arXiv:2504.03211cs.LGcs.AI2025-04被引 1

设计可信赖的预测模型,让提供方在激励不一致时仍能引导接收方做出理想决策。

Persuasive Calibration

  • 将预测器视为校准预测的后处理版本,构建优化框架
  • 最优预测器在高/低真实概率时过/低估,中间保持完美校准
  • 提出多项式时间算法求解,适用于多种误差度量和收益函数

我们引入并研究了说服性校准问题:一方希望向下游代理提供关于底层事件的可信预测,以引导其做出期望决策。采用标准校准框架,确保预测值在自身条件下无偏,使代理可直接按表面意义解读。允许一定校准误差预算下,核心问题是:如何计算在激励不一致情形下的最优预测器?我们聚焦于标准Lt-范数期望校准误差(ECE)指标。通过将预测器视为完全校准预测的后处理版本,建立通用框架。当主方效用与事件无关且使用L1-范数时,我们证明:(1) 最优预测器在高真实期望结果时过度自信(低时则低估),中间区域保持完美校准;(2) 偏差预测呈现与主方效用函数共线结构。算法上,我们为一般主方效用和任意Lt-范数提供一个近似最优的全多项式时间近似方案(FPTAS)。此外,对L1和L∞范数,给出精确最优预测器的多项式时间算法。

原文摘要 · Abstract (English)

We introduce and study the persuasive calibration problem, where a principal aims to provide trustworthy predictions about underlying events to a downstream agent to make desired decisions. We adopt the standard calibration framework that regulates predictions to be unbiased conditional on their own value, and thus, they can reliably be interpreted at the face value by the agent. Allowing a small calibration error budget, we aim to answer the following question: what is and how to compute the optimal predictor under this calibration error budget, especially when there exists incentive misalignment between the principal and the agent? We focus on standard Lt-norm Expected Calibration Error (ECE) metric. We develop a general framework by viewing predictors as post-processed versions of perfectly calibrated predictors. Using this framework, we first characterize the structure of the optimal predictor. Specifically, when the principal's utility is event-independent and for L1-norm ECE, we show: (1) the optimal predictor is over-(resp. under-) confident for high (resp. low) true expected outcomes, while remaining perfectly calibrated in the middle; (2) the miscalibrated predictions exhibit a collinearity structure with the principal's utility function. On the algorithmic side, we provide a FPTAS for computing approximately optimal predictor for general principal utility and general Lt-norm ECE. Moreover, for the L1- and L-Infinity-norm ECE, we provide polynomial-time algorithms that compute the exact optimal predictor.

校准机制设计预测优化

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