Does an efficient calibrated forecasting strategy exist?

Jacob Abernethy, Shie Mannor

Research output: Contribution to journalConference articlepeer-review

Abstract

We recall two previously-proposed notions of asymptotic calibration for a forecaster making a sequence of probability predictions. We note that the existence of efficient algorithms for calibrated forecasting holds only in the case of binary outcomes. We pose the question: do there exist such efficient algorithms for the general (non-binary) case?

Original languageEnglish
Pages (from-to)809-811
Number of pages3
JournalJournal of Machine Learning Research
Volume19
StatePublished - 2011
Event24th International Conference on Learning Theory, COLT 2011 - Budapest, Hungary
Duration: 9 Jul 201111 Jul 2011

All Science Journal Classification (ASJC) codes

  • Software
  • Artificial Intelligence
  • Control and Systems Engineering
  • Statistics and Probability

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