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 optimal aggregation



Robust forecast aggregation via additional queries

Frongillo, Rafael, Monroe, Mary, Neyman, Eric, Waggoner, Bo

arXiv.org Artificial Intelligence

We study the problem of robust forecast aggregation: combining expert forecasts with provable accuracy guarantees compared to the best possible aggregation of the underlying information. Prior work shows strong impossibility results, e.g. that even under natural assumptions, no aggregation of the experts' individual forecasts can outperform simply following a random expert (Neyman and Roughgarden, 2022). In this paper, we introduce a more general framework that allows the principal to elicit richer information from experts through structured queries. Our framework ensures that experts will truthfully report their underlying beliefs, and also enables us to define notions of complexity over the difficulty of asking these queries. Under a general model of independent but overlapping expert signals, we show that optimal aggregation is achievable in the worst case with each complexity measure bounded above by the number of agents $n$. We further establish tight tradeoffs between accuracy and query complexity: aggregation error decreases linearly with the number of queries, and vanishes when the "order of reasoning" and number of agents relevant to a query is $ω(\sqrt{n})$. These results demonstrate that modest extensions to the space of expert queries dramatically strengthen the power of robust forecast aggregation. We therefore expect that our new query framework will open up a fruitful line of research in this area.


Eliciting Categorical Data for Optimal Aggregation

Neural Information Processing Systems

Models for collecting and aggregating categorical data on crowdsourcing platforms typically fall into two broad categories: those assuming agents honest and consistent but with heterogeneous error rates, and those assuming agents strategic and seek to maximize their expected reward. The former often leads to tractable aggregation of elicited data, while the latter usually focuses on optimal elicitation and does not consider aggregation. In this paper, we develop a Bayesian model, wherein agents have differing quality of information, but also respond to incentives. Our model generalizes both categories and enables the joint exploration of optimal elicitation and aggregation. This model enables our exploration, both analytically and experimentally, of optimal aggregation of categorical data and optimal multiple-choice interface design.


Eliciting Categorical Data for Optimal Aggregation

Chien-Ju Ho, Rafael Frongillo, Yiling Chen

Neural Information Processing Systems

Models for collecting and aggregating categorical data on crowdsourcing platforms typically fall into two broad categories: those assuming agents honest and consistent but with heterogeneous error rates, and those assuming agents strategic and seek to maximize their expected reward. The former often leads to tractable aggregation of elicited data, while the latter usually focuses on optimal elicitation and does not consider aggregation. In this paper, we develop a Bayesian model, wherein agents have differing quality of information, but also respond to incentives. Our model generalizes both categories and enables the joint exploration of optimal elicitation and aggregation. This model enables our exploration, both analytically and experimentally, of optimal aggregation of categorical data and optimal multiple-choice interface design.


Optimal Aggregation of Prediction Intervals under Unsupervised Domain Shift

Neural Information Processing Systems

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts.A distribution shift occurs when the underlying data-generating process changes, leading to a deviation in the model's performance. The prediction interval, which captures the range of likely outcomes for a given prediction, serves as a crucial tool for characterizing uncertainties induced by their underlying distribution. In this paper, we propose methodologies for aggregating prediction intervals to obtain one with minimal width and adequate coverage on the target domain under unsupervised domain shift, under which we have labeled samples from a related source domain and unlabeled covariates from the target domain.Our analysis encompasses scenarios where the source and the target domain are related via i) a bounded density ratio, and ii) a measure-preserving transformation.Our proposed methodologies are computationally efficient and easy to implement. This includes establishing rigorous theoretical guarantees, coupled with finite sample bounds, regarding the coverage and width of our prediction intervals. Our approach excels in practical applications and is underpinned by a solid theoretical framework, ensuring its reliability and effectiveness across diverse contexts.


