论文标题

平滑校准,漏水预测,有限召回和纳什动态

Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics

论文作者

Foster, Dean P., Hart, Sergiu

论文摘要

我们建议通过结合附近的预测来平滑校准评分,从而衡量预报器的良好程度。虽然只能通过随机预测程序来保证常规校准,但我们表明可以通过确定性程序来确保平滑的校准。结果,是否泄漏了预测,即提前已知:但是可以保证平滑的校准(而常规校准不能)。此外,我们的程序有有限的召回,是静止的,并且所有预测都在有限的网格上。为了构建该过程,我们还处理在线线性回归和弱校准的相关设置。最后,我们表明平滑的校准在N-Merion游戏“流畅的校准学习”中产生了未耦合的有限内存动力学,其中玩家在几乎所有时期内都会玩近似于NASH的平衡(相比之下,使用常规的校准,使用常规的校准,仅产生了游戏的时间,游戏的时间很近似于Equilibibriabia equilibibria)。

We propose to smooth out the calibration score, which measures how good a forecaster is, by combining nearby forecasts. While regular calibration can be guaranteed only by randomized forecasting procedures, we show that smooth calibration can be guaranteed by deterministic procedures. As a consequence, it does not matter if the forecasts are leaked, i.e., made known in advance: smooth calibration can nevertheless be guaranteed (while regular calibration cannot). Moreover, our procedure has finite recall, is stationary, and all forecasts lie on a finite grid. To construct the procedure, we deal also with the related setups of online linear regression and weak calibration. Finally, we show that smooth calibration yields uncoupled finite-memory dynamics in n-person games "smooth calibrated learning" in which the players play approximate Nash equilibria in almost all periods (by contrast, calibrated learning, which uses regular calibration, yields only that the time-averages of play are approximate correlated equilibria).

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