LGGTMLOct 8, 2019

Sample Elicitation

arXiv:1910.03155v31 citationsHas Code
Originality Incremental advance
AI Analysis

This addresses the challenge of collecting credible training data in machine learning, particularly for deep learning systems, by providing a mechanism to elicit truthful samples from agents, which is an incremental improvement over classical elicitation methods.

The paper tackles the problem of incentivizing truthful sample contributions from self-interested agents for training data-intensive learning systems, achieving approximate incentive compatibility with an efficient estimator and demonstrating effectiveness on synthetic and real datasets like MNIST and CIFAR-10.

It is important to collect credible training samples $(x,y)$ for building data-intensive learning systems (e.g., a deep learning system). Asking people to report complex distribution $p(x)$, though theoretically viable, is challenging in practice. This is primarily due to the cognitive loads required for human agents to form the report of this highly complicated information. While classical elicitation mechanisms apply to eliciting a complex and generative (and continuous) distribution $p(x)$, we are interested in eliciting samples $x_i \sim p(x)$ from agents directly. We coin the above problem "sample elicitation". This paper introduces a deep learning aided method to incentivize credible sample contributions from self-interested and rational agents. We show that with an accurate estimation of a certain $f$-divergence function we can achieve approximate incentive compatibility in eliciting truthful samples. We then present an efficient estimator with theoretical guarantees via studying the variational forms of the $f$-divergence function. We also show a connection between this sample elicitation problem and $f$-GAN, and how this connection can help reconstruct an estimator of the distribution based on collected samples. Experiments on synthetic data, MNIST, and CIFAR-10 datasets demonstrate that our mechanism elicits truthful samples. Our implementation is available at https://github.com/weijiaheng/Credible-sample-elicitation.git.

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