arXiv:2511.13699cs.LGcs.DS2025-11被引 3

提出可计算的校准评估方法,解决决策校准难题。

Efficient Calibration for Decision Making

  • 限定后处理函数结构,定义新校准度量CDL_K
  • 证明多种常见校准方法有理论保证
  • 适合机器学习中的校准模型研究者

从决策理论角度,完美校准的特征是:在期望下最小化合理损失的代理无法通过任何后处理改进结果。Hu和Wu(FOCS'24)基于此定义了近似校准度量校准决策损失(CDL),衡量任意后处理在任意合理损失下可能带来的最大改进。然而,在仅能黑箱访问预测值与标签的离线设置下,CDL难以被弱近似。本文通过限制后处理函数为结构化族K,提出相对K的校准决策损失CDL_K,仅在该族内考虑后处理。我们建立了一套完整的理论,阐明何时CDL_K在信息论和计算上可处理,并对自然类K给出了上下界。我们的结果不仅引入新定义与算法技术,还为机器学习中广泛使用的再校准方法提供了严格保证。

原文摘要 · Abstract (English)

A decision-theoretic characterization of perfect calibration is that an agent seeking to minimize a proper loss in expectation cannot improve their outcome by post-processing a perfectly calibrated predictor. Hu and Wu (FOCS'24) use this to define an approximate calibration measure called calibration decision loss ($\mathsf{CDL}$), which measures the maximal improvement achievable by any post-processing over any proper loss. Unfortunately, $\mathsf{CDL}$ turns out to be intractable to even weakly approximate in the offline setting, given black-box access to the predictions and labels. We suggest circumventing this by restricting attention to structured families of post-processing functions $K$. We define the calibration decision loss relative to $K$, denoted $\mathsf{CDL}_K$ where we consider all proper losses but restrict post-processings to a structured family $K$. We develop a comprehensive theory of when $\mathsf{CDL}_K$ is information-theoretically and computationally tractable, and use it to prove both upper and lower bounds for natural classes $K$. In addition to introducing new definitions and algorithmic techniques to the theory of calibration for decision making, our results give rigorous guarantees for some widely used recalibration procedures in machine learning.

校准决策机器学习

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