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Proper scoring & elicitation

Can a calibration test certify a verifier?

research/calibration-hedging

Calibration tests are gameable: an information-free Foster–Vohra/Blackwell hedger keeps expected ECE ≤ √(K+1)(1/(2K)+1/√T) against any outcome sequence (measured 0.016, Brier 0.254 vs 0 informed), so slashing must use a resolution-sensitive score; a Brier-gap test detects it in 100/100 runs.

6 tests

What it found

No. A hedger with no information at all keeps its expected calibration error below √(K+1)(1/(2K)+1/√T) against any outcome sequence, even one that sees its forecast distribution: ECE 0.016 at T=2000 while its Brier score is 0.254 against 0 for a verifier who knows the rule. A lazy constant forecaster is slashed; the hedger passes every calibration threshold tried, but a Brier-gap test against an informed benchmark catches it in 100/100 runs.

A figure from its own output

Figure produced by research/calibration-hedging: ece
calibration-hedging/experiments/ece.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.