Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes
Can Machines Learn the True Probabilities?
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A theoretical paper proving under basic assumptions when machines can learn true objective probabilities (only when they are directly observable), linking learning to truly guaranteed well-calibration and a forecasting game with Nature.
Problem
Whether AI machines can learn true objective probabilities from data, and under what conditions learning is possible or impossible, in an epistemic and computational sense.
Approach
Defines learning epistemically (correct most of the time and self-assured) and shows learning the true probability implies truly guaranteed well-calibration; uses a forecasting game between Nature and the machine to prove machines learn the true probability iff it is directly observable from a population.
Key results
- Learning the true objective probability implies P(p_k -> alpha) = 1, i.e., truly guaranteed well-calibration (Theorem on learning and calibration).
- A machine directly observes the true probability as alpha if and only if it learns it as alpha.
- Machines cannot learn the true probability when Nature is uniformly perverse or when the machine is not self-assured of the stopping time in selectively perverse cases.
Surprising findings
- Machines cannot learn a true probability even when they are correct infinitely often, if they are also wrong infinitely often.
- Winning the forecasting game does not imply learning: a machine can be truly well-calibrated yet fail to learn the true probability.
Limitations
- Assumes an ideal machine with no practical limits on time or storage.
- Formal results rely on several informal notions (e.g., effective computation, success) that are not mathematically defined.
- No empirical experiments are reported.
Experimental setup
Builds on: Dawid's calibration result Oakes (1985) counterexample Success Criterion of learning (epistemic notion)
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