Calibration is a fundamental concept that aims at ensuring the reliability of probabilistic predictions by aligning them with real-world outcomes. There is a surge of studies on new calibration measures that are easier to optimize compared to the classical ℓ1-Calibration while still having strong implications for downstream applications. One such recent example is the work by Fishelson et al. (2025) who show that it is possible to achieve O(T1/3)pseudo ℓ2-Calibration error via minimizing pseudo swap regret of the squared loss, which in fact implies the same bound for all bounded proper losses with a smooth univariate form. In this work, we significantly generalize their result in the following ways: (a) in addition to smooth univariate forms, our algorithm also simultaneously achieves O(T1/3) swap regret for any proper loss with a twice continuously differentiable univariate form (such as Tsallis entropy); (b) our bounds hold not only for pseudo swap regret that measures losses using the forecaster's distributions on predictions, but also hold for the actual swap regret that measures losses using the forecaster's actual realized predictions. We achieve so by introducing a new stronger notion of calibration called (pseudo) KL-Calibration, which we show is equivalent to the (pseudo) swap regret with respect to log loss. We prove that there exists an algorithm that achieves O(T1/3) KL-Calibration error and provide an explicit algorithm that achieves O(T1/3) pseudo KL-Calibration error. Moreover, we show that the same algorithm achieves O(T1/3(logT) 13 log(T/δ)) swap regret with probability at least 1 δ for any proper loss with a smooth univariate form, which implies O(T1/3) ℓ2-Calibration error. A technical contribution of our work is a new randomized rounding procedure and a non-uniform discretization scheme to minimize the swap regret for log loss.

We study the online calibration of multi-dimensional forecasts over an arbitrary convex set P Rd relative to an arbitrary norm k k. We connect this with the problem of external regret minimization for online linear optimization, showing that if it is possible to guarantee O( ρT) worst-case regret after T rounds when actions are drawn from P and losses are drawn from the dual k k unit norm ball, then it is also possible to obtain -calibrated forecasts after T = exp(O(ρ/2)) rounds.

In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et al. (2024) raised the open problem of whether it is possible to efficiently achieve O( T) ℓ2-multicalibration error against bounded linear functions. In this paper, we answer this question in a strongly affirmative sense.

Calibration is a fundamental concept that aims at ensuring the reliability of probabilistic predictions by aligning them with real-world outcomes. There is a surge of studies on new calibration measures that are easier to optimize compared to the classical $\ell_1$-Calibration while still having strong implications for downstream applications. One recent such example is the work by Fishelson et al. (2025) who show that it is possible to achieve $\tilde{\mathcal{O}}(T^{1/3})$ pseudo $\ell_{2}$-Calibration error via minimizing pseudo swap regret of the squared loss, which in fact implies the same bound for all bounded proper losses with a smooth univariate form. In this work, we significantly generalize their result in the following ways: (a) in addition to smooth univariate forms, our algorithm also simultaneously achieves $\tilde{\mathcal{O}}(T^{1/3})$ swap regret for any proper loss with a twice continuously differentiable univariate form (such as Tsallis entropy); (b) our bounds hold not only for pseudo swap regret that measures losses using the forecaster's distributions on predictions, but also hold for the actual swap regret that measures losses using the forecaster's actual realized predictions. We achieve so by introducing a new stronger notion of calibration called (pseudo) KL-Calibration, which we show is equivalent to the (pseudo) swap regret with respect to log loss.

AI generated predictions increasingly inform decision making in critical tasks, and therefore must be trustworthy. One widely used measure of trustworthiness is calibration, which requires that the predictions match the true frequencies and can be treated like real probabilities of a given outcome. However, defining calibration is subtle, and designing good measures of calibration error has been an active topic of recent research. The first goal is to find calibration measures that are actionable, meaning they can inform decision makers about their utility loss when predictions are treated as true probabilities, which is known as swap regret. The second goal is to find calibration measures that are testable, meaning that calibration error can be measured from a small sample of predictions and outcomes. Although these are very basic requirements, there is no existing calibration measure that fully satisfies both properties, and all existing measures relax actionability by bounding a weaker notion of swap regret, or relax testability by having suboptimal estimation error. We introduce a new calibration measure, Soft-Binned Calibration Decision Loss (SCDL), which we prove is fully actionable without weakening either requirement, and testable with nearly optimal error rate. In addition, SCDL satisfies other desired properties such as continuity and consistency. We also provide a set of experiments confirming that the theoretical advantages of SCDL compared to other measures lead to better performance in practice.

In this paper we establish efficient and uncoupled learning dynamics so that, when employed by all players in a general-sum multiplayer game, the swap regret of each player after T repetitions of the game is bounded by O(logT), improving over the prior best bounds of O(log4(T)). At the same time, we guarantee optimal O( T) swap regret in the adversarial regime as well. To obtain these results, our primary contribution is to show that when all players follow our dynamics with a time-invariant learning rate, the second-order path lengths of the dynamics up to time T are bounded by O(logT), a fundamental property which could have further implications beyond near-optimally bounding the (swap) regret. Our proposed learning dynamics combine in a novel way optimistic regularized learning with the use of self-concordant barriers. Further, our analysis is remarkably simple, bypassing the cumbersome framework of higher-order smoothness recently developed by Daskalakis, Fishelson, and Golowich (NeurIPS'21).

We study online learning with the general notion of transductive regret, that is regret with modification rules applying to expert sequences (as opposed to single experts) that are representable by weighted finite-state transducers. We show how transductive regret generalizes existing notions of regret, including: (1) external regret; (2) internal regret; (3) swap regret; and (4) conditional swap regret. We present a general and efficient online learning algorithm for minimizing transductive regret. We further extend that to design efficient algorithms for the time-selection and sleeping expert settings. A by-product of our study is an algorithm for swap regret, which, under mild assumptions, is more efficient than existing ones, and a substantially more efficient algorithm for time selection swap regret.

In this paper, we develop efficient parameterized algorithms for regimes between these two extremes.

A recent line of work has established uncoupled learning dynamics such that, when employed by all players in a game, each player's regret after T repetitions grows polylogarithmically in T, an exponential improvement over the traditional guarantees within the no-regret framework. However, so far these results have only been limited to certain classes of games with structured strategy spaces--such as normal-form and extensive-form games. The question as to whether O(polylogT) regret bounds can be obtained for general convex and compact strategy sets--which occur in many fundamental models in economics and multiagent systems--while retaining efficient strategy updates is an importantquestion.

Scale-invariance in games has recently emerged as a widely valued desirable property. Yet, almost all fast convergence guarantees in learning in games require prior knowledge of the utility scale. To address this, we develop learning dynamics that achieve fast convergence while being both scale-free, requiring no prior information about utilities, and scale-invariant, remaining unchanged under positive rescaling of utilities. For two-player zero-sum games, we obtain scale-free and scale-invariant dynamics with external regret bounded by $\tilde{O}(A_{\mathrm{diff}})$, where $A_{\mathrm{diff}}$ is the payoff range, which implies an $\tilde{O}(A_{\mathrm{diff}} / T)$ convergence rate to Nash equilibrium after $T$ rounds. For multiplayer general-sum games with $n$ players and $m$ actions, we obtain scale-free and scale-invariant dynamics with swap regret bounded by $O(U_{\mathrm{max}} \log T)$, where $U_{\mathrm{max}}$ is the range of the utilities, ignoring the dependence on the number of players and actions. This yields an $O(U_{\mathrm{max}} \log T / T)$ convergence rate to correlated equilibrium. Our learning dynamics are based on optimistic follow-the-regularized-leader with an adaptive learning rate that incorporates the squared path length of the opponents' gradient vectors, together with a new stopping-time analysis that exploits negative terms in regret bounds without scale-dependent tuning. For general-sum games, scale-free learning is enabled also by a technique called doubling clipping, which clips observed gradients based on past observations.