12 research outputs found
An Incentive Compatible Multi-Armed-Bandit Crowdsourcing Mechanism with Quality Assurance
Consider a requester who wishes to crowdsource a series of identical binary
labeling tasks to a pool of workers so as to achieve an assured accuracy for
each task, in a cost optimal way. The workers are heterogeneous with unknown
but fixed qualities and their costs are private. The problem is to select for
each task an optimal subset of workers so that the outcome obtained from the
selected workers guarantees a target accuracy level. The problem is a
challenging one even in a non strategic setting since the accuracy of
aggregated label depends on unknown qualities. We develop a novel multi-armed
bandit (MAB) mechanism for solving this problem. First, we propose a framework,
Assured Accuracy Bandit (AAB), which leads to an MAB algorithm, Constrained
Confidence Bound for a Non Strategic setting (CCB-NS). We derive an upper bound
on the number of time steps the algorithm chooses a sub-optimal set that
depends on the target accuracy level and true qualities. A more challenging
situation arises when the requester not only has to learn the qualities of the
workers but also elicit their true costs. We modify the CCB-NS algorithm to
obtain an adaptive exploration separated algorithm which we call { \em
Constrained Confidence Bound for a Strategic setting (CCB-S)}. CCB-S algorithm
produces an ex-post monotone allocation rule and thus can be transformed into
an ex-post incentive compatible and ex-post individually rational mechanism
that learns the qualities of the workers and guarantees a given target accuracy
level in a cost optimal way. We provide a lower bound on the number of times
any algorithm should select a sub-optimal set and we see that the lower bound
matches our upper bound upto a constant factor. We provide insights on the
practical implementation of this framework through an illustrative example and
we show the efficacy of our algorithms through simulations
Pattern Clustering using Cooperative Game Theory
In this paper, we approach the classical problem of clustering using solution
concepts from cooperative game theory such as Nucleolus and Shapley value. We
formulate the problem of clustering as a characteristic form game and develop a
novel algorithm DRAC (Density-Restricted Agglomerative Clustering) for
clustering. With extensive experimentation on standard data sets, we compare
the performance of DRAC with that of well known algorithms. We show an
interesting result that four prominent solution concepts, Nucleolus, Shapley
value, Gately point and \tau-value coincide for the defined characteristic form
game. This vindicates the choice of the characteristic function of the
clustering game and also provides strong intuitive foundation for our approach.Comment: 6 pages, 6 figures, published in Proceedings of Centenary Conference
- Department of Electrical Engineering, Indian Institute of Science :
653-658, 201
An optimal bidimensional multi-armed bandit auction for multi-unit procurement
We study the problem of a buyer who gains stochastic rewards by procuring through an auction, multiple units of a service or item from a pool of heterogeneous agents who are strategic on two dimensions, namely cost and capacity. The reward obtained for a single unit from an allocated agent depends on the inherent quality of the agent; the agent's quality is fixed but unknown. Each agent can only supply a limited number of units (capacity of the agent). The cost incurred per unit and capacity (maximum number of units that can be supplied) are private information of each agent. The auctioneer is required to elicit from the agents their costs as well as capacities (making the mechanism design bidimensional) and further, learn the qualities of the agents as well, with a view to maximize her utility. Motivated by this, we design a bidimensional multi-armed bandit procurement auction that seeks to maximize the expected utility of the auctioneer subject to incentive compatibility and individual rationality, while simultaneously learning the unknown qualities of the agents. We first work with the assumption that the qualities are known, and propose an optimal, truthful mechanism 2D-OPT for the auctioneer to elicit costs and capacities. Next, in order to learn the qualities of the agents as well, we provide sufficient conditions for a learning algorithm to be Bayesian incentive compatible and individually rational. We finally design a novel learning mechanism, 2D-UCB that is stochastic Bayesian incentive compatible and individually rational
Multi-Label Classification from Multiple Noisy Sources Using Topic Models
