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Found 6 papers, 0 papers with code
An Embedding Framework for the Design and Analysis of Consistent Polyhedral Surrogates
Using these results, we establish that indirect elicitation, a necessary condition for consistency, is also sufficient when working with polyhedral surrogates.
Risk Dynamics in Trade Networks
We introduce a new framework to model interactions among agents which seek to trade to minimize their risk with respect to some future outcome.
Generalized Mixability via Entropic Duality
Mixability is a property of a loss which characterizes when fast convergence is possible in the game of prediction with expert advice.
Generalised Mixability, Constant Regret, and Bayesian Updating
Mixability of a loss is known to characterise when constant regret bounds are achievable in games of prediction with expert advice through the use of Vovk's aggregating algorithm.
Interpreting prediction markets: a stochastic approach
We strengthen recent connections between prediction markets and learning by showing that a natural class of market makers can be understood as performing stochastic mirror descent when trader demands are sequentially drawn from a fixed distribution.
A Collaborative Mechanism for Crowdsourcing Prediction Problems
Machine Learning competitions such as the Netflix Prize have proven reasonably successful as a method of “crowdsourcing” prediction tasks.
