Upgrade to Pro
— share decks privately, control downloads, hide ads and more …
Speaker Deck
Features
Speaker Deck
PRO
Sign in
Sign up for free
Search
Search
Nefrock勉強会資料「予測市場の理論と概要」
Search
Yuya-Furusawa
June 28, 2019
Science
0
37
Nefrock勉強会資料「予測市場の理論と概要」
Nefrock勉強会in大岡山「予測市場の概要と理論」で使用した資料です。
Eagna(
https://eagna.io/
)
Yuya-Furusawa
June 28, 2019
Tweet
Share
More Decks by Yuya-Furusawa
See All by Yuya-Furusawa
CROP説明(仮)
yfurusawa
0
29
社内予測市場:説明会資料
yfurusawa
0
69
第4回予測市場勉強会資料・予測市場を1から学ぼう!
yfurusawa
0
200
第3回予測市場勉強会資料・Googleにおける社内予測市場
yfurusawa
0
510
第1回予測市場勉強会資料・予測市場の概要と理論
yfurusawa
0
230
Other Decks in Science
See All in Science
Machine Learning for Materials (Lecture 7)
aronwalsh
0
730
Презентация программы бакалавриата СПбГУ "Искусственный интеллект и наука о данных"
dscs
0
110
AI Alignment: A Comprehensive Survey
s_ota
0
180
Yasuke
drawsbygba
0
610
Machine Learning for Materials (Lecture 4)
aronwalsh
0
670
統計的因果探索の方法
sshimizu2006
0
870
『データ可視化学入門』を PythonからRに翻訳した話
bob3bob3
1
360
How we developed a data exchange format: Lessons learned from Camtrap DP
peterdesmet
1
140
A Theory of Scrum Team Effectiveness 〜『ゾンビスクラムサバイバルガイド』の裏側にある科学〜
bonotake
12
5.1k
HIBINO Aiko
genomethica
0
370
Machine Learning for Materials (Lecture 9)
aronwalsh
0
120
Machine Learning for Materials (Lecture 2)
aronwalsh
0
580
Featured
See All Featured
Rails Girls Zürich Keynote
gr2m
91
13k
