usual constraints of truthfulness and individual rationality. %, and other {\em strategic constraints} we don't list here.
+The objective function, which is the key, is formally obtained by optimizing  the information gain in  $\beta$ when the latter is learned  through linear regression, and is known as the $D$-optimality criterion in experimental design literature~\cite{pukelsheim2006optimal,atkinson2007optimum}. 
 \item
-The above objective is submodular. 
-There are several recent results in budget feasible 
-mechanisms~\cite{singer-mechanisms,chen,singer-influence,bei2012budget,dobz2011-mechanisms}, and some apply to  the submodular optimization in 
-\EDP.
-There is a randomized, 7.91-approximate polynomial time mechanism for maximizing a general submodular function that is universally truthful, \emph{i.e.}, it is sampled from a distribution among truthful mechanisms. Also, there is a $8.34$-approximate exponential time deterministic mechanism. 
-There are however no known deterministic, truthful, polynomial time mechanisms for general submodular functions.
-For specific combinatorial problems such as \textsc{Knapsack} or \textsc{Coverage}, there exist 
-deterministic, truthful, polynomial constant-approximation algorithms~\cite{singer-mechanisms,chen, singer-influence}, but they do not work for the linear-algebraic  objective function in \EDP.
+We present the first known polynomial time truthful mechanism for \SEDP{}, yielding a constant factor ($\approx 12.98$) approximation. In contrast to this, we show that no truthful, budget-feasible algorithms are possible for \SEDP{}  within a factor 2 approximation. 
+\end{itemize}
+
+We note that the objective \eqref{obj} is submodular. Using this fact, previous work by \citeN{singer-mechanisms} and \citeN{chen} on budget feasible mechanisms for submodular maximization yields a  $8.34$-approximate deterministic mechanism for \SEDP{} that is not polynomial time, unless P=NP. Alternatively, previous work by \citeN{chen} on general submodular objectives also yields a randomized,  7.91-approximate polynomial time mechanism for \SEDP{} that is however \emph{universally truthful}, \emph{i.e.}, it is sampled from a distribution among truthful mechanisms. In contrast, our result is the first deterministic constant factor approximation mechanism for \SEDP{} that is both polytime and truthful.  
+% either a randomized,  7.91-approximate polynomial time mechanism for maximizing a general submodular function that is universally truthful, \emph{i.e.}, it is sampled from a distribution among truthful mechanisms. 
+%There are several recent results in budget feasible 
+%mechanisms~\cite{singer-mechanisms,chen,singer-influence,bei2012budget,dobz2011-mechanisms}, and some apply to  the submodular optimization in 
+%\EDP.
+%There is a randomized, 7.91-approximate polynomial time mechanism for maximizing a general submodular function that is universally truthful, \emph{i.e.}, it is sampled from a distribution among truthful mechanisms. Also, there is a $8.34$-approximate exponential time deterministic mechanism. 
+%There are however no known deterministic, truthful, polynomial time mechanisms for general submodular functions.
+Though such mechanisms were known to exist for  combinatorial problems with specific submodular objectives such as \textsc{Knapsack} or \textsc{Coverage}~\cite{singer-mechanisms,chen, singer-influence}, these do not readily apply to the more complicated linear-algebraic  objective function \eqref{obj} of  \SEDP.
 %{\bf S+T: could we verify that the above sentence is correct in its implication?}
 
-We present the first known, polynomial time truthful mechanism for \EDP{}. Our mechanism is a constant factor ($\approx 12.98$) approximation for \EDP{}. In contrast to this, we show that no truthful, budget-feasible algorithms are possible for \EDP{}  within a factor 2 approximation. From a technical perspective, we present a convex relaxation of \eqref{obj}, and show that it is within a constant factor from the so-called multi-linear relaxation of  \eqref{obj}. This allows us to adopt the approach followed by prior work in budget feasible mechanisms by Chen \emph{et al.}~\cite{chen} and Singer~\cite{singer-influence}.   %{\bf FIX the last sentence}
+From a technical perspective, we present a convex relaxation of \eqref{obj}, and show that it is within a constant factor from the so-called multi-linear relaxation of  \eqref{obj}. This allows us to adopt the approach followed by prior work in budget feasible mechanisms by Chen \emph{et al.}~\cite{chen} and Singer~\cite{singer-influence}.   %{\bf FIX the last sentence}
 
-\item
-Our approach to mechanisms for experimental design --- by 
- optimizing  the information gain in parameters like $\beta$ which are estimated through the data analysis process --- is general.  We give examples of this approach beyond linear regression to a general class that includes logistic regression and learning binary functions, and show that the corresponding budgeted mechanism design problem is also expressed through a submodular optimization.  Hence,  prior work \cite{chen,singer-mechanisms} immediately applies, and gives randomized, universally truthful, polynomial time, constant factor approximation mechanisms for problems in this class. Getting deterministic, truthful, polynomial time mechanisms with a constant approximation factor for this class or specific problems in it, like we did for \EDP, remains an open problem.
-\end{itemize}
+%\item
+%Our approach to mechanisms for experimental design --- by 
+% optimizing  the information gain in parameters like $\beta$ which are estimated through the data analysis process --- is general.  We give examples of this approach beyond linear regression to a general class that includes logistic regression and learning binary functions, and show that the corresponding budgeted mechanism design problem is also expressed through a submodular optimization.  Hence,  prior work \cite{chen,singer-mechanisms} immediately applies, and gives randomized, universally truthful, polynomial time, constant factor approximation mechanisms for problems in this class. Getting deterministic, truthful, polynomial time mechanisms with a constant approximation factor for this class or specific problems in it, like we did for \EDP, remains an open problem.
 
 In what follows, we describe related work in Section~\ref{sec:related}. We briefly review  experimental design and budget feasible mechanisms in Section~\ref{sec:peel} and define \EDP\ formally. In Section~\ref{sec:main} we present our mechanism for \EDP\ and prove our main results. The present applications of our general framework are presented in Section~\ref{sec:ext}. 
 
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