arXiv Machine Learning
Oct 16

Online Quantile Omniprediction for Proper Losses

The paper introduces online, sample‑efficient algorithms that generate forecasts expressed as sets of quantiles over arbitrary probability levels. These forecasts are simultaneously accurate across all proper losses that meet mild regularity conditions, enabling dynamic, multi‑metric prediction in both binary and multiclass settings. The authors illustrate the method by combining expert quantile forecasts of COVID‑19 hospitalizations to provide richer risk information for decision makers.

By Hyunsuk Kim, Isaac Gibbs, Michael W. Mahoney, Ryan J. Tibshirani
arXiv Statistics ML
Sep 16

Statistical Inference for Score Decompositions

arXiv:2603.04275v2 Announce Type: replace-cross Abstract: We introduce inference methods for score decompositions, which partition scoring functions for predictive assessment into three interpretable...

By Timo Dimitriadis, Marius Puke