Related papers: Defensive forecasting
We present a simple approach to forecasting conditional probability distributions of asset returns. We work with a parsimonious specification of ordered binary choice regression that imposes a connection on sign predictability across…
Forecasting with longitudinal data has been rarely studied. Most of the available studies are for continuous response and all of them are for univariate response. In this study, we consider forecasting multivariate longitudinal binary data.…
We consider a general class of forecasting protocols, called "linear protocols", and discuss several important special cases, including multi-class forecasting. Forecasting is formalized as a game between three players: Reality, whose role…
We study a dynamic game where an expert sends probabilistic forecasts to a decision-maker. The decision-maker verifies these forecasts using a calibration test based on past data. How should the expert send forecasts to maximize her payoff…
This tutorial provides a survey of algorithms for Defensive Forecasting, where predictions are derived not by prognostication but by correcting past mistakes. Pioneered by Vovk, Defensive Forecasting frames the goal of prediction as a…
We present two different strategies to extend the classical multi-label chaining approach to handle imprecise probability estimates. These estimates use convex sets of distributions (or credal sets) in order to describe our uncertainty…
In this paper, we present betting strategy of a football game using probability theory. We know all betting houses offer slightly unfair odds towards the player. Here we discuss a simple way to figure out which betting house is offering…
Label propagation has proven to be a fast method for detecting communities in complex networks. Recent work has also improved the accuracy and stability of the basic algorithm, however, a general approach is still an open issue. We propose…
An important challenge in robust machine learning is when training data is provided by strategic sources who may intentionally report erroneous data for their own benefit. A line of work at the intersection of machine learning and mechanism…
In a binary classification problem where the goal is to fit an accurate predictor, the presence of corrupted labels in the training data set may create an additional challenge. However, in settings where likelihood maximization is poorly…
Many machine learning problems require the prediction of multi-dimensional labels. Such structured prediction models can benefit from modeling dependencies between labels. Recently, several deep learning approaches to structured prediction…
Making binary decisions is a common data analytical task in scientific research and industrial applications. In data sciences, there are two related but distinct strategies: hypothesis testing and binary classification. In practice, how to…
We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…
Probability forecasts are intended to account for the uncertainties inherent in forecasting. It is suggested that from an end-user's point of view probability is not necessarily sufficient to reflect uncertainties that are not simply the…
We develop a worst-case analysis of aggregation of classifier ensembles for binary classification. The task of predicting to minimize error is formulated as a game played over a given set of unlabeled data (a transductive setting), where…
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…
In a $(1:b)$ biased Maker-Breaker game, how good a strategy is for a player can be measured by the bias range for which its rival can win, choosing an appropriate counterstrategy. Bednarska and {\L}uczak proved that, in the $H$-subgraph…
Recently, binary representation has been proposed as a novel representation that lies between continuous and discrete representations. It exhibits considerable information-preserving capability when being used to replace continuous input…
In adversarial settings, a mobile agent may strategically plan its motion to influence an opponent's inference about its intended goal. We study deceptive path planning in a scenario where a mobile agent aims to reach a privately selected…
Can a probabilistic gambler get arbitrarily rich when all deterministic gamblers fail? We study this problem in the context of algorithmic randomness, introducing a new notion -- almost everywhere computable randomness. A binary sequence…