15 accepted papers
The statistical consistency of surrogate losses for discrete prediction tasks is often checked using the condition of calibration. However, directly verifying calibration can be arduous. Recent work shows that for polyhedral surrogates, a less arduous condition, indirect elicitation (IE), is still e…
Beginning with Witkowski et al. (2023), recent work on forecasting competitions has addressed incentive problems with the common winner-take-all mechanism. Frongillo et al. (2021) propose a competition mechanism based on Multiplicative Weights, an online learning algorithm. They show that their mech…
In forecasting competitions, the traditional mechanism scores the predictions of each contestant against the outcome of each event, and the contestant with the highest total score wins. While it is well-known that this traditional mechanism can suffer from incentive issues, it is folklore that conte…
We initiate the study of proper losses for evaluating generative models in the discrete setting. Unlike traditional proper losses, we treat both the generative model and the target distribution as black-boxes, only assuming ability to draw i.i.d. samples. We define a loss to be black-box proper if t…
Top-$k$ classification is a generalization of multiclass classification used widely in information retrieval, image classification, and other extreme classification settings. Several hinge-like (piecewise-linear) surrogates have been proposed for the problem, yet all are either non-convex or inconsi…
Surrogate risk minimization is an ubiquitous paradigm in supervised machine learning, wherein a target problem is solved by minimizing a surrogate loss on a dataset. Surrogate regret bounds, also called excess risk bounds, are a common tool to prove generalization rates for surrogate risk minimizat…
The convex consistency dimension of a supervised learning task is the lowest prediction dimension $d$ such that there exists a convex surrogate $L : \mathbb{R}^d \times \mathcal Y \to \mathbb R$ that is consistent for the given task. We present a new tool based on property elicitation, $d$-flats,…
We formalize and study the natural approach of designing convex surrogate loss functions via embeddings for problems such as classification or ranking. In this approach, one embeds each of the finitely many predictions (e.g. classes) as a point in \reals^d, assigns the original loss values to these…
Given a data set of $(x,y)$ pairs, a common learning task is to fit a model predicting $y$ (a label or dependent variable) conditioned on $x$. This paper considers the similar but much less-understood problem of modeling “higher-order” statistics of $y$’s distribution conditioned on $x$. Such statis…
Prior work has investigated variations of prediction markets that preserve participants' (differential) privacy, which formed the basis of useful mechanisms for purchasing data for machine learning objectives. Such markets required potentially unlimited financial subsidy, however, making them impr…
A property or statistic of a distribution is said to be elicitable if it can be expressed as the minimizer of some loss function in expectation. Recent work shows that continuous real-valued properties are elicitable if and only if they are identifiable, meaning the set of distributions with the sam…
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…
We propose a mechanism for purchasing information from a sequence of participants.The participants may simply hold data points they wish to sell, or may have more sophisticated information; either way, they are incentivized to participate as long as they believe their data points are representative…
Prediction markets are economic mechanisms for aggregating information about future events through sequential interactions with traders. The pricing mechanisms in these markets are known to be related to optimization algorithms in machine learning and through these connections we have some understa…
Elicitation is the study of statistics or properties which are computable via empirical risk minimization. While several recent papers have approached the general question of which properties are elicitable, we suggest that this is the wrong question---all properties are elicitable by first eliciti…