Abstract
In this paper we combine the theory of probability aggregation with results of machine learning theory concerning the optimality of predictions under expert advice. In probability aggregation theory several characterization results for linear aggregation exist. However, in linear aggregation weights are not fixed, but free parameters. We show how fixing such weights by success-based scores, a generalization of Brier scoring, allows for transferring the mentioned optimality results to the case of probability aggregation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.