"I'm Feeling Lucky" - Building Great Search Experiences for Today's Users (#IAC19)
danielanewman
221
21k
CoffeeScript is Beautiful & I Never Want to Write Plain JavaScript Again
sstephenson
155
14k
Fight the Zombie Pattern Library - RWD Summit 2016
marcelosomers
227
16k
Learning to Love Humans: Emotional Interface Design
aarron
267
39k
5 minutes of I Can Smell Your CMS
philhawksworth
199
19k
Visualizing Your Data: Incorporating Mongo into Loggly Infrastructure
mongodb
34
8.9k
Navigating Team Friction
lara
178
13k
Designing the Hi-DPI Web
ddemaree
276
33k
Writing Fast Ruby
sferik
621
60k
How GitHub Uses GitHub to Build GitHub
holman
468
290k
RailsConf & Balkan Ruby 2019: The Past, Present, and Future of Rails at GitHub
eileencodes
125
32k
Transcript
༧ଌࢢͷ֓ཁͱཧ @Nefrock ݹᖒ ༏ 2019/06/28
Table of Contents • ࣗݾհ • ༧ଌࢢʹ͍ͭͯ • ༧ଌࢢͷཧ •
͓ΘΓʹ • Q&A
ࣗݾհ • ݹᖒ ༏ • ౦େܦࡁM2 • ઐɿήʔϜཧɺωοτϫʔΫཧ • ؔ৺ɿ༧ଌࢢɺ҉߸௨՟ɺҼՌਪ
• ༧ଌࢢαʔϏε”Eagna”ΛӡӦɾ։ൃͯ͠·͢
༧ଌࢢʹ͍ͭͯ
༧ଌͷॏཁੑ • কདྷͷ༧ଌඇৗʹॏཁ དྷ݄ͷऩೖˠࠓͷങ͍ ͷधཁˠઃඋࢿ ޙͷੈքˠݱࡏͷࡦ
None
༧ଌͱ͍͏ӦΈ • ੈͷதʹࢄΒ͍ͬͯΔใΛूͯ͠ɺকདྷ ʹؔ͢ΔใΛಋ͘ߦҝ • ͰͲͷΑ͏ʹใΛू͢Ε͍͍ͷ͔ʁ • ޮత͔ͭίετͳूํ๏ͩͱخ͍͠
༧ଌखஈ̍ɿઐՈʹฉ͘ • Pros • ৫ʹೲಘײΛੜΉ • Cons • ίετߴ͍(ۚમతɺ࣌ؒత) •
ਖ਼ʹ͑ΔΠϯηϯςΟϒʁ • ਫ਼ͦΜͳʹߴ͘ͳ͍͔͠Εͳ͍ɺɺɺ
༧ଌखஈ̎ɿଟܾʢථʣ • Pros • ؆୯ʹ࣮ߦͰ͖Δ • ࢀՃऀ͕ฏʹѻΘΕΔ • Cons •
ਖ਼ʹථ͢ΔΠϯηϯςΟϒ͕ແ͍(ใुͳ͠) • ใΛ͍࣋ͬͯΔਓͱ࣋ͬͯͳ͍ਓ͕ฏʹѻΘΕͯ ͠·͏ • ථऀͷແؾྗԽ(Voter Apathy)
༧ଌखஈ̏ɿAIͰ༧ଌ • Pros • ༧ଌਫ਼͕ඇৗʹߴ͍ • Cons • େͳσʔλ͕ඞཁ •
σʔλ͕ͳ͍͜ͱͷ༧ଌ͍͠
1. ༧ଌΛਖ਼ʹݴ͏ΠϯηϯςΟϒ͕ແ͍ 2. ࣌ؒతɾۚમతίετ͕ߴ͍ 3. େྔ͔࣭ͭͷߴ͍σʔλ͕ඞཁ
ޮతʹਫ਼ͷߴ͍༧ଌ͕͍ͨ͠ʂʂʂ
