Towards Replication-Robust Analytics Markets

Fuente: arXiv
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Main Authors: Falconer, Thomas, Kazempour, Jalal, Pinson, Pierre
Format: Preprint
Published: 2023
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author Falconer, Thomas
Kazempour, Jalal
Pinson, Pierre
author_facet Falconer, Thomas
Kazempour, Jalal
Pinson, Pierre
contents Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple agents share features and are rewarded for improving the predictions of others. These rewards can be computed by treating features as players in a coalitional game, with solution concepts that yield desirable market properties. However, this setup incites agents to strategically replicate their data and act under multiple false identities to increase their own revenue and diminish that of others, limiting the viability of such markets in practice. In this work, we develop an analytics market robust to such strategic replication for supervised learning problems. We adopt Pearl's do-calculus from causal inference to refine the coalitional game by differentiating between observational and interventional conditional probabilities. As a result, we derive rewards that are replication-robust by design.
format Preprint
id arxiv_https___arxiv_org_abs_2310_06000
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Towards Replication-Robust Analytics Markets
Falconer, Thomas
Kazempour, Jalal
Pinson, Pierre
General Economics
Economics
Computer Science and Game Theory
Despite recent advancements in machine learning, in practice, relevant datasets are often distributed among market competitors who are reluctant to share. To incentivize data sharing, recent works propose analytics markets, where multiple agents share features and are rewarded for improving the predictions of others. These rewards can be computed by treating features as players in a coalitional game, with solution concepts that yield desirable market properties. However, this setup incites agents to strategically replicate their data and act under multiple false identities to increase their own revenue and diminish that of others, limiting the viability of such markets in practice. In this work, we develop an analytics market robust to such strategic replication for supervised learning problems. We adopt Pearl's do-calculus from causal inference to refine the coalitional game by differentiating between observational and interventional conditional probabilities. As a result, we derive rewards that are replication-robust by design.
title Towards Replication-Robust Analytics Markets
topic General Economics
Economics
Computer Science and Game Theory
url https://arxiv.org/abs/2310.06000