Does an efficient calibrated forecasting strategy exist?
published: Aug. 2, 2011, recorded: July 2011, views: 178
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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?
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