Active Ranking of Experts Based on their Performances in Many Tasks

06/05/2023
by   El Mehdi Saad, et al.
0

We consider the problem of ranking n experts based on their performances on d tasks. We make a monotonicity assumption stating that for each pair of experts, one outperforms the other on all tasks. We consider the sequential setting where in each round, the learner has access to noisy evaluations of actively chosen pair of expert-task, given the information available up to the actual round. Given a confidence parameter δ ∈ (0, 1), we provide strategies allowing to recover the correct ranking of experts and develop a bound on the total number of queries made by our algorithm that hold with probability at least 1 – δ. We show that our strategy is adaptive to the complexity of the problem (our bounds are instance dependent), and develop matching lower bounds up to a poly-logarithmic factor. Finally, we adapt our strategy to the relaxed problem of best expert identification and provide numerical simulation consistent with our theoretical results.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/27/2021

Fast rates for prediction with limited expert advice

We investigate the problem of minimizing the excess generalization error...
research
10/05/2022

Constant regret for sequence prediction with limited advice

We investigate the problem of cumulative regret minimization for individ...
research
04/13/2021

Sequential Ski Rental Problem

The classical 'buy or rent' ski-rental problem was recently considered i...
research
04/11/2020

Discriminative Learning via Adaptive Questioning

We consider the problem of designing an adaptive sequence of questions t...
research
03/18/2020

Malicious Experts versus the multiplicative weights algorithm in online prediction

We consider a prediction problem with two experts and a forecaster. We a...
research
02/24/2022

Sequential asset ranking in nonstationary time series

We extend the research into cross-sectional momentum trading strategies....
research
08/11/2022

Regret Analysis for Hierarchical Experts Bandit Problem

We study an extension of standard bandit problem in which there are R la...

Please sign up or login with your details

Forgot password? Click here to reset