arXiv subjects

Yuqing Kong

Publications and source records attributed to Yuqing Kong.

At least 37 records · Page 2Linked to original sources

arXiv2023

Learning to Bid in Repeated First-Price Auctions with Budgets

Budget management strategies in repeated auctions have received growing attention in online advertising markets. However, previous work on budget management in online bidding mainly focused on second-price auctions. The rapid shift from second-price auctions to first-price auctions for online ads in recent years has motivated the challenging question of how to bid in repeated first-price auctions while controlling budgets. In this work, we study the problem of learning in repeated first-price auctions with budgets. We design a dual-based algorithm that can achieve a near-optimal $\widetilde{O}(\sqrt{T})$ regret with full information feedback where the maximum competing bid is always revealed after each auction. We further consider the setting with one-sided information feedback where only the winning bid is revealed after each auction. We show that our modified algorithm can still achieve an $\widetilde{O}(\sqrt{T})$ regret with mild assumptions on the bidder's value distribution. Finally, we complement the theoretical results with numerical experiments to confirm the effectiveness of our budget management policy.

cs.GT↗

arXiv2023

Near-Optimal Experimental Design Under the Budget Constraint in Online Platforms

A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as spillover and carryover effects. Our study focuses on another challenge, especially for A/B testing on two-sided platforms -- budget constraints. Buyers on two-sided platforms often have limited budgets, where the conventional A/B testing may be infeasible to be applied, partly because two variants of allocation algorithms may conflict and lead some buyers to exceed their budgets if they are implemented simultaneously. We develop a model to describe two-sided platforms where buyers have limited budgets. We then provide an optimal experimental design that guarantees small bias and minimum variance. Bias is lower when there is more budget and a higher supply-demand rate. We test our experimental design on both synthetic data and real-world data, which verifies the theoretical results and shows our advantage compared to Bernoulli randomization.

cs.LG↗

arXiv2022

False Consensus, Information Theory, and Prediction Markets

We study a setting where Bayesian agents with a common prior have private information related to an event's outcome and sequentially make public announcements relating to their information. Our main result shows that when agents' private information is independent conditioning on the event's outcome whenever agents have similar beliefs about the outcome, their information is aggregated. That is, there is no false consensus. Our main result has a short proof based on a natural information theoretic framework. A key ingredient of the framework is the equivalence between the sign of the ``interaction information'' and a super/sub-additive property of the value of people's information. This provides an intuitive interpretation and an interesting application of the interaction information, which measures the amount of information shared by three random variables. We illustrate the power of this information theoretic framework by reproving two additional results within it: 1) that agents quickly agree when announcing (summaries of) beliefs in round robin fashion [Aaronson 2005]; and 2) results from [Chen et al 2010] on when prediction market agents should release information to maximize their payment. We also interpret the information theoretic framework and the above results in prediction markets by proving that the expected reward of revealing information is the conditional mutual information of the information revealed.

cs.GT↗

arXiv2022

Eliciting Thinking Hierarchy without a Prior

When we use the wisdom of the crowds, we usually rank the answers according to their popularity, especially when we cannot verify the answers. However, this can be very dangerous when the majority make systematic mistakes. A fundamental question arises: can we build a hierarchy among the answers \textit{without any prior} where the higher-ranking answers, which may not be supported by the majority, are from more sophisticated people? To address the question, we propose 1) a novel model to describe people's thinking hierarchy; 2) two algorithms to learn the thinking hierarchy without any prior; 3) a novel open-response based crowdsourcing approach based on the above theoretic framework. In addition to theoretic justifications, we conduct four empirical crowdsourcing studies and show that a) the accuracy of the top-ranking answers learned by our approach is much higher than that of plurality voting (In one question, the plurality answer is supported by 74 respondents but the correct answer is only supported by 3 respondents. Our approach ranks the correct answer the highest without any prior); b) our model has a high goodness-of-fit, especially for the questions where our top-ranking answer is correct. To the best of our knowledge, we are the first to propose a thinking hierarchy model with empirical validations in the general problem-solving scenarios; and the first to propose a practical open-response based crowdsourcing approach that beats plurality voting without any prior.

