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Augmented Feature Boosting for Multicalibration

Globus-Harris, Ira et al.
arXiv (All) · Papers
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machine-learning
Multicalibration requires a predictor's residuals to be unbiased not only globally, but also after conditioning on the predictor's own level sets and reweighting by a rich class of test functions. Standard boosting approaches in the distributional setting achieve this by repeatedly discretizing the
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