提出平滑校准新理论,统一并强化了预测低误差的数学基础。
The Importance of Being Smoothly Calibrated
- 通过添加噪声平滑预测器,实现对任意基准的鲁棒竞争
- 预测误差受平滑校准误差与地球移动距离共同约束
- 适用于需低遗憾决策的场景,尤其适合不确定损失函数者
近期研究强调平滑校准 [Kakade and Foster, 2008] 作为鲁棒校准误差度量的核心作用。本文推广、统一并拓展了此前关于平滑校准的结果,既作为鲁棒校准度量,也作为迈向全能预测(omniprediction)的关键一步,使预测器能在下游决策者优化未知适当损失函数时实现低遗憾。我们为所有有界适当损失类提供了新的全能预测保证:通过向预测器添加噪声,并在空间中与任意加噪后可任意后处理的基准预测器竞争,其全能预测误差被平滑校准误差与基准的地球移动距离所界定。我们展示了该依赖关系在一般情况下不可改进。本结果统一并扩展了先前工作 [Foster and Vohra, 1998; Hartline, Wu, and Yang, 2025]。我们以预测与标签联合分布到最接近完美校准分布的地球移动距离,给出了平滑校准的简洁刻画,从而简化了与 [Blasiok, Gopalan, Hu, and Nakkiran, 2023] 中下界距离校准关系的证明。我们进一步证明:上界校准距离无法在支持集大小无关的样本复杂度下估计至二次因子以内,这与已知信息论不可能性形成对比——校准距离本身即无法用有限样本估计 [Blasiok, Gopalan, Hu, and Nakkiran, 2023]。
原文摘要 · Abstract (English)
Recent work has highlighted the centrality of smooth calibration [Kakade and Foster, 2008] as a robust measure of calibration error. We generalize, unify, and extend previous results on smooth calibration, both as a robust calibration measure, and as a step towards omniprediction, which enables predictions with low regret for downstream decision makers seeking to optimize some proper loss unknown to the predictor. We present a new omniprediction guarantee for smoothly calibrated predictors, for the class of all bounded proper losses. We smooth the predictor by adding some noise to it, and compete against smoothed versions of any benchmark predictor on the space, where we add some noise to the predictor and then post-process it arbitrarily. The omniprediction error is bounded by the smooth calibration error of the predictor and the earth mover's distance from the benchmark. We exhibit instances showing that this dependence cannot, in general, be improved. We show how this unifies and extends prior results [Foster and Vohra, 1998; Hartline, Wu, and Yang, 2025] on omniprediction from smooth calibration. We present a crisp new characterization of smooth calibration in terms of the earth mover's distance to the closest perfectly calibrated joint distribution of predictions and labels. This also yields a simpler proof of the relation to the lower distance to calibration from [Blasiok, Gopalan, Hu, and Nakkiran, 2023]. We use this to show that the upper distance to calibration cannot be estimated within a quadratic factor with sample complexity independent of the support size of the predictions. This is in contrast to the distance to calibration, where the corresponding problem was known to be information-theoretically impossible: no finite number of samples suffice [Blasiok, Gopalan, Hu, and Nakkiran, 2023].
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