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Leveraging Diversity Scott E Page University of Michigan Santa Fe Institute

Leveraging Diversity

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Page 1: Leveraging Diversity

Leveraging Diversity

Scott E Page University of Michigan Santa Fe Institute

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Big Challenges Kiddie Pools Cattle and Netflix Problem Solving

Outline

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Poverty Climate Change Energy Health Care Disease/Epidemics Global Finance Education

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Claim

We need diverse thinkers to meet these challenges

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Support

Make logical, scientific arguments

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E[SqE(c)] =

B2 +1nVar +

n −1n

Cov

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Kiddie Pools

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Experiment

Four Types of Plants: A,B,C,D

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Three types of Pools

Homogeneous: AAA, BBB, CCC, DDD Mixed: AAB, ABB, AAC, ACC, AAD, ADD, BBC, BCC, BBD,

BDD, CCD, CDD Diverse: ABC, ABD, ACD, BCD

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Suppose A’s Make Pool Robust

Homogeneous: AAA, BBB, CCC, DDD (25%) Mixed: AAB, ABB, AAC, ACC, AAD, ADD, BBC, BCC, BBD,

BDD, CCD, CDD (50%) Diverse: ABC, ABD, ACD, BCD (75%)

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Suppose A and B Make Pool Robust

Homogeneous: AAA, BBB, CCC, DDD (0%) Mixed: AAB, ABB, AAC, ACC, AAD, ADD, BBC, BCC, BBD,

BDD, CCD, CDD (17%) Diverse: ABC, ABD, ACD, BCD (50%)

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Inescapable Benefits of Diversity

THEOREM: If the marginal contribution to some outcome: robustness, efficiency, innovation, etc… diminishes in the number of each type (the second of a type contributes less than the first A and so on) then……

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Inescapable Benefits of Diversity

THEOREM: If the marginal contribution to some outcome: robustness, efficiency, innovation, etc… diminishes in the number of each type (the second of a type contributes less than the first A and so on) then

on average diverse collections will do best See Page Diversity and Complexity 2010

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www.encefalus.com

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Prediction

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X lb?

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The Spherical Cow

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The Gateway Cow

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Crowd Error = Average Error - Diversity

Diversity Prediction Theorem

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Crowd Error = Average Error – Diversity

0.6 = 2,956.0 - 2955.4

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Case: Netflix Prize

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Netflix Prize | 11.2006 $1M to anyone who can defeat their Cinematch recommender system by 10% of more.

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Details •  Netflix users rank using stars

•  Six years of data | Half million users | 17,700 movies

•  Data divided into (training, testing)

•  Testing Data dived into (probe, quiz, test)

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Interesting Asides Lost in Translation, The Royal Tenenbaums had the highest variance Shawshank Redemption had the highest rating Miss Congeniality had the most ratings.

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BellKor’s Initial Models

Approximately 50 dimensions

Best Model: 6.8% improvement

Combination of Models: 8.4% improvement

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BellKor’s Pragmatic Chaos

More is Better: Seven person team Functional Diversity: statisticians, machine learning experts and computer engineers Identity Diversity: United States, Austria, Canada and Israel. Difficult be build a “grand” model (800 variables) but possible to build lots of “huge” models

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Ensemble Effects

Best Model 8.4% Ensemble: 10.1% Rules: Once someone breaks 10%, then the contest ends in 30 days.

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Enter ``The Ensemble’’

23 teams from 30 countries who blended their predictive models who tried in the last moments to defeat BellKor’s Pragamatic Chaos

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And The Winner is…

RMSE The Ensemble: 0.856714 Bellkor's Pragmatic Chaos 0.856704

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Oh, by the way..

BellKor’s Pragmatic Chaos 10.06%

The Ensemble

10.06%

50/50 Blend 10.19%

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Problem Solving

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First 15 Nobels in Physics: 19 Winners 1901 Wilhelm C. Röntgen 1902   Hendrik A. Lorentz, Pieter Zeeman 1903   Antoine Henri Becquerel, Pierre Curie, Marie Curie 1904 John W. Strutt 1905 Philipp E. A. von Lenard 1906 Sir Joseph J. Thomson 1907 Albert A. Michelson 1908 Gabriel Lippmann 1909 Carl F. Braun, Guglielmo Marconi 1910 Johannes D. van der Waals 1911 Wilhelm Wien 1912 Nils G. Dalen 1913 Heike Kamerlingh Onnes 1914   Max von Laue 1915   William Bragg

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42

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Foldit

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Polymath Project

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Density Hales-Jewett theorem.

How many boxes must you remove to make tic-tac-toe impossible?

X

X

X

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Density Hales-Jewett theorem.

How many boxes must you remove to make tic-tac-toe impossible?

X

X

X

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A test. • Create a bunch of agents with diverse perspectives and heuristics

• Rank them by their performance on a problem.

• Note: all of the agents must be “smart”

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Group 1 Best 20 agents

Group 2 Random 20 agents

Have each group work collectively. When one agent gets stuck at a point, another agent tries to find a further improvement. Group stops when no one can find a better solution.

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The IQ View

75

121 84

135

111

9

Alpha Group

138 137 139

140 136 132

Diverse Group

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“The diverse group almost always outperforms the group of the best by a substantial margin.”

See Lu Hong and Scott Page Proceedings of the National Academy of Sciences (2002)

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The Toolbox View

EZ

AHK FD

BCD

AEG

IL ADE BCD BCD

ABC ACD BDE

Alpha Group Diverse Group

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Calculus Condition Problem solvers must all be smart—we must be able to list their local optima Diversity Condition Problem solvers must have diverse heuristics and perspectives Hard Problem Condition Problem itself must be difficult

What Must be True?

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Final Thought

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Value of Diversity Depends on Extent of Collaboration and Nature of the Problem

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Boosting

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Talent + Difference