ip-property
Property Elicitation on Imprecise Probabilities
Property elicitation studies which attributes of a probability distribution can be determined by minimising a risk. We investigate a generalisation of property elicitation to imprecise probabilities (IP). This investigation is motivated by multi-distribution learning, which takes the classical machine learning paradigm of minimising a single risk over a (precise) probability and replaces it with $Γ$-maximin risk minimization over an IP. We provide necessary conditions for elicitability of a IP-property. Furthermore, we explain what an elicitable IP-property actually elicits through Bayes pairs -- the elicited IP-property is the corresponding standard property of the maximum Bayes risk distribution.
2507.05857
Country:
- Europe > Germany (0.14)
- North America > United States > Massachusetts > Middlesex County > Cambridge (0.04)
- North America > United States > California (0.04)
- Europe > United Kingdom > England > Cambridgeshire > Cambridge (0.04)
Technology: