Large-Scale Probabilistic Prediction With and Without Validity Guarantees - Prof. Vladimir Vovk

Yandex School of Data Analysis Conference Machine Learning: Prospects and Applications The topic of this talk is a method of turning machine-learning algorithms into probabilistic predictors that automatically enjoys a property of validity (perfect calibration), is computationally efficient, and preserves predictive efficiency. The price to pay for perfect calibration is that these probabilistic predictors produce imprecise (in practice, almost precise for large dat