༧ଌࢢ Prediction Market • ܈ऺͷӥஐͱࢢϝΧχζϜΛ༻͍ͨίε τ͔ͭޮతͳใूϝΧχζϜ • ଟͷࢀՃऀ͕ࣗͷ༧ʹैͬͯɺূ݊Խ ͞Εͨ༧Λചങ͢Δ •
ຊͰ͋·ΓΒΕͯ·ͤΜͶɺɺɺ
܈ऺͷӥஐ Wisdom of Crowds • 1ਓͷ༏Εͨఱ࠽͕Լ͢அΑΓɺී௨ͷਓ ͔ΒΔूஂ͕Լ͢அͷํ͕༏Ε͍ͯΔͱ ͍͏ݱ • ྫɿΰϧτϯڭतͱ༤ڇͷମॏͯେձ
ࢢϝΧχζϜ Market Mechanism • ܦࡁతΠϯηϯςΟϒʹΑΓޮతͳΛ ୡ • ʮൃݟతखଓ͖ͱͯ͠ͷڝ૪ʯbyϋΠΤΫ • ใूϝΧχζϜͱͯ͠ͷࢢ
࣮ࡍͷ༧ଌࢢ தԝूݖܕ ϒϩοΫνΣʔϯ ࣾ༧ଌࢢ
༧ଌࢢͷΈ • τϥϯϓͱώϥϦʔͷͲͪΒ͕উ͔ͭΛ༧ଌ ͢Δ༧ଌࢢΛߟ͑·͠ΐ͏ʂ
༧ଌࢢͷΈ 1. τϥϯϓτʔΫϯͱώϥϦʔτʔΫϯΛൃߦ τϥϯϓ $1 $0 τϥϯϓউར τϥϯϓഊ ώϥϦʔ $1
$0 ώϥϦʔউར ώϥϦʔഊ
༧ଌࢢͷΈ 2. τʔΫϯͷചങΛ͢Δ • উͭͱ༧͢ΔํͷτʔΫϯΛങ͏ τϥϯϓ ώϥϦʔ τϥϯϓ͕উͭ ͱࢥ͏ͳΒ… ώϥϦʔ͕উͭ
ͱࢥ͏ͳΒ…
༧ଌࢢͷΈ 2. τʔΫϯΛചങ͢Δ • ͖ͳτʔΫϯΛ͖ͳ͚ͩങ͑Δ τϥϯϓ ώϥϦʔ ×̑ ×̑ ʑ͘Β͍ͩͱ
ࢥ͏ͳΒ…
༧ଌࢢͷΈ 2. τʔΫϯΛചങ͢Δ • ༧͕มԽͨ͠ΒͦΕʹԠͯ͡ചങ τϥϯϓ ώϥϦʔ ώϥϦʔ͕উͪͦ͏ͩ ͱͳͬͨΒ…
༧ଌࢢͷΈ 3. ݁Ռ͕ܾ·ͬͨͷͪɺ͍͕͠ߦΘΕΔ τϥϯϓ ώϥϦʔ
Ձ֨ͱ༧ଌ • Ձ͕֨ߴ͍ʹΈΜͳ͕༧͍ͯ͠Δ • Ձ͕֨ࢢͷ༧ଌΛද͢ʂ • ܦࡁతΠϯηϯςΟϒ͕༧ଌΛͨΒ͢
͍͢͝ͱ͜Ζ 1. ༧ଌ͕ਖ਼֬ “Prediction Markets”, Wolfers and Zitzewitz
͍͢͝ͱ͜Ζ 2. දݱͷଟ༷ੑ • ෳબࢶͷ༧ଌ • ͷ༧ଌ • ͖݅ͷ༧ଌ
͍͢͝ͱ͜Ζ 3. ϦΞϧλΠϜੑɾ༧ଌͷมԽ͕Θ͔Δ • Ձ֨(ʹ༧ଌ)ͷมԽ͕Θ͔Δ • χϡʔεͳͲͰ༧ଌ͕DynamicʹมԽ • ଞͷ༧ଌखஈʹݟΒΕͳ͍ಛੑ
“Prediction Markets”, Wolfers and Zitzewitz
༧ଌࢢͷՄೳੑ • ʮްੜ࿑ಇলͷ౷ܭʹෆਖ਼͕͋Δ͔ʁʯ ɹˠ෦ͷਓͷࠂൃΛಋ͚Δ͔ʢʁʣ • ʮEUୀͨ͠ΒGDPͲͷ͘Β͍ʹͳΔ͔ʁʯ ɹˠࡦʹ͑Δ͔ʢʁʣ →ࠃຽථͱҧ͏݁ՌʹͳΔ͔ʢʁʣ
μϝͳͱ͜Ζ 1. ϚʔέοτͷσβΠϯ͕͍͠ 2. ๏తͳ • ຊͩͱṌത๏ͰΞτͰ͢^^ 3. ྲྀಈੑͷ֬อɺཧऀͷଛࣦ 4.
݁Ռͷղऍ͕͍͠
༧ଌࢢઈରతʹ༏Εͨ༧ଌखஈͰͳ͍ Ή͠Ζଞͷ༧ଌखஈͱิతͳؔ
༧ଌࢢͷཧ
༧ଌࢢͷϝΧχζϜ • Ͳ͏ͬͯՁ֨ΛܾΊΕ͍͍ͷ͔ʁ • Ձ͕֨༧ଌΛදͯ͠΄͍͠ • ͦͷ༧ଌਖ਼֬ͳͷͰ͋ͬͯ΄͍͠ • ࣗͷ༧ଌ௨Γʹਖ਼ʹചങͯ͠΄͍͠
࿈ଓμϒϧΦʔΫγϣϯํࣜ Continuous Double Auction Mechanism • ূ݊Λചങ • Πϕϯτ͕ൃੜͨ͠ͱ͖ʹ$1Β͑Δূ݊ •
ചΓจͱങ͍จΛͦΕͧΕఏग़ • ͕݅Ϛον͢Εఆ • גࣜࢢɺҝସࢢͳͲͱಉ͡Γํ • ͜ͷͱ͖Ձ͕֨֬Λදͯ͘͠ΕΔʂ(Why?)
