Predicting and Understanding Initial Play

Predicting and Understanding Initial Play
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预测和理解初始游戏

DOI:
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发表时间:
2019
期刊:
The American Economic Review
影响因子:
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通讯作者:
Annie Liang
Annie Liang
中科院分区:
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文献类型:
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作者:
D. Fudenberg;Annie Liang

文献摘要

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我们使用机器学习来揭示矩阵游戏初始游戏中的错误。我们首先在过去实验的数据上训练预测算法。检查我们的算法预测正确,但现有经济模型不正确的游戏,导致我们向性能最佳的模型添加一个参数,以提高预测准确性。然后,我们观察了一系列新的“算法生成”游戏,并了解到我们可以通过混合模型获得更好的预测,该模型使用决策树来逐个游戏地决定使用两种经济模型中的哪一种进行预测。(JEL C70、C91)
We use machine learning to uncover regularities in the initial play of matrix games. We first train a prediction algorithm on data from past experiments. Examining the games where our algorithm predicts correctly, but existing economic models don’t, leads us to add a parameter to the best performing model that improves predictive accuracy. We then observe play in a collection of new “ algorithmically generated” games, and learn that we can obtain even better predictions with a hybrid model that uses a decision tree to decide game-by-game which of two economic models to use for prediction. (JEL C70, C91)