LGMay 18, 2021
Enhancement of prediction algorithms by betting
arXiv:2105.08669v11 citations
Originality Synthesis-oriented
AI Analysis
This is an incremental improvement for researchers in machine learning prediction algorithms.
The paper tackles the problem of improving probabilistic prediction algorithms by introducing a betting procedure against their predictions, inspired by conformal test martingales, resulting in enhanced prediction quality.
This note proposes a procedure for enhancing the quality of probabilistic prediction algorithms via betting against their predictions. It is inspired by the success of the conformal test martingales that have been developed recently.