A Synthetic Prediction Market for Estimating Confidence in Published Work

Explainably estimating confidence in published scholarly work offers opportunity for faster and more robust scientific progress. We develop a synthetic prediction market to assess the credibility of published claims in the social and behavioral sciences literature. We demonstrate our system and detail our findings using a collection of known replication projects. We suggest that this work lays the foundation for a research agenda that creatively uses AI for peer review.

Predicting the Reproducibility of Social and Behavioral Science Papers Using Supervised Learning Models

In recent years, significant effort has been invested verifying the reproducibility and robustness of research claims in social and behavioral sciences (SBS), much of which has involved resource-intensive replication projects. In this paper, we investigate prediction of the reproducibility of SBS papers using machine learning methods based on a set of features. We propose a framework that extracts five types of features from scholarly work that can be used to support assessments of reproducibility of published research claims. Bibliometric features, venue features, and author features are collected from public APIs or extracted using open source machine learning libraries with customized parsers. Statistical features, such as p-values, are extracted by recognizing patterns in the body text. Semantic features, such as funding information, are obtained from public APIs or are extracted using natural language processing models. We analyze pairwise correlations between individual features and their importance for predicting a set of human-assessed ground truth labels. In doing so, we identify a subset of 9 top features that play relatively more important roles in predicting the reproducibility of SBS papers in our corpus. Results are verified by comparing performances of 10 supervised predictive classifiers trained on different sets of features.

Design and Analysis of a Synthetic Prediction Market using Dynamic Convex Sets

We present a synthetic prediction market whose agent purchase logic is defined using a sigmoid transformation of a convex semi-algebraic set defined in feature space. Asset prices are determined by a logarithmic scoring market rule. Time varying asset prices affect the structure of the semi-algebraic sets leading to time-varying agent purchase rules. We show that under certain assumptions on the underlying geometry, the resulting synthetic prediction market can be used to arbitrarily closely approximate a binary function defined on a set of input data. We also provide sufficient conditions for market convergence and show that under certain instances markets can exhibit limit cycles in asset spot price. We provide an evolutionary algorithm for training agent parameters to allow a market to model the distribution of a given data set and illustrate the market approximation using two open source data sets. Results are compared to standard machine learning methods.