Information elicitation for decision making
Information elicitation for decision making
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发表时间：
2011
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通讯作者：
Ian A. Kash
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作者：
Yiling Chen;Ian A. Kash
适当的评分规则，特别是作为预测市场的基础时，是引发和汇总有关事件（如选举或体育赛事的可能结果）的信念的强大工具。这样的评分规则激励单个代理揭示她对事件的真实信念。Othman和Sandholm [16]引入了决策规则的概念，以在信息被引出是以某些决策选择为条件的情况下研究这些问题。例如，“如果我们选择播放新的电视节目X，那么拥有1000万观众的概率是多少？如果我们选择Y呢？“由于只有一个节目可以真正在一个插槽中播出，只有在选择的替代方案下的结果可以观察到。奥斯曼和桑德霍姆为一个单一的、确定性的决策规则开发了适当的评分规则（因此也是决策市场）：总是选择成功概率最大的行动。在这项工作中，我们显着推广他们的结果，为其他确定性决策规则，随机决策规则，以及可能有两个以上结果的情况下（例如，少于一百万观众，多于一个但少于十个，或超过一千万）开发评分规则。
Proper scoring rules, particularly when used as the basis for a prediction market, are powerful tools for eliciting and aggregating beliefs about events such as the likely outcome of an election or sporting event. Such scoring rules incentivize a single agent to reveal her true beliefs about the event. Othman and Sandholm [16] introduced the idea of a decision rule to examine these problems in contexts where the information being elicited is conditional on some decision alternatives. For example, "What is the probability having ten million viewers if we choose to air new television show X? What if we choose Y?" Since only one show can actually air in a slot, only the results under the chosen alternative can ever be observed. Othman and Sandholm developed proper scoring rules (and thus decision markets) for a single, deterministic decision rule: always select the the action with the greatest probability of success. In this work we significantly generalize their results, developing scoring rules for other deterministic decision rules, randomized decision rules, and situations where there may be more than two outcomes (e.g. less than a million viewers, more than one but less than ten, or more than ten million).