Optimization of Scoring Rules

Optimization of Scoring Rules
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评分规则优化

DOI:
10.1145/3490486.3538338
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发表时间:
2022
期刊:
ACM Conference on Economics and Computation
影响因子:
--
通讯作者:
Wu, Yifan
Wu, Yifan
中科院分区:
--
文献类型:
--
作者:
Li, Yingkai;Hartline, Jason D.;Shan, Liren;Wu, Yifan

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本文介绍了一个优化合理评分规则的目标。目标是最大化预测者的收益增长,他施加二元努力,从先验信念中提炼后验信念。在这个框架中,我们描述了简单设置下的最优评分规则,给出了在复杂设置下计算最优评分规则的有效算法,并确定了近似最优的简单评分规则。相比之下,理论和实践中的标准评分规则——例如二次规则、期望值评分规则、多任务评分规则(即单任务评分规则的平均值)——可能远非最优。
This paper introduces an objective for optimizing proper scoring rules. The objective is to maximize the increase in payoff of a forecaster who exerts a binary level of effort to refine a posterior belief from a prior belief. In this framework we characterize optimal scoring rules in simple settings, give efficient algorithms for computing optimal scoring rules in complex settings, and identify simple scoring rules that are approximately optimal. In comparison, standard scoring rules in theory and practice -- for example the quadratic rule, scoring rules for the expectation, and scoring rules for multiple tasks that are averages of single-task scoring rules -- can be very far from optimal.
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