࿈ଓμϒϧΦʔΫγϣϯํࣜ Continuous Double Auction Mechanism • Thin Market Problem •
ಛʹબࢶ͕ଟ͘ͳΔͱ૬ख͕ݟ͔ͭΒͳ ͍Մೳੑ • No Trade Theorem • ૬ख͕औҾ͠Α͏ͱ͢ΔͳΒʹͦΕʹԠ͡ ͳ͍ํ͕ྑ͍
ϚʔέοτϝΠΧʔํࣜ Automated Market Maker Mechanism • ࢢͷཧऀͱऔҾΛߦ͏ • ཧऀ͔ΒτʔΫϯΛߪೖ͠ɺཧऀ͕ใु Λࢧ͏
• Ձ֨ΛͲ͏ܾΊΕྑ͍͔ʁ →ϞσϧԽ͠·͠ΐ͏ʂ
είΞϦϯάϧʔϧ Scoring Rule • ֬Λਃࠂ͢Δɿ • είΞϦϯάϧʔϧ • ਃࠂ͞Εͨ֬ʹର͢ΔใुͷׂΓͯϧʔϧ S
= {sA (r), sB (r)} r = {rA , rB } sA (r) r A Λਃࠂ͠Πϕϯτ ͕ൃੜͨ͠߹ʹΒ͑Δใु A20%, B80%
ϓϩύʔείΞϦϯάϧʔϧ Proper Scoring Rule • ࣗͷຊͷ༧ɿ • ϓϩύʔείΞϦϯάϧʔϧ • ਖ਼ʹਃࠂ͢Δ͜ͱͰظใु͕࠷େԽ͞
ΕΔΑ͏ͳείΞϦϯάϧʔϧ ̂ r = { ̂ rA , ̂ rB } ̂ r ∈ arg max r ̂ rA sA (r) + ̂ rB sB (r)
ϓϩύʔείΞϦϯάϧʔϧͷྫ • Logarithmic Scoring Rule • Quadratic Scoring Rule si
(r) = ai + b log(ri ) si (r) = ai + 2bri − b n ∑ j=2 r2 j
ϚʔέοτείΞϦϯάϧʔϧ Market Scoring Rule • Scoring Rule͚ͩͩͱ̍ճਃࠂͯ͠ऴΘΓɺෳ ਓͷਃࠂΛͲ͏ू͢Δ͔͔Βͳ͍ • ஞ࣍తʹείΞϦϯάϧʔϧΛద༻
• ਃࠂΛɹɹɹɹɹɹɹͱ͍͏Α͏ʹࢀՃऀશ ମͰมԽ͍ͤͯ͘͞ r0 → r1 → ⋯ → r
ϚʔέοτείΞϦϯάϧʔϧ Market Scoring Rule • ਃࠂΛม͑ͨ࣌ͷใु • ཧऀଛΛ͢ΔՄೳੑ rold rnew
ਃࠂΛ ͔Β ʹมߋͨ͠߹ɺ A Πϕϯτ ͕ൃੜͨ࣌͠ʹ sA (rnew) − sA (rold)Λࢧ͏ Proper Scoring Rule
LMSR • είΞϦϯάϧʔϧʹLogarithmic Scoring Rule Λ༻͍Δ߹ɺ Logarithmic Market Scoring Rule
