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1. Learning and Strongly Truthful Multi-Task Peer Prediction: A Variational Approach

   Schoenebeck, Grant; Yu, Fang-Yi (January 2021, 12th Innovations in Theoretical Computer Science Conference (ITCS 2021))

   null (Ed.)

   Peer prediction mechanisms incentivize agents to truthfully report their signals even in the absence of verification by comparing agents’ reports with those of their peers. In the detail-free multi-task setting, agents are asked to respond to multiple independent and identically distributed tasks, and the mechanism does not know the prior distribution of agents’ signals. The goal is to provide an epsilon-strongly truthful mechanism where truth-telling rewards agents “strictly” more than any other strategy profile (with epsilon additive error) even for heterogeneous agents, and to do so while requiring as few tasks as possible. We design a family of mechanisms with a scoring function that maps a pair of reports to a score. The mechanism is strongly truthful if the scoring function is “prior ideal”. Moreover, the mechanism is epsilon-strongly truthful as long as the scoring function used is sufficiently close to the ideal scoring function. This reduces the above mechanism design problem to a learning problem – specifically learning an ideal scoring function. Because learning the prior distribution is sufficient (but not necessary) to learn the scoring function, we can apply standard learning theory techniques that leverage side information about the prior (e.g., that it is close to some parametric model). Furthermore, we derive a variational representation of an ideal scoring function and reduce the learning problem into an empirical risk minimization. We leverage this reduction to obtain very general results for peer prediction in the multi-task setting. Specifically, Sample Complexity. We show how to derive good bounds on the number of tasks required for different types of priors–in some cases exponentially improving previous results. In particular, we can upper bound the required number of tasks for parametric models with bounded learning complexity. Furthermore, our reduction applies to myriad continuous signal space settings. To the best of our knowledge, this is the first peer-prediction mechanism on continuous signals designed for the multi-task setting. Connection to Machine Learning. We show how to turn a soft-predictor of an agent’s signals (given the other agents’ signals) into a mechanism. This allows the practical use of machine learning algorithms that give good results even when many agents provide noisy information. Stronger Properties. In the finite setting, we obtain -strongly truthful mechanisms for any stochastically relevant prior. Prior works either only apply to more restrictive settings, or achieve a weaker notion of truthfulness (informed truthfulness). 

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2. Information Elicitation from Rowdy Crowds

   https://doi.org/10.1145/3442381.3449840  

   Schoenebeck, Grant; Yu, Fang-Yi; Zhang, Yichi (April 2021, Proceedings of the Web Conference (WWW '21))

   We initiate the study of information elicitation mechanisms for a crowd containing both self-interested agents, who respond to incentives, and adversarial agents, who may collude to disrupt the system. Our mechanisms work in the peer prediction setting where ground truth need not be accessible to the mechanism or even exist. We provide a meta-mechanism that reduces the design of peer prediction mechanisms to a related robust learning problem. The resulting mechanisms are ϵ-informed truthful, which means truth-telling is the highest paid ϵ-Bayesian Nash equilibrium (up to ϵ-error) and pays strictly more than uninformative equilibria. The value of ϵ depends on the properties of robust learning algorithm, and typically limits to 0 as the number of tasks and agents increase. We show how to use our meta-mechanism to design mechanisms with provable guarantees in two important crowdsourcing settings even when some agents are self-interested and others are adversarial. 

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3. Model-Powered Conditional Independence Test

   Sen, Rajat; Suresh, Ananda Theertha; Shanmugam, Karthikeyan; Dimakis, Alexandros; Shakkottai, Sanjay (January 2017, Advances in neural information processing systems)

   We consider the problem of non-parametric Conditional Independence testing (CI testing) for continuous random variables. Given i.i.d samples from the joint distribution f (x, y, z) of continuous random vectors X, Y and Z, we determine whether X is independent Y |Z. We approach this by converting the conditional independence test into a classification problem. This allows us to harness very powerful classifiers like gradient-boosted trees and deep neural networks. These models can handle complex probability distributions and allow us to perform significantly better compared to the prior state of the art, for high-dimensional CI testing. The main technical challenge in the classification problem is the need for samples from the conditional product distribution fCI(x,y,z) = f(x|z)f(y|z)f(z) – the joint distribution if and only if X is independent Y |Z. – when given access only to i.i.d. samples from the true joint distribution f (x, y, z). To tackle this problem we propose a novel nearest neighbor bootstrap procedure and theoretically show that our generated samples are indeed close to f^{CI} in terms of total variational distance. We then develop theoretical results regarding the generalization bounds for classification for our problem, which translate into error bounds for CI testing. We provide a novel analysis of Rademacher type classification bounds in the presence of non-i.i.d near- independent samples. We empirically validate the performance of our algorithm on simulated and real datasets and show performance gains over previous methods. 

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4. Peer Prediction for Learning Agents

   Feng, Shi; Yu, Fang-Yi; Chen, Yiling (December 2023, 36th Conference on Neural Information Processing Systems (NeurIPS 2022))

   Peer prediction refers to a collection of mechanisms for eliciting information from human agents when direct verification of the obtained information is unavailable. They are designed to have a game-theoretic equilibrium where everyone reveals their private information truthfully. This result holds under the assumption that agents are Bayesian and they each adopt a fixed strategy across all tasks. Human agents however are observed in many domains to exhibit learning behavior in sequential settings. In this paper, we explore the dynamics of sequential peer prediction mechanisms when participants are learning agents. We first show that the notion of no regret alone for the agents’ learning algorithms cannot guaran- tee convergence to the truthful strategy. We then focus on a family of learning algorithms where strategy updates only depend on agents’ cumulative rewards and prove that agents’ strategies in the popular Correlated Agreement (CA) mechanism converge to truthful reporting when they use algorithms from this family. This fam- ily of algorithms is not necessarily no-regret, but includes several familiar no-regret learning algorithms (e.g multiplicative weight update and Follow the Perturbed Leader) as special cases. Simulation of several algorithms in this family as well as the ε-greedy algorithm, which is outside of this family, shows convergence to the truthful strategy in the CA mechanism. 

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5. Distributionally Robust Structure Learning for Discrete Pairwise Markov Networks

   Li, Yeshu; Shi, Zhan; Zhang, Xinhua; Ziebart, Brian (March 2022, International Conference on Artificial Intelligence and Statistics)

   We consider the problem of learning the underlying structure of a general discrete pairwise Markov network. Existing approaches that rely on empirical risk minimization may perform poorly in settings with noisy or scarce data. To overcome these limitations, we propose a computationally efficient and robust learning method for this problem with near-optimal sample complexities. Our approach builds upon distributionally robust optimization (DRO) and maximum conditional log-likelihood. The proposed DRO estimator minimizes the worst-case risk over an ambiguity set of adversarial distributions within bounded transport cost or f-divergence of the empirical data distribution. We show that the primal minimax learning problem can be efficiently solved by leveraging sufficient statistics and greedy maximization in the ostensibly intractable dual formulation. Based on DRO’s approximation to Lipschitz and variance regularization, we derive near-optimal sample complexities matching existing results. Extensive empirical evidence with different corruption models corroborates the effectiveness of the proposed methods. 

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