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Given a binary prediction problem, which performance metric should the classifier optimize? We address this question by formalizing the problem of Metric Elicitation. The goal of metric elicitation is to discover the performance metric of a practitioner, which reflects her innate rewards (costs) for correct (incorrect) classification. In particular, we focus on eliciting binary classification performance metrics from pairwise feedback, where a practitioner is queried to provide relative preference between two classifiers. By exploiting key geometric properties of the space of confusion matrices, we obtain provably query efficient algorithms for eliciting linear and linear-fractional performance metrics. We further show that our method is robust to feedback and finite sample noise.
What is a fair performance metric? We consider the choice of fairness metrics through the lens of metric elicitation -- a principled framework for selecting performance metrics that best reflect implicit preferences. The use of metric elicitation ena
Metric elicitation is a recent framework for eliciting performance metrics that best reflect implicit user preferences. This framework enables a practitioner to adjust the performance metrics based on the application, context, and population at hand.
We consider the problem of ranking $n$ players from partial pairwise comparison data under the Bradley-Terry-Luce model. For the first time in the literature, the minimax rate of this ranking problem is derived with respect to the Kendalls tau distan
As pairwise ranking becomes broadly employed for elections, sports competitions, recommendations, and so on, attackers have strong motivation and incentives to manipulate the ranking list. They could inject malicious comparisons into the training dat
Both the median-based classifier and the quantile-based classifier are useful for discriminating high-dimensional data with heavy-tailed or skewed inputs. But these methods are restricted as they assign equal weight to each variable in an unregulariz