(LMSR) ͱݺΕΔ • Ұ൪Α͘ΘΕΔϧʔϧ
ίετؔͱϚʔέοτϝΠΧʔ Cost-function-based Market Maker • ΑΓʮࢢΒ͘͠ʯ͍ͨ͠ʂ ূ݊ͷചങͱ͍͏Θ͔Γ͍͢ܗʹ • ূ݊ Πϕϯτɹ͕ൃੜͨ࣌͠ʹˈ̍ͦΕҎ֎ˈ̌
• ֤ূ݊ͷ૯ൃߦྔ i i q = {qA , qB }
MSRͷ࠶ղऍ • ɹɹʮɹΛ༧ͨ࣌͠ʹ֤τʔΫϯ͕͍ͭ͘ ͑Δ͔ʯʹରԠ͍ͯ͠Δ • ͭ·ΓɹɹɹʹରԠ͢Δ • औҾʹΑͬͯɹɹɹɹɹɹɹɹͱมԽ͍ͯ͘͠ • ɹͷมԽɹͷมԽΛͨΒ͢
• ɹɹɹɹͰมԽ͍ͯ͘͠ q0 → q1 → ⋯ → q q s(r) r s(r) q r r s−1(q)
MSRͷ࠶ղऍ • Ձ֨ɹɹͱҰக͢ΔΑ͏ʹऔҾ͞ΕΔ • ͭ·ΓՁ͕֨ͪΌΜͱ༧ଌΛදͯ͘͠ΕΔʂ • Ձ֨ɹɹɹɹɹͰܾఆ͞ΕΔ • औҾͷࡍͷࢧֹ͍Ձ֨ؔͷੵ •
ͬ͘͟Γͱɹɹɹɹɹɹɹͭ·Γ • ίετؔɹɿՁ֨ؔͷݪ࢝ؔ r p = s−1(q) C C(qnew) − C(qold) p ∫ qnew qold p(q)dq
ίετؔ with LMSR • LMSRͷ߹ɺ ίετؔ Ձ֨ C(q) = b
log n ∑ j=1 exp ( qj − aj b ) pi = exp ( qi − ai b ) ∑n j=1 exp ( qj − aj b )
͓ΘΓʹ
ͬͱΓ͍ͨਓ • ʮී௨ͷਓͨͪΛ༬ݴऀʹม͑Δʰ༧ଌࢢʱͱ͍ ͏৽ઓུʯɺυφϧυɾτϯϓιϯ • ʮʰΈΜͳͷҙݟʱҊ֎ਖ਼͍͠ʯɺδΣʔϜζɾ εϩΟοΩʔ • “Prediction Market
: Theory and Application”, Leighton Vaughan Williams
Eagna • ”Eagna”ͱ͍͏αʔϏεΛӡӦɾ։ൃͯ͠·͢ • PCɺεϚϗͷϒϥβ্Ͱ༧ଌࢢΛແྉͰ ମݧͰ͖·͢ʢsign upඞཁʣ • Ϛʔέοτ͝ͱʹίΠϯΛ͢ΔͷͰɺͦ ΕΛͨ͘͞Μ૿͍ͯͩ͘͠͞ʂ
Eagna • ใु͋Γ·͢ʂ • ֫ಘͨ͠ίΠϯʹൺྫͯ֬͠తʹίʔώʔͷΪ ϑτ݊ΛΓ·͢ • eagna.ioͰݕࡧʂ • ϑΟʔυόοΫେܴͰ͢ʂ
None
༧ଌࢢษڧձ • ຊͷ༧ଌࢢίϛϡχςΟͱͯ͠ຖ݄ߦͬ ͍ͯ͘༧ఆͰ͢ • ݄݄̓͘Β͍ʹߦ͍·͢ • ࣌ɺձɺςʔϚconnpassͰʂ • ੋඇ͝ࢀՃԼ͍͞ʂ
Q&A
͋Γ͕ͱ͏͍͟͝·ͨ͠ʂ