Reviews: Eliciting Categorical Data for Optimal Aggregation

Neural Information Processing Systems

The problem setting would be a good contribution to the literature on crowdsourcing. However, I am not sure that paper is ready for publication for the following reasons: 1) the theoretical part looks not solid, 2) the proposed algorithm (HA) looks not grounded, 3) the results of experiments are not significant. These points are supported below. Lemmas 3,4 are reasonable, however, they cover only very special cases. Specifically, Lemma 3 considers only one agent and Lemma 4 assumes that all agents have the same amount of information (they observed exactly n samples).


Optimal Aggregation of Classifiers and Boosting Maps in Functional Magnetic Resonance Imaging

Neural Information Processing Systems

We study a method of optimal data-driven aggregation of classifiers in a convex combination and establish tight upper bounds on its excess risk with respect to a convex loss function under the assumption that the so- lution of optimal aggregation problem is sparse. We use a boosting type algorithm of optimal aggregation to develop aggregate classifiers of ac- tivation patterns in fMRI based on locally trained SVM classifiers. The aggregation coefficients are then used to design a "boosting map" of the brain needed to identify the regions with most significant impact on clas- sification.


Node Selection Toward Faster Convergence for Federated Learning on Non-IID Data

Wu, Hongda, Wang, Ping

arXiv.org Artificial Intelligence

Federated Learning (FL) is a distributed learning paradigm that enables a large number of resource-limited nodes to collaboratively train a model without data sharing. The non-independent-and-identically-distributed (non-i.i.d.) data samples invoke discrepancy between global and local objectives, making the FL model slow to converge. In this paper, we proposed Optimal Aggregation algorithm for better aggregation, which finds out the optimal subset of local updates of participating nodes in each global round, by identifying and excluding the adverse local updates via checking the relationship between the local gradient and the global gradient. Then, we proposed a Probabilistic Node Selection framework (FedPNS) to dynamically change the probability for each node to be selected based on the output of Optimal Aggregation. FedPNS can preferentially select nodes that propel faster model convergence. The unbiasedness of the proposed FedPNS design is illustrated and the convergence rate improvement of FedPNS over the commonly adopted Federated Averaging (FedAvg) algorithm is analyzed theoretically. Experimental results demonstrate the effectiveness of FedPNS in accelerating the FL convergence rate, as compared to FedAvg with random node selection.


Eliciting Categorical Data for Optimal Aggregation

Ho, Chien-Ju, Frongillo, Rafael, Chen, Yiling

Neural Information Processing Systems

Models for collecting and aggregating categorical data on crowdsourcing platforms typically fall into two broad categories: those assuming agents honest and consistent but with heterogeneous error rates, and those assuming agents strategic and seek to maximize their expected reward. The former often leads to tractable aggregation of elicited data, while the latter usually focuses on optimal elicitation and does not consider aggregation. In this paper, we develop a Bayesian model, wherein agents have differing quality of information, but also respond to incentives. Our model generalizes both categories and enables the joint exploration of optimal elicitation and aggregation. This model enables our exploration, both analytically and experimentally, of optimal aggregation of categorical data and optimal multiple-choice interface design.


Learning of Optimal Forecast Aggregation in Partial Evidence Environments

Babichenko, Yakov, Garber, Dan

arXiv.org Machine Learning

We consider the forecast aggregation problem in repeated settings, where the forecasts are done on a binary event. At each period multiple experts provide forecasts about an event. The goal of the aggregator is to aggregate those forecasts into a subjective accurate forecast. We assume that experts are Bayesian; namely they share a common prior, each expert is exposed to some evidence, and each expert applies Bayes rule to deduce his forecast. The aggregator is ignorant with respect to the information structure (i.e., distribution over evidence) according to which experts make their prediction. The aggregator observes the experts' forecasts only. At the end of each period the actual state is realized. We focus on the question whether the aggregator can learn to aggregate optimally the forecasts of the experts, where the optimal aggregation is the Bayesian aggregation that takes into account all the information (evidence) in the system. We consider the class of partial evidence information structures, where each expert is exposed to a different subset of conditionally independent signals. Our main results are positive; We show that optimal aggregation can be learned in polynomial time in a quite wide range of instances of the partial evidence environments. We provide a tight characterization of the instances where learning is possible and impossible.