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Record W4403587853 · doi:10.48550/arxiv.2409.04412

Robust Elicitable Functionals

2024· preprint· en· W4403587853 on OpenAlexfundno aff
Kathleen E. Miao, Silvana M. Pesenti

Bibliographic record

VenueArXiv.org · 2024
Typepreprint
Languageen
FieldComputer Science
TopicOptimization and Variational Analysis
Canadian institutionsnot available
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsBusiness

Abstract

fetched live from OpenAlex

Elicitable functionals and (strictly) consistent scoring functions are of interest due to their utility of determining (uniquely) optimal forecasts, and thus the ability to effectively backtest predictions. However, in practice, assuming that a distribution is correctly specified is too strong a belief to reliably hold. To remediate this, we incorporate a notion of statistical robustness into the framework of elicitable functionals, meaning that our robust functional accounts for "small" misspecifications of a baseline distribution. Specifically, we propose a robustified version of elicitable functionals by using the Kullback-Leibler divergence to quantify potential misspecifications from a baseline distribution. We show that the robust elicitable functionals admit unique solutions lying at the boundary of the uncertainty region, and provide conditions for existence and uniqueness. Since every elicitable functional possesses infinitely many scoring functions, we propose the class of b-homogeneous strictly consistent scoring functions, for which the robust functionals maintain desirable statistical properties. We show the applicability of the robust elicitable functional in several examples: in a reinsurance setting and in robust regression problems.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.875
Threshold uncertainty score0.998

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.002
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.003

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.078
GPT teacher head0.263
Teacher spread0.185 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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