Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
Interesting reading for those who suspect the future of AI might be coordinated by billions of little self-interested buzzards (not by powerpoint slides) ... at least in the domain where automatic assessment is possible. If we define a micromanager as an autonomous reward seeking prediction agent that establishes and maintains small economic relationships with others of its ilk, in order to improve its own predictions upstream, then we see it can take many forms. The space of generalized cost-aware regression mechanisms with accompanying incentive schemes is vast, for instance. So too the set of market-inspired mechanisms, and many constructs half-way in between (market scoring rules and the like). It seems the energy forecasting literature is a rich source of inspiration, as you can read here. #machinelearning #automl #microprediction