Sharp Integrality Gaps in Calibration Distance

Machine Learning

Summary

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Authors

Zinan Wang, Xinhao Yang

Abstract

We study the offline gap between deterministic calibration distance C and its fractional relaxation L for binary unit-weight sequences under total absolute-change cost. We sharpen the offline comparison C <= L + O(sqrt(T)) (Qiao and Zheng, 2024, Theorem 2) to the sharp worst-case order Theta(T^(1/3)). If Delta_T is the supremum of C - L over length-T inputs, then T^(1/3)/1000 <= Delta_T <= 41T^(1/3) for T >= 216. The upper bound holds for every input, while each T >= 216 has a rational lower-bound input. For every input with m distinct forecasts, C <= L + m, and the unrestricted-sample worst-case sparse order is Theta(m). For rational forecasts and accuracy, with binary-encoded multiplicities of separately assignable unit identities, a grid-free polynomial-bit-time procedure returns B <= L <= U, U - B < eta, and an exactly calibrated compact repair of cost at most U + m <= L + m + eta.