Defensive forecasting

Details Defensive forecasting Defensive forecasting

2005-05-30

arxiv.org/abs/cs/0505083v1

Proceedings of the Tenth International Workshop on Artificial Intelligence and Statistics, 2005, pages 365--372.

Computer Science

Learning

15 pages, 2 figures, to appear in the AIStats'2005 electronic proceedings

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Defensive forecasting does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Defensive forecasting, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Defensive forecasting will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-455510