(weak) Calibration is Computationally Hard

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Elad Hazan, Sham M. Kakade ;
Proceedings of the 25th Annual Conference on Learning Theory, PMLR 23:3.1-3.10, 2012.

Abstract

We show that the existence of a computationally efficient calibration algorithm, with a low weak calibration rate, would imply the existence of an efficient algorithm for computing approximate Nash equilibria – thus implying the unlikely conclusion that every problem in \emphPPAD is solvable in polynomial time.

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