论文标题
错误的预测中正确的决定：一种机制设计替代单个校准的替代方案
Right Decisions from Wrong Predictions: A Mechanism Design Alternative to Individual Calibration
论文作者
论文摘要
决策者通常需要依靠不完美的概率预测。尽管通常可以使用平均性能指标，但很难评估单个预测和相应公用事业的质量。为了向决策者传达对个人预测的信心，我们提出了一种补偿机制，以确保预测的实用程序与实际应计的实用程序相匹配。虽然可以利用一个幼稚的计划来补偿决策者的预测错误，并且从长远来看可能是不可持续的，但我们提出了一种基于公平赌注和在线学习的机制，证明是无法利用的。我们展示了一个申请表明，乘客如何根据航空公司估计的飞行延迟概率自信地优化单个旅行计划。
Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey confidence about individual predictions to decision-makers, we propose a compensation mechanism ensuring that the forecasted utility matches the actually accrued utility. While a naive scheme to compensate decision-makers for prediction errors can be exploited and might not be sustainable in the long run, we propose a mechanism based on fair bets and online learning that provably cannot be exploited. We demonstrate an application showing how passengers could confidently optimize individual travel plans based on flight delay probabilities estimated by an airline.
