Collaborative Mean Estimation Among Heterogeneous Strategic Agents: Individual Rationality, Fairness, and Truthful Contribution

• URL: http://arxiv.org/abs/2407.15881v2
• Date: Mon, 23 Jun 2025 05:32:45 GMT
• Title: Collaborative Mean Estimation Among Heterogeneous Strategic Agents: Individual Rationality, Fairness, and Truthful Contribution
• Authors: Alex Clinton, Yiding Chen, Xiaojin Zhu, Kirthevasan Kandasamy,
• Abstract summary: We study a collaborative learning problem where $m$ agents aim to estimate a vector $mu =(mu_k, sigma2)_kin[d]$.<n>Instead of working independently, agents can exchange data, collecting cheaper samples and sharing them in return for costly data, thereby reducing both costs and estimation error.
• Score: 11.371461065112422
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We study a collaborative learning problem where $m$ agents aim to estimate a vector $\mu =(\mu_1,\ldots,\mu_d)\in \mathbb{R}^d$ by sampling from associated univariate normal distributions $\{\mathcal{N}(\mu_k, \sigma^2)\}_{k\in[d]}$. Agent $i$ incurs a cost $c_{i,k}$ to sample from $\mathcal{N}(\mu_k, \sigma^2)$. Instead of working independently, agents can exchange data, collecting cheaper samples and sharing them in return for costly data, thereby reducing both costs and estimation error. We design a mechanism to facilitate such collaboration, while addressing two key challenges: ensuring individually rational (IR) and fair outcomes so all agents benefit, and preventing strategic behavior (e.g. non-collection, data fabrication) to avoid socially undesirable outcomes. We design a mechanism and an associated Nash equilibrium (NE) which minimizes the social penalty-sum of agents' estimation errors and collection costs-while being IR for all agents. We achieve a $\mathcal{O}(\sqrt{m})$-approximation to the minimum social penalty in the worst case and an $\mathcal{O}(1)$-approximation under favorable conditions. Additionally, we establish three hardness results: no nontrivial mechanism guarantees (i) a dominant strategy equilibrium where agents report truthfully, (ii) is IR for every strategy profile of other agents, (iii) or avoids a worst-case $\Omega(\sqrt{m})$ price of stability in any NE. Finally, by integrating concepts from axiomatic bargaining, we demonstrate that our mechanism supports fairer outcomes than one which minimizes social penalty.

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