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In the classic scoring rule setting, a principal incentivizes an agent to truthfully report their probabilistic belief about some future outcome. This paper addresses the situation when this private belief, rather than a classical…

Computer Science and Game Theory · Computer Science 2022-03-16 Rafael Frongillo

Prediction markets are well-studied in the case where predictions are probabilities or expectations of future random variables. In 2008, Lambert, et al. proposed a generalization, which we call "scoring rule markets" (SRMs), in which…

Computer Science and Game Theory · Computer Science 2017-09-29 Rafael Frongillo , Bo Waggoner

A broad current application of algorithms is in formal and quantitative measures of murky concepts -- like merit -- to make decisions. When people strategically respond to these sorts of evaluations in order to gain favorable decision…

Computers and Society · Computer Science 2023-10-06 Benjamin Laufer , Jon Kleinberg , Karen Levy , Helen Nissenbaum

Crowdsourcing is now widely used to replace judgement by an expert authority with an aggregate evaluation from a number of non-experts, in applications ranging from rating and categorizing online content to evaluation of student assignments…

Computer Science and Game Theory · Computer Science 2013-03-05 Anirban Dasgupta , Arpita Ghosh

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

It is well known that accurate probabilistic predictors can be trained through empirical risk minimisation with proper scoring rules as loss functions. While such learners capture so-called aleatoric uncertainty of predictions, various…

Machine Learning · Computer Science 2023-01-31 Viktor Bengs , Eyke Hüllermeier , Willem Waegeman

We provide methods to validate and compare sensor outputs, or inference algorithms applied to sensor data, by adapting statistical scoring rules. The reported output should either be in the form of a prediction interval or of a parameter…

Data Analysis, Statistics and Probability · Physics 2015-07-07 A. D. Martin , T. C. A. Molteno , M. Parry

How to incentivize self-interested agents to explore when they prefer to exploit? Consider a population of self-interested agents that make decisions under uncertainty. They "explore" to acquire new information and "exploit" this…

Computer Science and Game Theory · Computer Science 2024-10-23 Aleksandrs Slivkins

In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' propensity to "game" the decision rule by changing their features so as to receive…

Machine Learning · Computer Science 2022-08-26 Yonadav Shavit , Benjamin Edelman , Brian Axelrod

We consider the problem of binary prediction with expert advice in settings where experts have agency and seek to maximize their credibility. This paper makes three main contributions. First, it defines a model to reason formally about…

Computer Science and Game Theory · Computer Science 2021-03-16 Tim Roughgarden , Okke Schrijvers

Prediction markets provide an efficient means to assess uncertain quantities from forecasters. Traditional and competitive strictly proper scoring rules have been shown to incentivize players to provide truthful probabilistic forecasts.…

Computer Science and Game Theory · Computer Science 2012-02-20 SangIn Chun , Ross D. Shachter

Machine learning (ML) models have been quite successful in predicting outcomes in many applications. However, in some cases, domain experts might have a judgment about the expected outcome that might conflict with the prediction of ML…

Machine Learning · Computer Science 2023-05-02 Hogun Park , Aly Megahed , Peifeng Yin , Yuya Ong , Pravar Mahajan , Pei Guo

Training novice users to operate an excavator for learning different skills requires the presence of expert teachers. Considering the complexity of the problem, it is comparatively expensive to find skilled experts as the process is…

Robotics · Computer Science 2022-11-16 Pranav Agarwal , Marek Teichmann , Sheldon Andrews , Samira Ebrahimi Kahou

Information diffusion and influence maximization are important and extensively studied problems in social networks. Various models and algorithms have been proposed in the literature in the context of the influence maximization problem. A…

Computer Science and Game Theory · Computer Science 2015-03-18 Mayur Mohite , Y. Narahari

Distributed estimation that recruits potentially large groups of humans to collect data about a phenomenon of interest has emerged as a paradigm applicable to a broad range of detection and estimation tasks. However, it also presents a…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Kewei Chen , Donya Ghavidel , Vijay Gupta , Yih-Fang Huang

Many forecasts consist not of point predictions but concern the evolution of quantities. For example, a central bank might predict the interest rates during the next quarter, an epidemiologist might predict trajectories of infection rates,…

Methodology · Statistics 2021-11-12 Patric Bonnier , Harald Oberhauser

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

The intersection of causal inference and machine learning for decision-making is rapidly expanding, but the default decision criterion remains an \textit{average} of individual causal outcomes across a population. In practice, various…

Machine Learning · Computer Science 2022-11-08 Wenshuo Guo , Michael I. Jordan , Angela Zhou

Human-in-the-loop machine learning is widely used in artificial intelligence (AI) to elicit labels for data points from experts or to provide feedback on how close the predicted results are to the target. This simplifies away all the…

Machine Learning · Computer Science 2021-02-24 Alexander Nikitin , Samuel Kaski

Risk scoring systems are widely used in high-stakes domains to assist decision-making. However, existing approaches often focus on optimizing predictive accuracy or likelihood-based criteria, which may not align with the main goal of…

Machine Learning · Computer Science 2026-04-07 Wenhao Chi , Ş. İlker Birbil