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We introduce a new protocol for prediction with expert advice in which each expert evaluates the learner's and his own performance using a loss function that may change over time and may be different from the loss functions used by the…

Machine Learning · Computer Science 2009-03-23 Alexey Chernov , Vladimir Vovk

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set of items that are selected. We consider…

Probability · Mathematics 2007-05-23 Abba M. Krieger , Moshe Pollak , Ester Samuel-Cahn

In machine learning tasks, especially in the tasks of prediction, scientists tend to rely solely on available historical data and disregard unproven insights, such as experts' opinions, polls, and betting odds. In this paper, we propose a…

Machine Learning · Computer Science 2021-12-06 Jafar Habibi , Amir Fazelinia , Issa Annamoradnejad

In many real-world settings, a decision-maker must combine information provided by different experts in order to decide on an effective policy. Alrajeh, Chockler, and Halpern [2018] showed how to combine causal models that are compatible in…

Artificial Intelligence · Computer Science 2020-05-21 Meir Friedenberg , Joseph Y. Halpern

One of the presuppositions of science since the times of Galileo, Newton, Laplace, and Descartes has been the predictability of the world. This idea has strongly influenced scientific and technological models. However, in recent decades,…

Adaptation and Self-Organizing Systems · Physics 2011-12-19 Carlos Gershenson

This article introduces a new method for eliciting prior distributions from experts. The method models an expert decision-making process to infer a prior probability distribution for a rare event $A$. More specifically, assuming there…

Methodology · Statistics 2023-07-17 Julia R. Falconer , Eibe Frank , Devon L. L. Polaschek , Chaitanya Joshi

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…

Risk Management · Quantitative Finance 2020-12-21 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Nanbo Peng , Dongdong Wang , Zhixiang Huang

As recommendation is essentially a comparative (or ranking) process, a good explanation should illustrate to users why an item is believed to be better than another, i.e., comparative explanations about the recommended items. Ideally, after…

Information Retrieval · Computer Science 2022-04-26 Aobo Yang , Nan Wang , Renqin Cai , Hongbo Deng , Hongning Wang

We study a portioning setting in which a public resource such as time or money is to be divided among a given set of candidates, and each agent proposes a division of the resource. We consider two families of aggregation rules for this…

Computer Science and Game Theory · Computer Science 2026-01-27 Edith Elkind , Matthias Greger , Patrick Lederer , Warut Suksompong , Nicholas Teh

We study expert advice under reputational incentives, with sell-side equity research as the lead application. A long-lived analyst receives a continuous private signal about a binary payoff and recommends a risky (Buy) or safe action.…

Theoretical Economics · Economics 2025-09-05 Georgy Lukyanov , Anna Vlasova , Maria Ziskelevich

For the prediction with experts' advice setting, we construct forecasting algorithms that suffer loss not much more than any expert in the pool. In contrast to the standard approach, we investigate the case of long-term forecasting of time…

Machine Learning · Computer Science 2019-02-28 Alexander Korotin , Vladimir V'yugin , Evgeny Burnaev

The task of ranking individuals or teams, based on a set of comparisons between pairs, arises in various contexts, including sporting competitions and the analysis of dominance hierarchies among animals and humans. Given data on which…

Machine Learning · Statistics 2022-10-21 M. E. J. Newman

How should forecasters be incentivized to acquire the most information when learning takes place over time? We address this question in the context of a novel dynamic mechanism design problem in which a designer incentivizes an expert to…

Theoretical Economics · Economics 2025-12-23 Yingkai Li , Jonathan Libgober

Conditional forecasts of risk measures play an important role in internal risk management of financial institutions as well as in regulatory capital calculations. In order to assess forecasting performance of a risk measurement procedure,…

Risk Management · Quantitative Finance 2017-02-22 Natalia Nolde , Johanna F. Ziegel

Assuming an abstract comparison principle called the Ultrapower Axiom, which is motivated by the comparison process of inner model theory and generalizes the statement that the Mitchell order is linear on normal ultrafilters, we…

Logic · Mathematics 2018-01-30 Gabriel Goldberg

We study a sequential decision-making model where a set of items is repeatedly matched to the same set of agents over multiple rounds. The objective is to determine a sequence of matchings that either maximizes the utility of the least…

Computer Science and Game Theory · Computer Science 2025-10-07 Eugene Lim , Tzeh Yuan Neoh , Nicholas Teh

We consider a variation on the problem of prediction with expert advice, where new forecasters that were unknown until then may appear at each round. As often in prediction with expert advice, designing an algorithm that achieves…

Machine Learning · Statistics 2017-09-01 Jaouad Mourtada , Odalric-Ambrym Maillard

Researchers in empirical software engineering often make claims based on observable data such as defect reports. Unfortunately, in many cases, these claims are generalized beyond the data sets that have been evaluated. Will the researcher's…

Software Engineering · Computer Science 2020-08-10 Abdul Ali Bangash , Hareem Sahar , Abram Hindle , Karim Ali

It is common to evaluate a set of items by soliciting people to rate them. For example, universities ask students to rate the teaching quality of their instructors, and conference organizers ask authors of submissions to evaluate the…

Machine Learning · Statistics 2020-12-02 Jingyan Wang , Ivan Stelmakh , Yuting Wei , Nihar B. Shah

A matching in a two-sided market often incurs an externality: a matched resource may become unavailable to the other side of the market, at least for a while. This is especially an issue in online platforms involving human experts as the…

Artificial Intelligence · Computer Science 2018-10-30 Virag Shah , Lennart Gulikers , Laurent Massoulie , Milan Vojnovic