ICML 2020poster2 citations
Strategyproof Mean Estimation from Multiple-Choice Questions
Anson Kahng, Gregory Kehne, Ariel Procaccia
Abstract
Given n values possessed by n agents, we study the problem of estimating the mean by truthfully eliciting agents’ answers to multiple-choice questions about their values. We consider two natural candidates for estimation error: mean squared error (MSE) and mean absolute error (MAE). We design a randomized estimator which is asymptotically optimal for both measures in the worst case. In the case where prior distributions over the agents’ values are known, we give an optimal, polynomial-time algorithm for MSE, and show that the task of computing an optimal estimate for MAE is #P-hard. Finally, we demonstrate empirically that knowledge of prior distributions gives a significant edge.
BibTeX
@InProceedings{pmlr-v119-kahng20a,
title = {Strategyproof Mean Estimation from Multiple-Choice Questions},
author = {Kahng, Anson and Kehne, Gregory and Procaccia, Ariel},
booktitle = {Proceedings of the 37th International Conference on Machine Learning},
pages = {5042--5052},
year = {2020},
editor = {III, Hal Daumé and Singh, Aarti},
volume = {119},
series = {Proceedings of Machine Learning Research},
month = {13--18 Jul},
publisher = {PMLR},
pdf = {http://proceedings.mlr.press/v119/kahng20a/kahng20a.pdf},
url = {https://proceedings.mlr.press/v119/kahng20a.html},
abstract = {Given n values possessed by n agents, we study the problem of estimating the mean by truthfully eliciting agents’ answers to multiple-choice questions about their values. We consider two natural candidates for estimation error: mean squared error (MSE) and mean absolute error (MAE). We design a randomized estimator which is asymptotically optimal for both measures in the worst case. In the case where prior distributions over the agents’ values are known, we give an optimal, polynomial-time algorithm for MSE, and show that the task of computing an optimal estimate for MAE is #P-hard. Finally, we demonstrate empirically that knowledge of prior distributions gives a significant edge.}
}