Does an efficient calibrated forecasting strategy exist?
published: Aug. 2, 2011, recorded: July 2011, views: 3689
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
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?
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !