High-dimensional online calibration from harmonic weights
arXiv:2610.07740v1 Announce Type: new Abstract: We study the online calibration of multidimensional forecasts over an arbitrary convex set $Y\subseteq\mathbb{R}^d$ relative to an arbitrary error norm $\|\cdot\|_{L}$. For forecasting $d$ binary outcomes simultaneously ($Y=[0,1]^d$), we give the firs…
Read the full story at arXiv stat.ML ↗
Timeline · 1 report
- 2026-10-07 04:00 · arXiv stat.ML
High-dimensional online calibration from harmonic weights