Defensive forecasting
机器学习
2007-05-23 v1 人工智能
摘要
We consider how to make probability forecasts of binary labels. Our main mathematical result is that for any continuous gambling strategy used for detecting disagreement between the forecasts and the actual labels, there exists a forecasting strategy whose forecasts are ideal as far as this gambling strategy is concerned. A forecasting strategy obtained in this way from a gambling strategy demonstrating a strong law of large numbers is simplified and studied empirically.
引用
@article{arxiv.cs/0505083,
title = {Defensive forecasting},
author = {Vladimir Vovk and Akimichi Takemura and Glenn Shafer},
journal= {arXiv preprint arXiv:cs/0505083},
year = {2007}
}
备注
15 pages, 2 figures, to appear in the AIStats'2005 electronic proceedings