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Artificial Prediction Markets for Classification, Regression and Density Estimation

Prediction markets are forums of trade where contracts on the future outcomes of events are bought and sold. These contracts reward buyers based on correct predictions and thus give incentive to make accurate predictions. Prediction markets have successfully predicted the outcomes of sporting events, elections, scientific hypothesese, foreign affairs, etc... and have repeatedly demonstrated themselves to be more accurate than individual experts or polling [2]. Since prediction markets are aggregation mechanisms, they have garnered interest in the machine learning community. Artificial prediction markets have been successfully used to solve classification problems [34, 33]. This dissertation explores the underlying optimization problem in the classification market, as presented in [34, 33], proves that it is related to maximum log likelihood, relates the classification market to existing machine learning methods and further extends the idea to regression and density estimation. In addition, the results of empirical experiments are presented on a variety of UCI [25], LIAAD [49] and synthetic data to demonstrate the probability accuracy, prediction accuracy as compared to Random Forest [9] and Implicit Online Learning [32], and the loss function. / A Dissertation submitted to the Department of Scientiļ¬c Computing in partial fulfillment of the requirements for the degree of Doctor of Philosophy. / Spring Semester, 2013. / March 29, 2013. / Aggregation, Artificial Prediction Markets, Classification, Density
estimation, Machine Learning, Regression / Includes bibliographical references. / Adrian Barbu, Professor Directing Thesis; Anke Meyer-Baese, Professor Co-Directing Thesis; Debajyoti Sinha, University Representative; Ye Ming, Committee Member; Xiaoqiang Wang, Committee Member.

Identiferoai:union.ndltd.org:fsu.edu/oai:fsu.digital.flvc.org:fsu_183786
ContributorsLay, Nathan (authoraut), Barbu, Adrian (professor directing thesis), Meyer-Baese, Anke (professor co-directing thesis), Sinha, Debajyoti (university representative), Ming, Ye (committee member), Wang, Xiaoqiang (committee member), Department of Scientific Computing (degree granting department), Florida State University (degree granting institution)
PublisherFlorida State University, Florida State University
Source SetsFlorida State University
LanguageEnglish, English
Detected LanguageEnglish
TypeText, text
Format1 online resource, computer, application/pdf
RightsThis Item is protected by copyright and/or related rights. You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s). The copyright in theses and dissertations completed at Florida State University is held by the students who author them.

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