Complexity-Based Approach to Calibration with Checking Rules
published: Aug. 2, 2011, recorded: July 2011, views: 3463
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 consider the problem of forecasting a sequence of outcomes from an unknown source. The quality of the forecaster is measured by a family of checking rules. We prove upper bounds on the value of the associated game, thus certifying the existence of a calibrated strategy for the forecaster. We show that complexity of the family of checking rules can be captured by the notion of a sequential cover introduced in . Various natural assumptions on the class of checking rules are considered, including finiteness of Vapnik-Chervonenkis and Littlestone's dimensions.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !