Skip to yearly menu bar Skip to main content


Poster

Preferential Normalizing Flows

Petrus Mikkola · Luigi Acerbi · Arto Klami

[ ]
Wed 11 Dec 11 a.m. PST — 2 p.m. PST

Abstract:

Eliciting a high-dimensional probability distribution from an expert via noisy judgments is notoriously challenging, yet useful for many applications, such as prior elicitation and reward modeling. We introduce a method for eliciting the expert's belief density as a normalizing flow based solely on preferential questions such as comparing or ranking alternatives. This allows eliciting in principle arbitrarily flexible densities, but flow estimation is susceptible to the challenge of collapsing or diverging probability mass that makes it difficult in practice. We tackle this problem by introducing a novel functional prior for the flow, motivated by a decision-theoretic argument, and show empirically that the belief density can be inferred as the function-space maximum a posteriori estimate. We demonstrate our method by eliciting multivariate belief densities of simulated experts, including the prior belief of a general-purpose large language model over a real-world data.

Live content is unavailable. Log in and register to view live content