arXiv Machine Learning

Proper Calibeating

arXiv:2605. 26703v2 Announce Type: replace-cross Abstract: The classic concept of "calibrated forecasts" and its more recent refinement, "calibeating," are defined with respect to the standard quadratic scoring rule.

arXiv Machine Learning
Jun 18

Toward Simultaneously Optimal Regret in U-Calibration

arXiv:2606. 18527v1 Announce Type: cross Abstract: U-calibration studies online forecasting algorithms whose predictions can be consumed by any unknown downstream agent, guaranteeing sublinear regret simultaneously for all proper loss functions.

By Rafael Frongillo, Haipeng Luo, Nishant A. Mehta, Jon Schneider
arXiv Machine Learning
Jul 23

Optimal Recalibration of an Online Predictor

arXiv:2607. 19689v1 Announce Type: cross Abstract: We study the problem of recalibrating an online predictor [KE17, OKS24]: given an arbitrary "hint" sequence of forecasts, the learner must output new predictions that are calibrated while incurring small excess error relative to the original forecasts, under a proper loss.

By Lunjia Hu, Kevin Tian, Chutong Yang