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Workshop: Incentives in Machine Learning

Invited Talk: Strategic Considerations in Statistical Estimation and Learning

Yiling Chen


Abstract:

Learning and estimation techniques draw insights about unknown underlying relations based on statistical properties of the observed data. Factors that can change the statistical properties of the observed data thus affect the conclusions drawn by these techniques. One such factor is the strategic nature of data holders. The strategic behavior of data holders can alter the observed data even when the underlying relations are unchanged, hence leading to inaccurate conclusions. The cause of the strategic behavior varies from cost of providing data to vested interests in the learning outcomes. In this talk, I will discuss a few attempts to account for the strategic behavior of data holders in statistical estimation and learning. It calls for a more integrated approach for thinking of data and learning.

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