cs.GT↗

arXiv2022

Modularity and Mutual Information in Networks: Two Sides of the Same Coin

Modularity, first proposed by [Newman and Girvan, 2004], is one of the most popular ways to quantify the significance of community structure in complex networks. It can serve as both a standard benchmark to compare different community detection algorithms, and an optimization objective to detect communities itself. Previous work on modularity has developed many efficient algorithms for modularity maximization. However, few of researchers considered the interpretation of the modularity function itself. In this paper, we study modularity from an information-theoretical perspective and show that modularity and mutual information in networks are essentially the same. The main contribution is that we develop a family of generalized modularity measures, f-modularity based on f-mutual information. f-Modularity has an information-theoretical interpretation, enjoys the desired properties of mutual information measure, and provides an approach to estimate the mutual information between discrete random variables. At a high level, we show the significance of community structure is equivalent to the amount of information contained in the network. The connection of f-modularity and f-mutual information bridges two important fields, complex network and information theory and also sheds light on the design of measures on community structure in future.

cs.SI↗

arXiv2021

More Dominantly Truthful Multi-task Peer Prediction with a Finite Number of Tasks

In the setting where we ask participants multiple similar possibly subjective multi-choice questions (e.g. Do you like Bulbasaur? Y/N; do you like Squirtle? Y/N), peer prediction aims to design mechanisms that encourage honest feedback without verification. A series of works have successfully designed multi-task peer prediction mechanisms where reporting truthfully is better than any other strategy (dominantly truthful), while they require an infinite number of tasks. A recent work proposes the first multi-task peer prediction mechanism, Determinant Mutual Information (DMI)-Mechanism, where not only is dominantly truthful but also works for a finite number of tasks (practical). However, the existence of other practical dominantly-truthful multi-task peer prediction mechanisms remains to be an open question. This work answers the above question by providing 1. a new family of information-monotone information measures: volume mutual information (VMI), where DMI is a special case; 2. a new family of practical dominantly-truthful multi-task peer prediction mechanisms, VMI-Mechanisms. To illustrate the importance of VMI-Mechanisms, we also provide a tractable effort incentive optimization goal. We show that DMI-Mechanism may not be not optimal but we can construct a sequence of VMI-Mechanisms that are approximately optimal. The main technical highlight in this paper is a novel geometric information measure, Volume Mutual Information, that is based on a simple idea: we can measure an object A's information amount by the number of objects that is less informative than A. Different densities over the object lead to different information measures. This also gives Determinant Mutual Information a simple geometric interpretation.

cs.GT↗

arXiv2021

Information Elicitation Meets Clustering

In the setting where we want to aggregate people's subjective evaluations, plurality vote may be meaningless when a large amount of low-effort people always report "good" regardless of the true quality. "Surprisingly popular" method, picking the most surprising answer compared to the prior, handle this issue to some extent. However, it is still not fully robust to people's strategies. Here in the setting where a large number of people are asked to answer a small number of multi-choice questions (multi-task, large group), we propose an information aggregation method that is robust to people's strategies. Interestingly, this method can be seen as a rotated "surprisingly popular". It is based on a new clustering method, Determinant MaxImization (DMI)-clustering, and a key conceptual idea that information elicitation without ground-truth can be seen as a clustering problem. Of independent interest, DMI-clustering is a general clustering method that aims to maximize the volume of the simplex consisting of each cluster's mean multiplying the product of the cluster sizes. We show that DMI-clustering is invariant to any non-degenerate affine transformation for all data points. When the data point's dimension is a constant, DMI-clustering can be solved in polynomial time. In general, we present a simple heuristic for DMI-clustering which is very similar to Lloyd's algorithm for k-means. Additionally, we also apply the clustering idea in the single-task setting and use the spectral method to propose a new aggregation method that utilizes the second-moment information elicited from the crowds.

