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We consider a robust aggregation problem in the presence of both truthful and adversarial experts. The truthful experts will report their private signals truthfully, while the adversarial experts can report arbitrarily. We assume experts…

Machine Learning · Computer Science 2025-02-07 Yongkang Guo , Yuqing Kong

Bayesian experts who are exposed to different evidence often make contradictory probabilistic forecasts. An aggregator, ignorant of the underlying model, uses this to calculate her own forecast. We use the notions of scoring rules and…

Economics · Quantitative Finance 2018-02-13 Itai Areili , Yakov Babichenko , Rann Smorodinsky

We study information aggregation with a decision maker aggregating binary recommendations from symmetric agents. Each agent's recommendation depends on her private information about a hidden state. While the decision maker knows the prior…

Computer Science and Game Theory · Computer Science 2023-11-17 Itai Arieli , Yakov Babichenko , Inbal Talgam-Cohen , Konstantin Zabarnyi

Robust aggregation integrates predictions from multiple experts without knowledge of the experts' information structures. Prior work assumes experts are Bayesian, providing predictions as perfect posteriors based on their signals. However,…

Machine Learning · Computer Science 2024-06-21 Yuqing Kong , Shu Wang , Ying Wang

Robust forecast aggregation combines the predictions of multiple information sources to perform well in the worst case across all possible information structures. Previous work largely focuses on settings with a known binary state space,…

Machine Learning · Computer Science 2026-05-26 Zhi Chen , Cheng Peng , Wei Tang

Recently a growing literature study a new forecast aggregation setting where each forecaster is additionally asked ``what's your expectation for the average of other forecasters' forecasts?''. However, most theoretic results in this setting…

Computer Science and Game Theory · Computer Science 2024-02-12 Yuqing Kong

An agent makes decisions based on multiple sources of information. In isolation, each source is well understood, but their correlation is unknown. We study the agent's robustly optimal strategies -- those that give the best possible…

Theoretical Economics · Economics 2024-09-11 Henrique de Oliveira , Yuhta Ishii , Xiao Lin

We examine receiver-optimal mechanisms for aggregating information divided across many biased senders. Each sender privately observes an unconditionally independent signal about an unknown state, so no sender can verify another's report. A…

Theoretical Economics · Economics 2025-08-05 James Best , Daniel Quigley , Maryam Saeedi , Ali Shourideh

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.…

Computer Science and Game Theory · Computer Science 2025-12-08 Rafael Frongillo , Mary Monroe , Eric Neyman , Bo Waggoner

We aim to design strategies for sequential decision making that adjust to the difficulty of the learning problem. We study this question both in the setting of prediction with expert advice, and for more general combinatorial decision…

Machine Learning · Computer Science 2015-03-02 Wouter M. Koolen , Tim van Erven

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…

Machine Learning · Computer Science 2018-02-21 Yakov Babichenko , Dan Garber

The problem of aggregating expert forecasts is ubiquitous in fields as wide-ranging as machine learning, economics, climate science, and national security. Despite this, our theoretical understanding of this question is fairly shallow. This…

Computer Science and Game Theory · Computer Science 2022-02-24 Eric Neyman , Tim Roughgarden

Forecast aggregation combines the predictions of multiple forecasters to improve accuracy. However, the lack of knowledge about forecasters' information structure hinders optimal aggregation. Given a family of information structures, robust…

Machine Learning · Computer Science 2024-02-01 Yongkang Guo , Jason D. Hartline , Zhihuan Huang , Yuqing Kong , Anant Shah , Fang-Yi Yu

We study the problem of expert advice under partial bandit feedback setting and create a sequential minimax optimal algorithm. Our algorithm works with a more general partial monitoring setting, where, in contrast to the classical bandit…

Machine Learning · Computer Science 2022-04-15 Kaan Gokcesu , Hakan Gokcesu

We consider the problem of using observational bandit feedback data from multiple heterogeneous data sources to learn a personalized decision policy that robustly generalizes across diverse target settings. To achieve this, we propose a…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

Many practical learning systems aggregate data across many users, while learning theory traditionally considers a single learner who trusts all of their observations. A case in point is the foundational learning problem of prediction with…

Machine Learning · Computer Science 2016-04-11 Paul Christiano

We explore a model of non-Bayesian information aggregation in networks. Agents non-cooperatively choose among Friedkin-Johnsen type aggregation rules to maximize payoffs. The DeGroot rule is chosen in equilibrium if and only if there is…

General Economics · Economics 2023-11-15 Abhijit Banerjee , Olivier Compte

We study the problem of resilient consensus of sampled-data multi-agent networks with double-integrator dynamics. The term resilient points to algorithms considering the presence of attacks by faulty/malicious agents in the network. Each…

Systems and Control · Computer Science 2017-01-17 Seyed Mehran Dibaji , Hideaki Ishii

In an information aggregation game, a set of senders interact with a receiver through a mediator. Each sender observes the state of the world and communicates a message to the mediator, who recommends an action to the receiver based on the…

Theoretical Economics · Economics 2023-07-12 Itai Arieli , Ivan Geffner , Moshe Tennenholtz

It is well understood that the structure of a social network is critical to whether or not agents can aggregate information correctly. In this paper, we study social networks that support information aggregation when rational agents act…

Theoretical Economics · Economics 2020-11-11 Itai Arieli , Fedor Sandomirskiy , Rann Smorodinsky
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