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I just learned about this closely related concurrent paper by Liu, Luo, and Ratliff that went up on arxiv yesterday: arxiv.org/abs/2605.11490 --- it also looks very interesting, check it out!
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Making calibrated online predictions is a central challenge in modern AI systems. Much of the existing literature focuses on fully adversarial environments where outcomes may be arbitrary, leading to ...
arxiv.org
Adaptive Calibration in Non-Stationary Environments
Aaron Roth