Efficient Sequential Calibration with $O(T^{2/3-ε})$ Error Bound
We study the online binary sequential calibration problem. A recent breakthrough by \citet{dagan2024breaking} overcomes the classical \(T^{2/3}\) barrier for calibration error. Building on this result, we present an efficient randomized forecaster that achieves an expected calibration error \(O(T^{2/3-\varepsilon})\) for some constant \(\varepsilon>0\). Our forecaster combines the \textsc{SPR-Calibration} procedure \citep{dagan2024breaking} with an outer Blackwell-style correction layer. The \textsc{SPR-Calibration} procedure controls calibration with respect to a surrogate sequence of conditional-mean estimates, while the correction layer controls the additional error incurred when these...
| Authors | Zihan Zhang |
|---|---|
| Primary category | cs.LG |
| Published | 14 July 2026 |
| Last updated at source | 14 July 2026 |
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