cs.GT↗

arXiv2021

Truthful Information Elicitation from Hybrid Crowds

Suppose a decision maker wants to predict weather tomorrow by eliciting and aggregating information from crowd. How can the decision maker incentivize the crowds to report their information truthfully? Many truthful peer prediction mechanisms have been proposed for homogeneous agents, whose types are drawn from the same distribution. However, in many situations, the population is a hybrid crowd of different types of agents with different forms of information, and the decision maker has neither the identity of any individual nor the proportion of each types of agents in the crowd. Ignoring the heterogeneity among the agent may lead to inefficient of biased information, which would in turn lead to suboptimal decisions. In this paper, we propose the first framework for information elicitation from hybrid crowds, and two mechanisms to motivate agents to report their information truthfully. The first mechanism combines two mechanisms via linear transformations and the second is based on mutual information. With two mechanisms, the decision maker can collect high quality information from hybrid crowds, and learns the expertise of agents.

cs.GT↗

arXiv2021

BONUS! Maximizing Surprise

Multi-round competitions often double or triple the points awarded in the final round, calling it a bonus, to maximize spectators' excitement. In a two-player competition with $n$ rounds, we aim to derive the optimal bonus size to maximize the audience's overall expected surprise (as defined in [7]). We model the audience's prior belief over the two players' ability levels as a beta distribution. Using a novel analysis that clarifies and simplifies the computation, we find that the optimal bonus depends greatly upon the prior belief and obtain solutions of various forms for both the case of a finite number of rounds and the asymptotic case. In an interesting special case, we show that the optimal bonus approximately and asymptotically equals to the "expected lead", the number of points the weaker player will need to come back in expectation. Moreover, we observe that priors with a higher skewness lead to a higher optimal bonus size, and in the symmetric case, priors with a higher uncertainty also lead to a higher optimal bonus size. This matches our intuition since a highly asymmetric prior leads to a high "expected lead", and a highly uncertain symmetric prior often leads to a lopsided game, which again benefits from a larger bonus.

cs.GT↗

arXiv2021

SURPRISE! and When to Schedule It

Information flow measures, over the duration of a game, the audience's belief of who will win, and thus can reflect the amount of surprise in a game. To quantify the relationship between information flow and audiences' perceived quality, we conduct a case study where subjects watch one of the world's biggest esports events, LOL S10. In addition to eliciting information flow, we also ask subjects to report their rating for each game. We find that the amount of surprise in the end of the game plays a dominant role in predicting the rating. This suggests the importance of incorporating when the surprise occurs, in addition to the amount of surprise, in perceived quality models. For content providers, it implies that everything else being equal, it is better for twists to be more likely to happen toward the end of a show rather than uniformly throughout.

cs.MA↗

arXiv2021

Equal Affection or Random Selection: the Quality of Subjective Feedback from a Group Perspective

In the setting where a group of agents is asked a single subjective multi-choice question (e.g. which one do you prefer? cat or dog?), we are interested in evaluating the quality of the collected feedback. However, the collected statistics are not sufficient to reflect how informative the feedback is since fully informative feedback (equal affection of the choices) and fully uninformative feedback (random selection) have the same uniform statistics. Here we distinguish the above two scenarios by additionally asking for respondents' predictions about others' choices. We assume that informative respondents' predictions strongly depend on their own choices while uninformative respondents' do not. With this assumption, we propose a new definition for uninformative feedback and correspondingly design a family of evaluation metrics, called f-variety, for group-level feedback which can 1) distinguish informative feedback and uninformative feedback (separation) even if their statistics are both uniform and 2) decrease as the ratio of uninformative respondents increases (monotonicity). We validate our approach both theoretically and numerically. Moreover, we conduct two real-world case studies about 1) comparisons about athletes and 2) comparisons about stand-up comedians to show the superiority of our approach.

cs.GT↗

arXiv2020

TCGM: An Information-Theoretic Framework for Semi-Supervised Multi-Modality Learning

