Competence-Gated Pooling of Language Models and Priors for Event Forecasting
- URL: http://arxiv.org/abs/2609.12101v1
- Date: Thu, 10 Sep 2026 18:28:32 GMT
- Title: Competence-Gated Pooling of Language Models and Priors for Event Forecasting
- Abstract summary: We characterize when model disagreement can improve an external forecast and derive the gain from using domain-specific weights.<n>We introduce a competence gate that estimates domain-level source weights from resolved outcomes, shrinks uncertain estimates toward a global weight, and recalibrates the pooled forecast.<n>The gate gives no significant improvement on the official ForecastBench market subset, where it largely defers to the market.
- Score: 38.098764596232996
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In hybrid forecasting, a language model is often one of several available signals. A system may already have a market, crowd, or statistical forecast and must decide whether the model adds useful information or should be ignored. The relevant target is therefore not standalone model accuracy, but relative competence, defined as the model's marginal value beyond the available external forecast. Under Brier loss, we characterize when model disagreement can improve an external forecast and derive the gain from using domain-specific rather than global pooling weights. We then introduce a competence gate that estimates domain-level source weights from resolved outcomes, shrinks uncertain estimates toward a global weight, and recalibrates the pooled forecast. Across 2,357 resolved binary questions and five language models, the gate improves the main external baseline from 0.0771 to 0.0732 Brier and significantly outperforms global forecast combinations. The gain remains significant under leakage controls and against a leakage-safe time-series prior on the pooled structured set, with separate evidence on FRED. In contrast, the gate gives no significant improvement on the official ForecastBench market subset, where it largely defers to the market. Across four Qwen models, verbal confidence does not reliably identify when the model outperforms the external forecast, while outcome-estimated competence supports better abstention decisions. These results provide a practical approach for selective model use based on measured marginal value.
Related papers
- Calibration-Aware Uncertainty Cascades for Efficient Heterogeneous Model Collaboration [18.045450334322545]
Heterogeneous model collaboration seeks to exploit the complementary strengths of different models to balance predictive performance and inference cost.<n>Existing approaches typically rely on trained routers, which tie routing decisions to a fixed task and model pool, or on raw-confidence cascades, whose thresholds lack consistent reliability semantics across heterogeneous models.<n>We propose-Aware Uncertainty Cascades (CAUC), a simple post-hoc framework that independently calibrates each model's confidence and selects deployment policies using validation data.
arXiv Detail & Related papers (2026-09-10T12:14:54Z) - Is Capability a Liability? More Capable Language Models Make Worse Forecasts When It Matters Most [11.4807141145402]
In inverse scaling, more capable models produce worse distributional forecasts on forecasting problems with superlinear growth and tail risk of regime change.<n>The pattern appears on ForecastBench-Sim, in forecasting synthetic SIR epidemics with a matched linear control, and replicates in real-world datasets on COVID-19, measles, housing markets, and hyperinflation.<n>This inverse scaling does not appear on single-threshold metrics common in LLM forecasting benchmarks, reversing the sign of the capability--accuracy relationship on identical outputs.
arXiv Detail & Related papers (2026-05-21T16:14:33Z) - Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval [0.0]
Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on single estimates without uncertainty.<n>The problem can be solved using prediction intervals, which allow obtaining an uncertainty and lower bound for the prediction.<n>Yet, the current methods tend to disregard relationships between assets or cannot simultaneously ensure good calibration sharpness.
arXiv Detail & Related papers (2026-05-05T05:06:42Z) - Analyzing Uncertainty Quantification in Statistical and Deep Learning Models for Probabilistic Electricity Price Forecasting [0.0]
In this study, we examine uncertainty quantification in state-of-the-art statistical and deep learning probabilistic forecasting models.<n>We consider deep distributional neural networks (DDNNs) and augment them with an ensemble approach, Monte Carlo (MC) dropout, and conformal prediction.<n>Across a range of performance metrics, we find that the LEAR-based models perform well in terms of probabilistic forecasting.
arXiv Detail & Related papers (2025-09-23T15:20:03Z) - Toward Reliable Human Pose Forecasting with Uncertainty [51.628234388046195]
We develop an open-source library for human pose forecasting, including multiple models, supporting several datasets.
We devise two types of uncertainty in the problem to increase performance and convey better trust.
arXiv Detail & Related papers (2023-04-13T17:56:08Z) - Uncertainty-guided Source-free Domain Adaptation [77.3844160723014]
Source-free domain adaptation (SFDA) aims to adapt a classifier to an unlabelled target data set by only using a pre-trained source model.
We propose quantifying the uncertainty in the source model predictions and utilizing it to guide the target adaptation.
arXiv Detail & Related papers (2022-08-16T08:03:30Z) - Uncertainty estimation of pedestrian future trajectory using Bayesian
approximation [137.00426219455116]
Under dynamic traffic scenarios, planning based on deterministic predictions is not trustworthy.
The authors propose to quantify uncertainty during forecasting using approximation which deterministic approaches fail to capture.
The effect of dropout weights and long-term prediction on future state uncertainty has been studied.
arXiv Detail & Related papers (2022-05-04T04:23:38Z) - Evaluation of Machine Learning Techniques for Forecast Uncertainty
Quantification [0.13999481573773068]
Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts along with an estimation of their uncertainty.
Main limitations of ensemble forecasting are the high computational cost and the difficulty to capture and quantify different sources of uncertainty.
In this work proof-of-concept model experiments are conducted to examine the performance of ANNs trained to predict a corrected state of the system and the state uncertainty using only a single deterministic forecast as input.
arXiv Detail & Related papers (2021-11-29T16:52:17Z) - Dense Uncertainty Estimation [62.23555922631451]
In this paper, we investigate neural networks and uncertainty estimation techniques to achieve both accurate deterministic prediction and reliable uncertainty estimation.
We work on two types of uncertainty estimations solutions, namely ensemble based methods and generative model based methods, and explain their pros and cons while using them in fully/semi/weakly-supervised framework.
arXiv Detail & Related papers (2021-10-13T01:23:48Z) - Unlabelled Data Improves Bayesian Uncertainty Calibration under
Covariate Shift [100.52588638477862]
We develop an approximate Bayesian inference scheme based on posterior regularisation.
We demonstrate the utility of our method in the context of transferring prognostic models of prostate cancer across globally diverse populations.
arXiv Detail & Related papers (2020-06-26T13:50:19Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.