Schedule
Schedule is tentative and may be adjusted as the course proceeds.
| # | Date | Topics and Readings | Extra Readings | Reading Questions | Presenter |
| 1 | 1/25 | Introduction | Lecture Slides | Yiling | |
| 2 | 1/27 |
Game Theory and Decision Theory Review Chapter 3, Chapter 6 (6.3 only). Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations Links to an external site., by Y. Shoham and K. Leyton-Brown (2009). |
Chapter 5 (5.1, 5.2 only) and Chapter 6 (6.1.1, 6.1.2 only). Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations Links to an external site., by Y. Shoham and K. Leyton-Brown (2009). |
Yiling | |
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Scoring Rules and Elicitation |
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| 3 | 2/1 |
Proper Scoring Rules Elicitation of Personal Probabilities and Expectations. L. J. Savage, Journal of the American Statistical Association, 66(336):783-801, 1971. |
GR'07, LPS'08, Selten'98, HB'71, WM'68,McCarthy'56, Brier'50 Links to an external site. |
RQs |
Yiling |
| 4 | 2/3 |
Peer Prediction
Eliciting Honest Feedback: The Peer-Prediction Method, N. Miller, P. Resnick, and R. Zeckhauser, Management Science, 51(9): 1359-1373, 2005. (Read sections 1 and 2. The rest is optional.)
Crowdsourced Judgement Elicitation with Endogenous Proficiency, Links to an external site. A Dasgupta, and A. Ghosh. WWW'13. |
JF'06, JF'07, JF'08, JR'09, PRGJ'08, WP'12 Links to an external site. |
RQs |
Charles and Virgile |
| 5 | 2/8 |
Property Elicitation Making and Evaluating Point Forecasts Links to an external site.. Journal of the American Statistical Association, Vol. 106, No. 494, June 2011. Eliciting Properties of Probability Distributions
Links to an external site.. Lambert, Pennock and Shoham, ACM EC'08. (Read sections 1-3. The rest is optional.) |
Lambert'13 Links to an external site., LS'09 Links to an external site. |
RQs | Ben and Paul |
| 6 | 2/10 |
Property Elicitation (Cont.) On Elicitation Complexity Links to an external site., R.M. Frongillo and I.A. Kash, NIPS'15. |
FK-COLT'15 Links to an external site., AA'15 Links to an external site. |
RQs | Bo |
| 2/15 | Presidents Day, no class | ||||
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Prediction Markets, Online Learning, and Games |
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| 7 | 2/17 |
Prediction Markets and Market Scoring Rules The Promise of Prediction Markets, Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation, R. Hanson, Journal of Prediction Markets, 1(1):3-15, 2007. David Pennock's blog Links to an external site. on how to implement market scoring rules as a market maker. |
BFNR'01, CP'02, CFH'03, CWZ'08, OS'10, Hanson'03, DPAIWCNJ'15 Links to an external site. |
RQs |
Lecture |
| 8 | 2/22 |
Introduction to Online Learning The Multiplicative Weights Update Method Links to an external site., S. Arora, E. Hazan and S. Kale. Theory of Computing, vol. 8, pp. 121-164, 2012. (Read Sections 1, 2, 3.1 and 3.8 , 3.9. and 4. The rest is optional.) |
S-S online learning survey Links to an external site., RS Lecture Notes Links to an external site. |
RQs | Lecture |
| 9 | 2/24 |
Automated Market Makers and Online Learning Efficient Market Making via Convex Optimization, and a Connection to Online Learning, J. Abernethy, Y. Chen, and J.W. Vaughan, ACM TEAC, 2013. (Please feel free to skim Section 5 and Section 6 lightly. Those two won't constitute the focus of our discussion.) |
Presentation Slides Download Presentation Slides CP'07, OPRS'10, OS'11 Links to an external site., CRV'13 Links to an external site., LV'13 Links to an external site., AFLV'14 Links to an external site., DFV'14 Links to an external site., HLPV'15 Links to an external site. |
RQs |
Dev and Jetlir |
| 10 | 2/29 |
Aggregation in Prediction Markets (w/ connection to exponential family) Information aggregation in exponential family markets Links to an external site.. J. Abernethy, S. Kutty, S. Lahaie, and R. Sami. ACM EC'14. |
Presentation Slides Download Presentation Slides Survey on connections of market makers, exponential family, and risk measures: AFK'14 Links to an external site. Prices or equilibrium in prediction markets: SV'15 Links to an external site., FP'12 Links to an external site., Manski'06 Links to an external site., WZ'07 Links to an external site., Ostrovsky'13 Links to an external site., CRV'12, CDHRPHFG'10, IGM'11 Links to an external site., GZC'13 Links to an external site., |
Colin and Anson | |
| 11 | 3/2 |
