arXiv Machine Learning By Anagha Gokul, Jason Hartline, Lunjia Hu, Jonathan Ullman, Yifan Wu

Truthful Calibration Measures for Sequential Prediction

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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.

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