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In this paper we combine the theory of probability aggregation with results of machine learning theory concerning the optimality of predictions under expert advice. In probability aggregation theory several characterization results for linear aggregation exist. However, in linear aggregation weights are not fixed, but free parameters. We show how fixing such weights by success-based scores, a generalization of Brier scoring, allows for transferring the mentioned optimality results to the case of probability aggregation.
Annals of Mathematics and Artificial Intelligence – Springer Journals
Published: Jul 20, 2020
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