Incentive-Compatible Forecasting Competitions
Incentive-Compatible Forecasting Competitions
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激励相容的预测竞赛
DOI：
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发表时间：
2018
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影响因子：
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通讯作者：
Andreas Krause
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作者：
Jens Witkowski;Rupert Freeman;Jennifer Wortman Vaughan;David M. Pennock;Andreas Krause
我们发起了激励兼容预测竞赛的研究，其中多个预测者对一个或多个事件进行预测，并争夺一个奖项。我们有两个目标：(1)激励预报员如实报告；(2)奖励最准确的预报员。如果所有的预报员都根据他们的分数获得报酬，那么适当的评分规则就会激励他们如实报告。然而，如果只有得分最高的预测者获奖，激励机制就会被扭曲，因为预测者往往可以通过报告更极端的信念来提高自己得分最高的可能性。本文介绍了两种新的预测竞争机制。我们的第一种机制是激励相容的，保证选择最准确的预测者，概率高于任何其他预测者。此外，我们发现在标准的单事件、双预测者设置和温和的技术条件下，没有其他激励相容机制选择概率更高的最准确的预测者。当预测者的信念是关于一个事件的信息不会导致对其他事件的信念更新时，我们的第二种机制是激励相容的，并且随着事件数量的增加，它会选择概率接近1的最佳预测者。我们的激励兼容性概念比之前的优势策略激励兼容性定义更普遍，因为它允许报告与事件结果相关联。此外，我们的机制很容易实现，并且可以推广到输出预报员排名和雇用对未来事件具有高准确性的预报员等相关问题。本文被闫晨、行为经济学和决策分析等学科接受。
We initiate the study of incentive-compatible forecasting competitions in which multiple forecasters make predictions about one or more events and compete for a single prize. We have two objectives: (1) to incentivize forecasters to report truthfully and (2) to award the prize to the most accurate forecaster. Proper scoring rules incentivize truthful reporting if all forecasters are paid according to their scores. However, incentives become distorted if only the best-scoring forecaster wins a prize, since forecasters can often increase their probability of having the highest score by reporting more extreme beliefs. In this paper, we introduce two novel forecasting competition mechanisms. Our first mechanism is incentive compatible and guaranteed to select the most accurate forecaster with probability higher than any other forecaster. Moreover, we show that in the standard single-event, two-forecaster setting and under mild technical conditions, no other incentive-compatible mechanism selects the most accurate forecaster with higher probability. Our second mechanism is incentive compatible when forecasters’ beliefs are such that information about one event does not lead to belief updates on other events, and it selects the best forecaster with probability approaching one as the number of events grows. Our notion of incentive compatibility is more general than previous definitions of dominant strategy incentive compatibility in that it allows for reports to be correlated with the event outcomes. Moreover, our mechanisms are easy to implement and can be generalized to the related problems of outputting a ranking over forecasters and hiring a forecaster with high accuracy on future events. This paper was accepted by Yan Chen, behavioral economics and decision analysis.