arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2210.07152econ.THcs.GTcs.LGmath.STstat.MLstat.TH
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平滑校准,泄漏预测,有限召回和纳什动态

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

University of Pennsylvania(宾夕法尼亚大学);The Hebrew University of Jerusalem(耶路撒冷希伯来大学);Amazon Inc(亚马逊公司)

Dean P. Foster, Sergiu Hart

摘要:

我们建议通过结合附近的预测来平滑校准分数,该分数衡量预报员的好坏。虽然定期校准可以保证只有通过随机预测程序,我们表明,平滑校准可以保证确定性的程序。因此,预测是否泄露并不重要,即,提前告知:仍然可以保证顺利校准(而定期校准则不能)。此外,我们的程序具有有限的召回,是固定的,所有的预测都位于一个有限的网格。为了构建该程序,我们还处理了在线线性回归和弱校准的相关设置。最后,我们证明了平滑校准在n人游戏中产生非耦合的有限记忆动态“平滑校准学习”,其中玩家在几乎所有时期都玩近似的纳什均衡(相比之下,使用规则的校准学习)校准,只产生游戏的时间平均值是近似相关均衡)。

英文摘要:

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).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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