arXiv Machine Learning

Truthful Calibration Measures for Sequential Prediction

The paper investigates the feasibility of exact truthfulness in calibration measures for sequential binary prediction. It proves that exact truthfulness cannot coexist with completeness and soundness, even when outcomes are independent. The authors then provide two reductions that transform any base calibration measure into additively or multiplicatively approximately truthful ones, achieving a multiplicative truthfulness guarantee that improves upon previous results.

arXiv Machine Learning
Jun 9

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.

By Dean P. Foster, Sergiu Hart
arXiv AI
Aug 12

How to Verify Consistency of Probabilistic Claims

arXiv:2608. 11181v1 Announce Type: cross Abstract: When a probabilistic predictor answers many conditional-probability queries, are its answers self-consistent, and can this be verified in polynomial time?

By Orr Paradise, Oliver Richardson, Yoshua Bengio, Shafi Goldwasser
arXiv AI
Sep 10

How to Verify Probabilistic Consistency of Predictive Models

The paper presents an interactive probabilistically checkable proof (PCP) protocol that allows a polynomial‑time verifier to check the approximate consistency of a probabilistic predictor defined by two circuits, P and Q. By evaluating these circuits at a few points and querying a proof oracle that encodes a witnessing probability distribution, the verifier can confirm that the predictor’s many conditional‑probability claims are self‑consistent. The authors also establish that the problem of verifying l₂‑approximate consistency for explicit probabilistic claims lies in NP, with certificates of size O(mn + log B), and show how to eliminate dependence on the input bit‑precision B through a small additive gap.

By Orr Paradise, Oliver Richardson, Yoshua Bengio, Shafi Goldwasser
arXiv Machine Learning
4d ago

A Ranking Approach for Measuring Calibration

The paper introduces rankECE, a new metric for assessing calibration error in predictive models. Unlike the widely used Expected Calibration Error (ECE), rankECE compares predictions with neighboring probability values, offering theoretical guarantees and empirical evidence that it better approximates ECE than traditional binned methods.

By Anirban Chatterjee, Rina Foygel Barber
arXiv Machine Learning
1d ago

Breaking the $T^{2/3}$ Barrier for Sequential Calibration

arXiv:2406.13668v4 Announce Type: replace Abstract: A set of probabilistic forecasts is calibrated if each prediction of the forecaster closely approximates the empirical distribution of outcomes on...

By Yuval Dagan, Constantinos Daskalakis, Maxwell Fishelson, Noah Golowich, Robert Kleinberg, Princewill Okoroafor
arXiv Machine Learning
Aug 17

Sequence prediction under a lying oracle

arXiv:2608. 14102v1 Announce Type: new Abstract: We consider the problem of sequential prediction of an $m$-ary sequence, where at each epoch, (i) the environment selects an outcome from an $m$-ary alphabet, (ii) the learner selects a probability distribution over the same alphabet (unaware of the outcome generated by the environment), and finally, (iii) the learner incurs a cost that depends on the probability assigned to the outcome.

By Puspabeethi Samanta, Nikhil Karamchandani, Jayakrishnan Nair
arXiv Machine Learning
Jul 9

Optimal Conformal Prediction under Epistemic Uncertainty

arXiv:2505. 19033v2 Announce Type: replace-cross Abstract: Conformal prediction (CP) is a widely used frequentist framework to quantify uncertainty by constructing prediction sets with user-specified marginal coverage guarantees.

By Alireza Javanmardi, Soroush H. Zargarbashi, Santo M. A. R. Thies, Willem Waegeman, Aleksandar Bojchevski, Eyke H\"ullermeier