Fusing data from multiple modalities provides more information to train machine learning systems. However, it is prohibitively expensive and time-consuming to label each modality with a large amount of data, which leads to a crucial problem of semi-supervised multi-modal learning. Existing methods suffer from either ineffective fusion across modalities or lack of theoretical guarantees under proper assumptions. In this paper, we propose a novel information-theoretic approach, namely \textbf{T}otal \textbf{C}orrelation \textbf{G}ain \textbf{M}aximization (TCGM), for semi-supervised multi-modal learning, which is endowed with promising properties: (i) it can utilize effectively the information across different modalities of unlabeled data points to facilitate training classifiers of each modality (ii) it has theoretical guarantee to identify Bayesian classifiers, i.e., the ground truth posteriors of all modalities. Specifically, by maximizing TC-induced loss (namely TC gain) over classifiers of all modalities, these classifiers can cooperatively discover the equivalent class of ground-truth classifiers; and identify the unique ones by leveraging limited percentage of labeled data. We apply our method to various tasks and achieve state-of-the-art results, including news classification, emotion recognition and disease prediction.

cs.CV↗

arXiv2019

Outsourcing Computation: the Minimal Refereed Mechanism

We consider a setting where a verifier with limited computation power delegates a resource intensive computation task---which requires a $T\times S$ computation tableau---to two provers where the provers are rational in that each prover maximizes their own payoff---taking into account losses incurred by the cost of computation. We design a mechanism called the Minimal Refereed Mechanism (MRM) such that if the verifier has $O(\log S + \log T)$ time and $O(\log S + \log T)$ space computation power, then both provers will provide a honest result without the verifier putting any effort to verify the results. The amount of computation required for the provers (and thus the cost) is a multiplicative $\log S$-factor more than the computation itself, making this schema efficient especially for low-space computations.

cs.GT↗

arXiv2019

L_DMI: An Information-theoretic Noise-robust Loss Function

Accurately annotating large scale dataset is notoriously expensive both in time and in money. Although acquiring low-quality-annotated dataset can be much cheaper, it often badly damages the performance of trained models when using such dataset without particular treatment. Various methods have been proposed for learning with noisy labels. However, most methods only handle limited kinds of noise patterns, require auxiliary information or steps (e.g. , knowing or estimating the noise transition matrix), or lack theoretical justification. In this paper, we propose a novel information-theoretic loss function, $\mathcal{L}_{DMI}$, for training deep neural networks robust to label noise. The core of $\mathcal{L}_{DMI}$ is a generalized version of mutual information, termed Determinant based Mutual Information (DMI), which is not only information-monotone but also relatively invariant. \emph{To the best of our knowledge, $\mathcal{L}_{DMI}$ is the first loss function that is provably robust to instance-independent label noise, regardless of noise pattern, and it can be applied to any existing classification neural networks straightforwardly without any auxiliary information}. In addition to theoretical justification, we also empirically show that using $\mathcal{L}_{DMI}$ outperforms all other counterparts in the classification task on both image dataset and natural language dataset include Fashion-MNIST, CIFAR-10, Dogs vs. Cats, MR with a variety of synthesized noise patterns and noise amounts, as well as a real-world dataset Clothing1M. Codes are available at https://github.com/Newbeeer/L_DMI .

cs.LG↗

arXiv2019

Dominantly Truthful Multi-task Peer Prediction with a Constant Number of Tasks

In the setting where participants are asked multiple similar possibly subjective multi-choice questions (e.g. Do you like Panda Express? Y/N; do you like Chick-fil-A? Y/N), a series of peer prediction mechanisms are designed to incentivize honest reports and some of them achieve dominantly truthfulness: truth-telling is a dominant strategy and strictly dominate other "non-permutation strategy" with some mild conditions. However, a major issue hinders the practical usage of those mechanisms: they require the participants to perform an infinite number of tasks. When the participants perform a finite number of tasks, these mechanisms only achieve approximated dominant truthfulness. The existence of a dominantly truthful multi-task peer prediction mechanism that only requires a finite number of tasks remains to be an open question that may have a negative result, even with full prior knowledge. This paper answers this open question by proposing a new mechanism, Determinant based Mutual Information Mechanism (DMI-Mechanism), that is dominantly truthful when the number of tasks is at least 2C and the number of participants is at least 2. C is the number of choices for each question (C=2 for binary-choice questions). In addition to incentivizing honest reports, DMI-Mechanism can also be transferred into an information evaluation rule that identifies high-quality information without verification when there are at least 3 participants. To the best of our knowledge, DMI-Mechanism is the first dominantly truthful mechanism that works for a finite number of tasks, not to say a small constant number of tasks.

cs.GT↗

arXiv2019

Max-MIG: an Information Theoretic Approach for Joint Learning from Crowds

Eliciting labels from crowds is a potential way to obtain large labeled data. Despite a variety of methods developed for learning from crowds, a key challenge remains unsolved: \emph{learning from crowds without knowing the information structure among the crowds a priori, when some people of the crowds make highly correlated mistakes and some of them label effortlessly (e.g. randomly)}. We propose an information theoretic approach, Max-MIG, for joint learning from crowds, with a common assumption: the crowdsourced labels and the data are independent conditioning on the ground truth. Max-MIG simultaneously aggregates the crowdsourced labels and learns an accurate data classifier. Furthermore, we devise an accurate data-crowds forecaster that employs both the data and the crowdsourced labels to forecast the ground truth. To the best of our knowledge, this is the first algorithm that solves the aforementioned challenge of learning from crowds. In addition to the theoretical validation, we also empirically show that our algorithm achieves the new state-of-the-art results in most settings, including the real-world data, and is the first algorithm that is robust to various information structures. Codes are available at \hyperlink{https://github.com/Newbeeer/Max-MIG}{https://github.com/Newbeeer/Max-MIG}

cs.LG↗

arXiv2019

Securely Trading Unverifiable Information without Trust

In future, information may become one of the most important assets in economy. However, unlike common goods (e.g. clothing), information is troublesome in trading since the information commodities are \emph{vulnerable}, as they lose their values immediately after revelation, and possibly unverifiable, as they can be subjective. By authorizing a trusted center (e.g. Amazon) to help manage the information trade, traders are ``forced'' to give the trusted center the ability to become an information monopolist. To this end, we need a trust-free (i.e. without a trusted center and with only strategic traders) unverifiable information trade protocol such that it 1) motivates the sellers to provide high quality information, and the buyer to pay for the information with a fair price (truthful); 2) except the owner, the information is known only to its buyer if the trade is executed (secure). In an unverifiable information trade scenario (e.g. a medical company wants to buy experts' opinions on multiple difficult medical images with unknown pathological truth from several hospitals), we design a trust-free, truthful, and secure protocol, Smart Info-Dealer (SMind), for information trading, by borrowing three cutting-edge tools that include peer prediction, secure multi-party computation, and smart contract. With SMind, without a trusted center, a seller with high-quality information is able to sell her information securely at a fair price and those with low-quality information cannot earn extra money with poor information or steal information from other sellers. We believe SMind will help describe a free and secure information trade scenario in the future.

cs.GT↗

arXiv2018

Eliciting Expertise without Verification

A central question of crowd-sourcing is how to elicit expertise from agents. This is even more difficult when answers cannot be directly verified. A key challenge is that sophisticated agents may strategically withhold effort or information when they believe their payoff will be based upon comparison with other agents whose reports will likely omit this information due to lack of effort or expertise. Our work defines a natural model for this setting based on the assumption that \emph{more sophisticated agents know the beliefs of less sophisticated agents}. We then provide a mechanism design framework for this setting. From this framework, we design several novel mechanisms, for both the single and multiple question settings, that (1) encourage agents to invest effort and provide their information honestly; (2) output a correct "hierarchy" of the information when agents are rational.

cs.GT↗