2011 COLT COLT 2011

Does an Efficient Calibrated Forecasting Strategy Exist?

Abstract

We recall two previously-proposed notions of asymptotic calibration for a forecaster making a sequence of probability predictions. We note that the existence of efficient algorithms for calibrated forecasting holds only in the case of binary outcomes. We pose the question: do there exist such efficient algorithms for the general (non-binary) case?

The Questioner
🚀 Conference Pioneer — COLT 2011
🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning
📈 Trend Setter — Game AI
🧭 Keyword Pioneer — probability calibration
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio
🐣 Hot Topic Early Bird — game theory