每题只有几条标注的再校准:极小化极大速率与可识别极限
Recalibrating Many Questions with Few Labels: Minimax Rates and Identification Limits
题目多但每题标注少怎么校准概率?这篇给出最优合并保序回归做法,还把跨题信息能学到什么极限算清了。
论文研究每个问题只有少量标注时的概率再校准,动机来自 Jev 这类对任意是非题输出概率的决策模型。作者证明固定效应下极小化极大复合风险为 (mn)^(-2/3)+min{τ²,1/n}+min{τ²,V²,(V/n)^(2/3)},跨题合并的保序回归加一次性逐题修正即可达到,且无需预知 τ、V 或输出分布(要求 n≥2、m≥3)。逐题单独调参在映射相差常数且 m²/n 较大时损失量级为 min{n, log(m²/n)}。随机效应下跨题信息无法识别贝叶斯规则:识别遗憾在已知数据分布时至多 2^(-n),最坏情形不低于 β★^(-n)/(72√n),其中 β★≈3.583,推广了 Skibinsky 1968 年对硬币的结果。
Recalibrating Many Questions with Few Labels: Minimax Rates and Identification Limits
Many related prediction problems, which we call questions, come with few labels each. What information can be shared across them, and what is actually necessary for good decisions? We answer both for recalibration, motivated by decision models such as Jev (TypeSafe AI, 2026) that return a probability for any yes/no question a developer writes. A predictor reports a probability $P$ with output law $μ$ on $m$ questions, each with $n$ labels and a nondecreasing map $g_j(p)=\mathbb{P}(Y=1\mid P=p)$; the compound risk is the excess Brier score over the true maps, averaged over questions. Over maps within sup-distance $τ\le 1$ and total variation $V\le 2$ of one nondecreasing shape (fixed effects), the minimax compound risk is $(mn)^{-2/3}+\min\{τ^2,1/n\}+\min\{τ^2,V^2,(V/n)^{2/3}\}$ up to universal constants, for every non-atomic $μ$. A pooled isotonic fit with a per-question correction sized once, on held-out labels of all questions, attains it without knowing $τ$, $V$ or $μ$ ($n\ge 2$, $m\ge 3$); tuning each question on its own labels loses a factor of order $\min\{n,\log(m^2/n)\}$ when the maps differ by constants and $m^2/n$ is large. When the maps are drawn from an unknown prior (random effects), other questions need not identify the Bayes rule. The loss, the identification regret, is at most $2^{-n}$ once the law of a question's data is known, extending a bound of Skibinsky (1968) for coins, and in the worst case at least $β_\star^{-n}/(72\sqrt{n})$ at every finite $m$, where $β_\star\approx 3.583$. Beyond a few labels per question, what cannot be learned is nearly unnecessary. For constant maps (an uninformative predictor) and constant-map priors, the exponential base is exactly $β_\star$, not the 4 suggested by the moment range; for monotone maps it lies in $[2,β_\star]$.