Papers
Topics
Authors
Recent
Assistant
AI Research Assistant
Well-researched responses based on relevant abstracts and paper content.
Custom Instructions Pro
Preferences or requirements that you'd like Emergent Mind to consider when generating responses.
Gemini 2.5 Flash
Gemini 2.5 Flash 172 tok/s
Gemini 2.5 Pro 46 tok/s Pro
GPT-5 Medium 27 tok/s Pro
GPT-5 High 32 tok/s Pro
GPT-4o 99 tok/s Pro
Kimi K2 203 tok/s Pro
GPT OSS 120B 447 tok/s Pro
Claude Sonnet 4.5 37 tok/s Pro
2000 character limit reached

Algorithmic Robust Forecast Aggregation (2401.17743v1)

Published 31 Jan 2024 in cs.LG and cs.GT

Abstract: Forecast aggregation combines the predictions of multiple forecasters to improve accuracy. However, the lack of knowledge about forecasters' information structure hinders optimal aggregation. Given a family of information structures, robust forecast aggregation aims to find the aggregator with minimal worst-case regret compared to the omniscient aggregator. Previous approaches for robust forecast aggregation rely on heuristic observations and parameter tuning. We propose an algorithmic framework for robust forecast aggregation. Our framework provides efficient approximation schemes for general information aggregation with a finite family of possible information structures. In the setting considered by Arieli et al. (2018) where two agents receive independent signals conditioned on a binary state, our framework also provides efficient approximation schemes by imposing Lipschitz conditions on the aggregator or discrete conditions on agents' reports. Numerical experiments demonstrate the effectiveness of our method by providing a nearly optimal aggregator in the setting considered by Arieli et al. (2018).

Citations (4)

Summary

We haven't generated a summary for this paper yet.

Lightbulb Streamline Icon: https://streamlinehq.com

Continue Learning

We haven't generated follow-up questions for this paper yet.

List To Do Tasks Checklist Streamline Icon: https://streamlinehq.com

Collections

Sign up for free to add this paper to one or more collections.

X Twitter Logo Streamline Icon: https://streamlinehq.com

Tweets

This paper has been mentioned in 1 tweet and received 0 likes.

Upgrade to Pro to view all of the tweets about this paper: