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Forecast aggregation combines the predictions of multiple forecasters to improve accuracy. However, the lack of knowledge about forecasters' information structure hinders optimal aggregation. Given a family of information structures, robust…

Machine Learning · Computer Science 2024-02-01 Yongkang Guo , Jason D. Hartline , Zhihuan Huang , Yuqing Kong , Anant Shah , Fang-Yi Yu

Recently a growing literature study a new forecast aggregation setting where each forecaster is additionally asked ``what's your expectation for the average of other forecasters' forecasts?''. However, most theoretic results in this setting…

Computer Science and Game Theory · Computer Science 2024-02-12 Yuqing Kong

The problem of aggregating expert forecasts is ubiquitous in fields as wide-ranging as machine learning, economics, climate science, and national security. Despite this, our theoretical understanding of this question is fairly shallow. This…

Computer Science and Game Theory · Computer Science 2022-02-24 Eric Neyman , Tim Roughgarden

Forecasts support decision making in a variety of applications. Statistical models can produce accurate forecasts given abundant training data, but when data is sparse, rapidly changing, or unavailable, statistical models may not be able to…

Applications · Statistics 2020-05-19 Thomas McAndrew , Nutcha Wattanachit , G. Casey Gibson , Nicholas G. Reich

We consider the forecast aggregation problem in repeated settings, where the forecasts are done on a binary event. At each period multiple experts provide forecasts about an event. The goal of the aggregator is to aggregate those forecasts…

Machine Learning · Computer Science 2018-02-21 Yakov Babichenko , Dan Garber

Crowdsourcing enables the solicitation of forecasts on a variety of prediction tasks from distributed groups of people. How to aggregate the solicited forecasts, which may vary in quality, into an accurate final prediction remains a…

Methodology · Statistics 2022-03-31 Juntao Wang , Yang Liu , Yiling Chen

We study the problem of eliciting and aggregating probabilistic information from multiple agents. In order to successfully aggregate the predictions of agents, the principal needs to elicit some notion of confidence from agents, capturing…

Computer Science and Game Theory · Computer Science 2014-10-03 Rafael M. Frongillo , Yiling Chen , Ian A. Kash

We consider a robust aggregation problem in the presence of both truthful and adversarial experts. The truthful experts will report their private signals truthfully, while the adversarial experts can report arbitrarily. We assume experts…

Machine Learning · Computer Science 2025-02-07 Yongkang Guo , Yuqing Kong

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Machine Learning · Statistics 2024-11-11 Benedikt Schulz , Lutz Köhler , Sebastian Lerch

Federated inference, in the form of one-shot federated learning, edge ensembles, or federated ensembles, has emerged as an attractive solution to combine predictions from multiple models. This paradigm enables each model to remain local and…

In a crowd forecasting system, aggregation is an algorithm that returns aggregated probabilities for each question based on the probabilities provided per question by each individual in the crowd. Various aggregation methods have been…

Applications · Statistics 2022-03-18 Yuzhong Huang , Andres Abeliuk , Fred Morstatter , Pavel Atanasov , Aram Galstyan

Many practical learning systems aggregate data across many users, while learning theory traditionally considers a single learner who trusts all of their observations. A case in point is the foundational learning problem of prediction with…

Machine Learning · Computer Science 2016-04-11 Paul Christiano

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn

Conformal prediction quantifies the uncertainty of machine learning models by augmenting point predictions with valid prediction sets. For complex scenarios involving multiple trials, models, or data sources, conformal prediction sets can…

Machine Learning · Computer Science 2025-12-25 Gina Wong , Drew Prinster , Suchi Saria , Rama Chellappa , Anqi Liu

Bayesian experts who are exposed to different evidence often make contradictory probabilistic forecasts. An aggregator, ignorant of the underlying model, uses this to calculate her own forecast. We use the notions of scoring rules and…

Economics · Quantitative Finance 2018-02-13 Itai Areili , Yakov Babichenko , Rann Smorodinsky

Robust forecast aggregation combines the predictions of multiple information sources to perform well in the worst case across all possible information structures. Previous work largely focuses on settings with a known binary state space,…

Machine Learning · Computer Science 2026-05-26 Zhi Chen , Cheng Peng , Wei Tang

This paper studies how communication across experts prior to aggregation by a decision-maker affects the efficiency of forecast combination. When experts exchange information before reporting their forecasts, their signals become correlated…

Theoretical Economics · Economics 2026-04-29 Marcos R. Fernandes

Aggregating signals from a collection of noisy sources is a fundamental problem in many domains including crowd-sourcing, multi-agent planning, sensor networks, signal processing, voting, ensemble learning, and federated learning. The core…

Machine Learning · Computer Science 2022-06-07 Ben Abramowitz , Nicholas Mattei

We consider a Bayesian forecast aggregation model where $n$ experts, after observing private signals about an unknown binary event, report their posterior beliefs about the event to a principal, who then aggregates the reports into a single…

Machine Learning · Computer Science 2023-10-11 Tao Lin , Yiling Chen

We consider the problem of belief aggregation: given a group of individual agents with probabilistic beliefs over a set of uncertain events, formulate a sensible consensus or aggregate probability distribution over these events. Researchers…

Artificial Intelligence · Computer Science 2013-02-08 David M. Pennock , Michael P. Wellman
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