Moment Multicalibration and Uncertainty Estimation: Neyman seminar

Neyman Seminar
Oct 21, 2020 4:00pm to 5:00pm
Evans Hall
Happening As Scheduled
Abstract: We show how to achieve multi-calibrated estimators not just for means, but also for variances and other higher moments. Informally, this means that we can find regression functions which, given a data point, can make point predictions not just for the expectation of its label, but for higher moments of its label distribution as well --- and those predictions match the true distribution...
Aaron Roth, University of Pennsylvania