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The Minimax Rate of Second-Order Calibration

cs.LG · 2026-05-08 · unverdicted · novelty 8.0

The minimax rate of estimating second-order calibration error is Õ(1/√n) with a matching Ω(1/√n) lower bound, enabled by analyticity from the sech kernel and yielding the first finite-sample guarantee for second-order Platt scaling.

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  • The Minimax Rate of Second-Order Calibration cs.LG · 2026-05-08 · unverdicted · none · ref 4

    The minimax rate of estimating second-order calibration error is Õ(1/√n) with a matching Ω(1/√n) lower bound, enabled by analyticity from the sech kernel and yielding the first finite-sample guarantee for second-order Platt scaling.