3,022 research outputs found
On non-monotonic Choquet integrals as aggregation functions
This paper deals with non-monotonic Choquet integral, a generalization of the regular Choquet integral. The discrete non-monotonic Choquet integral is considered under the viewpoint of aggregation. In particular we give an axiomatic characterization of the class of non-monotonic Choquet integrals.We show how the Shapley index, in contrast with the monotonic case, can assume positive values if the criterion is in average a benefit, depending on its effect in all the possible coalition coalitions, and negative values in the opposite case of a cost criterion.
Aggregation of multiple prior opinions.
Experts are asked to provide their advice in a situation of uncertainty. They adopt the decision maker’s utility function, but each has a potentially different set of prior probabilities, and so does the decision maker. The decision maker and the experts maximize the minimal expected utility with respect to their sets of priors. We show that a natural Pareto condition is equivalent to the existence of a set Λ of probability vectors over the experts, interpreted as possible allocations of weights to the experts, such that (i) the decision maker’s set of priors is precisely all the weighted-averages of priors, where an expert’s prior is taken from her set and the weight vector is taken from Λ; (ii) the decision maker’s valuation of an act is the minimal weighted valuation, over all weight vectors in Λ, of the experts’ valuations.Aggregation of opinions, Ambiguity, Multiple priors;
On weak monotonicity of some mixture functions
Monotonicity with respect to all arguments is fundamental to the definition of aggregation functions. Here we study means that are not necessarily monotone. Weak monotonicity was recently proposed as a relaxation of the monotonicity condition for averaging functions. We provide results for the weak monotonicity of some importantclasses of mixture functions. With these results we are able to extend and improve the understanding of this very important class of functions
On the convergence of mirror descent beyond stochastic convex programming
In this paper, we examine the convergence of mirror descent in a class of
stochastic optimization problems that are not necessarily convex (or even
quasi-convex), and which we call variationally coherent. Since the standard
technique of "ergodic averaging" offers no tangible benefits beyond convex
programming, we focus directly on the algorithm's last generated sample (its
"last iterate"), and we show that it converges with probabiility if the
underlying problem is coherent. We further consider a localized version of
variational coherence which ensures local convergence of stochastic mirror
descent (SMD) with high probability. These results contribute to the landscape
of non-convex stochastic optimization by showing that (quasi-)convexity is not
essential for convergence to a global minimum: rather, variational coherence, a
much weaker requirement, suffices. Finally, building on the above, we reveal an
interesting insight regarding the convergence speed of SMD: in problems with
sharp minima (such as generic linear programs or concave minimization
problems), SMD reaches a minimum point in a finite number of steps (a.s.), even
in the presence of persistent gradient noise. This result is to be contrasted
with existing black-box convergence rate estimates that are only asymptotic.Comment: 30 pages, 5 figure
Use of idempotent functions in the aggregation of different filters for noise removal
The majority of existing denoising algorithms obtain good results for a specific noise model, and when it is known previously. Nonetheless, there is a lack in denoising algorithms that can deal with any unknown noisy images. Therefore, in this paper, we study the use of aggregation functions for denoising purposes, where the noise model is not necessary known in advance; and how these functions affect the visual and quantitative results of the resultant images
Majority Dynamics and Aggregation of Information in Social Networks
Consider n individuals who, by popular vote, choose among q >= 2
alternatives, one of which is "better" than the others. Assume that each
individual votes independently at random, and that the probability of voting
for the better alternative is larger than the probability of voting for any
other. It follows from the law of large numbers that a plurality vote among the
n individuals would result in the correct outcome, with probability approaching
one exponentially quickly as n tends to infinity. Our interest in this paper is
in a variant of the process above where, after forming their initial opinions,
the voters update their decisions based on some interaction with their
neighbors in a social network. Our main example is "majority dynamics", in
which each voter adopts the most popular opinion among its friends. The
interaction repeats for some number of rounds and is then followed by a
population-wide plurality vote.
The question we tackle is that of "efficient aggregation of information": in
which cases is the better alternative chosen with probability approaching one
as n tends to infinity? Conversely, for which sequences of growing graphs does
aggregation fail, so that the wrong alternative gets chosen with probability
bounded away from zero? We construct a family of examples in which interaction
prevents efficient aggregation of information, and give a condition on the
social network which ensures that aggregation occurs. For the case of majority
dynamics we also investigate the question of unanimity in the limit. In
particular, if the voters' social network is an expander graph, we show that if
the initial population is sufficiently biased towards a particular alternative
then that alternative will eventually become the unanimous preference of the
entire population.Comment: 22 page
- …