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When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…

Methodology · Statistics 2015-05-21 Christof Strähl , Johanna F. Ziegel

The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depending on temperature and uses real data. As the pattern of…

Artificial Intelligence · Computer Science 2021-09-30 Vladimir V'yugin , Vladimir Trunov

An increasingly common use case for machine learning models is augmenting the abilities of human decision makers. For classification tasks where neither the human or model are perfectly accurate, a key step in obtaining high performance is…

Machine Learning · Computer Science 2021-10-04 Gavin Kerrigan , Padhraic Smyth , Mark Steyvers

In many real-world situations, data is distributed across multiple self-interested agents. These agents can collaborate to build a machine learning model based on data from multiple agents, potentially reducing the error each experiences.…

Computers and Society · Computer Science 2023-02-28 Kate Donahue , Jon Kleinberg

Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given…

Machine Learning · Computer Science 2023-06-27 Jamelle Watson-Daniels , David C. Parkes , Berk Ustun

Machine-learning systems used in survey-based social measurement require uncertainty estimates that are reliable across population subgroups, not merely valid in aggregate. We study ordinal conformal prediction for five-level AI-attitude…

Methodology · Statistics 2026-05-08 Amir Rafe , Subasish Das

The robustness of multiagent systems can be affected by mistakes or behavioral biases (e.g., risk-aversion, altruism, toll-sensitivity), with some agents playing the "wrong game." This can change the set of equilibria, and may in turn harm…

Computer Science and Game Theory · Computer Science 2018-03-14 Reshef Meir , David Parkes

We demonstrate that the forecasting combination puzzle is a consequence of the methodology commonly used to produce forecast combinations. By the combination puzzle, we refer to the empirical finding that predictions formed by combining…

Econometrics · Economics 2023-08-11 David T. Frazier , Ryan Covey , Gael M. Martin , Donald Poskitt

Individual probabilities refer to the probabilities of outcomes that are realized only once: the probability that it will rain tomorrow, the probability that Alice will die within the next 12 months, the probability that Bob will be…

Machine Learning · Computer Science 2023-05-09 Aaron Roth , Alexander Tolbert , Scott Weinstein

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Relational probabilistic models have the challenge of aggregation, where one variable depends on a population of other variables. Consider the problem of predicting gender from movie ratings; this is challenging because the number of movies…

Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…

Methodology · Statistics 2021-12-03 Zhan Liu , Richard Valliant

Eliciting truthful reports from autonomous agents is a core problem in scalable AI oversight: a principal scores the agent's report using a strictly proper scoring rule, but the agent also benefits from the report through a non-accuracy…

Computer Science and Game Theory · Computer Science 2026-05-11 Lauri Lovén , Sasu Tarkoma

As an autonomous system performs a task, it should maintain a calibrated estimate of the probability that it will achieve the user's goal. If that probability falls below some desired level, it should alert the user so that appropriate…

Machine Learning · Computer Science 2024-04-04 Alexander Guyer , Thomas G. Dietterich

Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…

Methodology · Statistics 2016-03-02 Sarah Higgins , Hailiang Du , Leonard A. Smith

Applications such as weather forecasting and personalized medicine demand models that output calibrated probability estimates---those representative of the true likelihood of a prediction. Most models are not calibrated out of the box but…

Machine Learning · Computer Science 2020-02-03 Ananya Kumar , Percy Liang , Tengyu Ma

Artificial intelligence safety research focuses on aligning individual language models with human values, yet deployed AI systems increasingly operate as interacting populations where social influence may override individual alignment. Here…

Physics and Society · Physics 2026-05-12 Giordano De Marzo , Alessandro Bellina , Claudio Castellano , Viola Priesemann , David Garcia

This paper studies theoretically and empirically a method of turning machine-learning algorithms into probabilistic predictors that automatically enjoys a property of validity (perfect calibration) and is computationally efficient. The…

Machine Learning · Computer Science 2015-11-16 Vladimir Vovk , Ivan Petej , Valentina Fedorova

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

Peer prediction refers to a collection of mechanisms for eliciting information from human agents when direct verification of the obtained information is unavailable. They are designed to have a game-theoretic equilibrium where everyone…

Computer Science and Game Theory · Computer Science 2022-10-28 Shi Feng , Fang-Yi Yu , Yiling Chen