Learning in Games I The Multiplicative Weights Update Method Links to an external site., S. Arora, E. Hazan and S. Kale. Theory of Computing, vol. 8, pp. 121-164, 2012. (Read Section 3.2.) Chapter 4 Links to an external site. of Algorithmic Game Theory. N. Nisan, T. Roughgarden, E. Tardos, V.V. Vazirani (Editors), Cambridge University Press, 2007. (Focus on 4.4 and onward.) |
FS'99 Links to an external site., BM'07 Links to an external site. |
RQs Download RQs | Lecture |
| 12 | 3/7 |
Learning in Games II Fast Convergence of Regularized Learning in Games
Links to an external site., |
RQs Download RQs | Brendan | |
| 13 | 3/9 |
Learning and Security Games Commitment Without Regrets: Online Learning in Stackelberg Security Games Links to an external site.. M.-F. Balcan, A. Blum, N. Haghtalab, and A. D. Procaccia, ACM EC'15. |
Presentation slides Download Presentation slides BHP'14 Links to an external site., LCM'09 Links to an external site. |
RQs |
Tom and Varun |
| 3/14 | Spring Break, no class | ||||
| 3/16 | Spring Break, no class | ||||
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Batch Learning, with Strategic Considerations |
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| 14 | 3/21 |
Introduction to PAC Learning Chapter 1 Links to an external site.in An Introduction to Computational Learning Theory. M. J. Kearns and U. Vazirani. |
RQs | Lecture | |
| 15 | 3/23 |
Strategy-proof Machine Learning Algorithms for strategy proof classification Links to an external site., R. Meir, A.D. Procaccia, J.S. Rosenschein, Artificial Intelligence, 2012. |
RQs | Yaoguang | |
| 16 | 3/28 |
Learning As a Game Linear Regression as a Non-Cooperative Game Links to an external site.. S. Ioannidis and P. Loiseau. WINE'13. |
RQs | Katherine and Jonah | |
| 17 | 3/30 |
Strategic Data Sources and Learning I Strategic Classification Links to an external site.. M. Hardt, N. Megiddo, C. Papadimitriou, and M. Wootters, ITCS'16. |
Presentation slides Download Presentation slides BS'11 Links to an external site., BKS'12 Links to an external site., |
RQs |
Jetlir and Yaoguang |
| 18 | 4/4 |
Strategic Data Sources and Learning II Conducting Truthful Surveys Cheaply Links to an external site., A. Roth and G. Schoenebeck, ACM EC'12. |
ACHW'15 Links to an external site. | RQs | Andre and George |
| 19 | 4/6 |
Strategic Data Sources and Learning III Optimum Statistical Estimation with Strategic Data Sources Links to an external site.. Y. Cai, C. Daskalakis, and C. Papadimitriou. COLT'15. |
RQs | Tiffany and Jimmy | |
| 20 | 4/11 |
Privacy-aware Data Sources Truthful Linear Regression Links to an external site., R. Cummings, S. Ioannidis, and K. Ligett. COLT'15. Selling Privacy at Auction Links to an external site., A. Ghosh and A. Roth, EC'11. |
FL'12 Links to an external site., GR'12 Links to an external site., GLRS'14 Links to an external site., CLRWZ'15 Links to an external site. |
Dev | |
| 21 | 4/13 |
Scoring Rules and Markets for Data Elicitation Nonparametric Scoring Rules Links to an external site.. E. Zawadzki and S. Lahaie AAAI'15. A Market Framework for Eliciting Private Data Links to an external site., B. Waggoner, R. Frongillo, and A. Abernethy, NIPS'15. (This reading is optional.) |
RQs | Bo | |
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A Statistical Perspective |
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| 22 | 4/18 |
Learning and Econometrics Game Theory and Econometrics: A Survey of Some Recent Research Links to an external site., P. Bajari, H. Hong, and D. Nekipelov, Econometric Society World Congress 2010. (Sections 1-4 only. Other sections optional.) Big Data, New Tricks for Econometrics Links to an external site., H.R. Varian, Journal of Economic Perspectives, 2014. |
BNRY'15 Links to an external site., AI'15 Links to an external site., Athey'15 Links to an external site. | RQs | Katherine and Jonah |
| 23 | 4/20 |
Incentives and Statistical Inference Incentive Compatible Experimental Design, P. Toulis, D.C. Parkes, E. Pfeffer, and J. Zou, ACM EC'15. |
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RQs Download RQs | Panos Toulis |
| 24 | 4/25 |
Rationalization of Voting Rules Common Voting Rules as Maximum Likelihood Estimators Links to an external site., V. Conitzer and T. Sandholm, UAI 2005. |
XC'11 Links to an external site., CRX'09 Links to an external site., EFS'09, Links to an external site. EFS' Links to an external site.10a Links to an external site., EFS'10b Links to an external site. | RQs Download RQs | Tom and Varun |
| 25 | 4/27 | Project presentations | |||