Multi-label classification is a well-known supervised machine learning setting where each instance is associated with multiple classes. Examples include annotation of images with multiple labels, assigning multiple tags for a web page, etc. Since several labels can be assigned to a single instance, one of the key challenges in this problem is to learn the correlations between the classes. Our first contribution assumes labels from a perfect source. Towards this, we propose a novel topic model (ML-PA-LDA). The distinguishing feature in our model is that classes that are present as well as the classes that are absent generate the latent topics and hence the words. Extensive experimentation on real world datasets reveals the superior performance of the proposed model. A natural source for procuring the training dataset is through mining user-generated content or directly through users in a crowdsourcing platform. In this more practical scenario of crowdsourcing, an additional challenge arises as the labels of the training instances are provided by noisy, heterogeneous crowd-workers with unknown qualities. With this motivation, we further augment our topic model to the scenario where the labels are provided by multiple noisy sources and refer to this model as ML-PA-LDA-MNS. With experiments on simulated noisy annotators, the proposed model learns the qualities of the annotators well, even with minimal training data
MECHANISMS WITH LEARNING FOR STOCHASTIC MULTI-ARMED BANDIT PROBLEMS
The multi-armed bandit (MAB) problem is a widely studied problem in machine learning literature in the context of online learning. In this article, our focus is on a specific class of problems namely stochastic MAB problems where the rewards are stochastic. In particular, we emphasize stochastic MAB problems with strategic agents. Dealing with strategic agents warrants the use of mechanism design principles in conjunction with online learning, and leads to non-trivial technical challenges. In this paper, we first provide three motivating problems arising from Internet advertising, crowdsourcing, and smart grids. Next, we provide an overview of stochastic MAB problems and key associated learning algorithms including upper confidence bound (UCB) based algorithms. We provide proofs of important results related to regret analysis of the above learning algorithms. Following this, we present mechanism design for stochastic MAB problems. With the classic example of sponsored search auctions as a backdrop, we bring out key insights in important issues such as regret lower bounds, exploration separated mechanisms, designing truthful mechanisms, UCB based mechanisms, and extension to multiple pull MAB problems. Finally we provide a bird's eye view of recent results in the area and present a few issues that require immediate future attention
A quality assuring, cost optimal multi-armed bandit mechanism for expertsourcing
There are numerous situations when a service requester wishes to expertsource a series of identical but non-trivial tasks from a pool of experts so as to achieve an assured accuracy level for each task, in a cost optimal way. The experts available are typically heterogeneous with unknown but fixed qualities and different service costs. The service costs are usually private to the experts and the experts could be strategic about their costs. The problem is to select for each task an optimal subset of experts so that the outcome obtained after aggregating the opinions from the selected experts guarantees a target level of accuracy. The problem is a challenging one even in a non-strategic setting since the accuracy of an aggregated outcome depends on unknown qualities. We develop a novel multi-armed bandit (MAB) mechanism for solving this problem. First, we propose a framework, Assured Accuracy Bandit (MB) framework, which leads to a MAB algorithm, Constrained Confidence Bound for Non-Strategic Setting (CCB-NS). We derive an upper bound on the number of time steps this algorithm chooses a sub-optimal set, which depends on the target accuracy and true qualities. A more challenging situation arises when the requester not only has to learn the qualities of the experts but has to elicit their true service costs as well. We modify the CCB-NS algorithm to obtain an adaptive exploration separated algorithm Constrained Confidence Bound for Strategic Setting (CCB-S). The CCB-S algorithm produces an ex-post monotone allocation rule that can then be transformed into an ex post incentive compatible and ex-post individually rational mechanism. This mechanism learns the qualities of the experts and guarantees a given target accuracy level in a cost optimal way. We also provide a lower bound on the number of times any algorithm must select a sub-optimal set and we see that the lower bound matches our upper bound up to a constant factor. We provide insights on a practical implementation of this framework through an illustrative example and demonstrate the efficacy of our algorithms through simulations. (C) 2017 Elsevier B.V. All rights reserved