论文标题
在线个性化平均估计的协作算法
Collaborative Algorithms for Online Personalized Mean Estimation
论文作者
论文摘要
我们考虑涉及一组代理的在线估计问题。每个代理都可以访问（个人）流程，该过程从实数分布中生成样本，并试图估算其平均值。我们研究了某些分布具有相同均值的情况，并且允许代理人积极查询其他代理商的信息。目的是设计一种算法，该算法使每个代理都能够通过与其他代理商进行沟通来提高其平均估计。平均值相同的平均值和分布数量尚不清楚，这使得任务是非平凡的。我们介绍了一种新颖的协作策略，以解决这个在线个性化的平均估计问题。我们分析其时间复杂性，并引入在数值实验中享有良好性能的变体。我们还将我们的方法扩展到了具有相似手段的代理商群体寻求估算其群集的平均值的环境。
We consider an online estimation problem involving a set of agents. Each agent has access to a (personal) process that generates samples from a real-valued distribution and seeks to estimate its mean. We study the case where some of the distributions have the same mean, and the agents are allowed to actively query information from other agents. The goal is to design an algorithm that enables each agent to improve its mean estimate thanks to communication with other agents. The means as well as the number of distributions with same mean are unknown, which makes the task nontrivial. We introduce a novel collaborative strategy to solve this online personalized mean estimation problem. We analyze its time complexity and introduce variants that enjoy good performance in numerical experiments. We also extend our approach to the setting where clusters of agents with similar means seek to estimate the mean of their cluster.
