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Does an efficient calibrated forecasting strategy exist?

Does an efficient calibrated forecasting strategy exist?

This video was recorded at 24th Annual Conference on Learning Theory (COLT), Budapest 2011. 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?... Show More

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