摘要翻译:
预测市场显示出为机器学习开发灵活机制的巨大希望。本文定义了多变量系统的机器学习市场,并建立了一个基于效用的分析框架。这不同于通常定义静态下注函数的方法。研究表明,这种市场可以通过改变agent效用函数来实现
机器学习中的模型组合方法,如专家乘积和专家混合方法作为均衡定价模型。它们还可以实现由局部潜力和消息传递方法组成的模型。通过组合多种不同的效用函数,预测市场还允许更灵活的组合。相反,市场机制在相关的概率模型中实现推理。这意味着可以利用市场机制实现并行建模和概率建模推理。
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英文标题:
《Machine Learning Markets》
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作者:
Amos Storkey
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最新提交年份:
2011
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分类信息:
一级分类:Computer Science 计算机科学
二级分类:Artificial Intelligence
人工智能
分类描述:Covers all areas of AI except Vision, Robotics, Machine Learning, Multiagent Systems, and Computation and Language (Natural Language Processing), which have separate subject areas. In particular, includes Expert Systems, Theorem Proving (although this may overlap with Logic in Computer Science), Knowledge Representation, Planning, and Uncertainty in AI. Roughly includes material in ACM Subject Classes I.2.0, I.2.1, I.2.3, I.2.4, I.2.8, and I.2.11.
涵盖了人工智能的所有领域,除了视觉、机器人、机器学习、多智能体系统以及计算和语言(自然语言处理),这些领域有独立的学科领域。特别地,包括专家系统,定理证明(尽管这可能与计算机科学中的逻辑重叠),知识表示,规划,和人工智能中的不确定性。大致包括ACM学科类I.2.0、I.2.1、I.2.3、I.2.4、I.2.8和I.2.11中的材料。
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一级分类:Computer Science 计算机科学
二级分类:Multiagent Systems 多智能体系统
分类描述:Covers multiagent systems, distributed artificial intelligence, intelligent agents, coordinated interactions. and practical applications. Roughly covers ACM Subject Class I.2.11.
涵盖多Agent系统、分布式人工智能、智能Agent、协调交互。和实际应用。大致涵盖ACM科目I.2.11类。
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一级分类:Computer Science 计算机科学
二级分类:Neural and Evolutionary Computing 神经与进化计算
分类描述:Covers neural networks, connectionism, genetic algorithms, artificial life, adaptive behavior. Roughly includes some material in ACM Subject Class C.1.3, I.2.6, I.5.
涵盖
神经网络,连接主义,遗传算法,人工生命,自适应行为。大致包括ACM学科类C.1.3、I.2.6、I.5中的一些材料。
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一级分类:Quantitative Finance 数量金融学
二级分类:Trading and Market Microstructure 交易与市场微观结构
分类描述:Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构,流动性,交易和拍卖设计,自动化交易,基于代理的建模和做市
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一级分类:Statistics 统计学
二级分类:Machine Learning 机器学习
分类描述:Covers machine learning papers (supervised, unsupervised, semi-supervised learning, graphical models, reinforcement learning, bandits, high dimensional inference, etc.) with a statistical or theoretical grounding
覆盖机器学习论文(监督,无监督,半监督学习,图形模型,强化学习,强盗,高维推理等)与统计或理论基础
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英文摘要:
Prediction markets show considerable promise for developing flexible mechanisms for machine learning. Here, machine learning markets for multivariate systems are defined, and a utility-based framework is established for their analysis. This differs from the usual approach of defining static betting functions. It is shown that such markets can implement model combination methods used in machine learning, such as product of expert and mixture of expert approaches as equilibrium pricing models, by varying agent utility functions. They can also implement models composed of local potentials, and message passing methods. Prediction markets also allow for more flexible combinations, by combining multiple different utility functions. Conversely, the market mechanisms implement inference in the relevant probabilistic models. This means that market mechanism can be utilized for implementing parallelized model building and inference for probabilistic modelling.
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PDF链接:
https://arxiv.org/pdf/1106.4509