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

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

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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 the subset of timesteps where that prediction was made.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

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
arXiv Machine Learning
Aug 12

High-Dimensional Calibration from Swap Regret

arXiv:2505. 21460v2 Announce Type: replace Abstract: We study online calibration of multi-dimensional forecasts over an arbitrary convex set $P \subset \mathbb{R}^d$ relative to an arbitrary norm $|\cdot|$.

By Maxwell Fishelson, Noah Golowich, Mehryar Mohri, Jon Schneider
arXiv Machine Learning
Oct 16

Computational and Statistical Hardness of Calibration Distance

The paper investigates the computational and statistical challenges of the calibration distance, a key metric for measuring miscalibration in probabilistic predictors. It presents an efficient algorithm for exact computation when the distribution has a uniform marginal and noiseless labels, and shows that the problem becomes NP‑hard if either assumption is dropped. The authors also provide a polynomial‑time approximation scheme for the general case and establish tight sample complexity bounds for estimating the calibration distance from data.

By Mingda Qiao