Adjust aspect ratio to 16:9, improve equation numbering, begin consolidating crps slides

This commit is contained in:
2025-05-25 00:14:06 +02:00
parent 37f76d4f1d
commit b8530bc227
2 changed files with 57 additions and 18 deletions

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@@ -12,6 +12,8 @@ format:
revealjs: revealjs:
embed-resources: false embed-resources: false
footer: "" footer: ""
width: 1280
height: 720
logo: assets/logos_combined.png logo: assets/logos_combined.png
theme: [default, sydney.scss, custom.scss] theme: [default, sydney.scss, custom.scss]
smaller: true smaller: true
@@ -19,6 +21,17 @@ format:
slide-number: true slide-number: true
self-contained-math: true self-contained-math: true
crossrefs-hover: true crossrefs-hover: true
pagetitle: "De-Fence"
html-math-method: mathjax
include-in-header:
- text: |
<script>
window.MathJax = {
tex: {
tags: 'ams'
}
};
</script>
execute: execute:
daemon: false daemon: false
highlight-style: github highlight-style: github
@@ -342,31 +355,57 @@ Strictly proper for *median* predictions
:::: ::::
## Popular Aggregation Algorithms ## Popular Algorithms and the Risk
<br/>
:::: {.columns}
::: {.column width="58%"}
### Popular Aggregation Algorithms
<br/>
#### The naive combination #### The naive combination
$$
w_{t,k}^{\text{Naive}} = \frac{1}{K} \begin{equation}
$${#eq-wtk_naive} w_{t,k}^{\text{Naive}} = \frac{1}{K}\label{eq:naive_combination}
\end{equation}
#### The exponentially weighted average forecaster (EWA) #### The exponentially weighted average forecaster (EWA)
\begin{equation}
\begin{aligned}
w_{t,k}^{\text{EWA}} & = \frac{e^{\eta R_{t,k}} }{\sum_{k = 1}^K e^{\eta R_{t,k}}}\\
& =
\frac{e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} }{\sum_{k = 1}^K e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k}}
\end{aligned}\label{eq:exp_combination}
\end{equation}
Du kannst dann auch easy darauf verweisen: \ref{eq:exp_combination}.
:::
::: {.column width="2%"}
:::
::: {.column width="38%"}
### Optimality
In stochastic settings, the cumulative Risk should be analyzed `r Citet(my_bib, "wintenberger2017optimal")`:
\begin{align} \begin{align}
w_{t,k}^{\text{EWA}} & = \frac{e^{\eta R_{t,k}} }{\sum_{k = 1}^K e^{\eta R_{t,k}}} &\underbrace{\widetilde{\mathcal{R}}_t = \sum_{i=1}^t \mathbb{E}[\ell(\widetilde{X}_{i},Y_i)|\mathcal{F}_{i-1}]}_{\text{Cumulative Risk of Forecaster}} \\
= &\underbrace{\widehat{\mathcal{R}}_{t,k} = \sum_{i=1}^t \mathbb{E}[\ell(\widehat{X}_{i,k},Y_i)|\mathcal{F}_{i-1}]}_{\text{Cumulative Risk of Experts}}
\frac{e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} }{\sum_{k = 1}^K e^{-\eta \ell(\widehat{X}_{t,k},Y_t)} w^{\text{EWA}}_{t-1,k} } \label{eq_def_cumrisk}
\label{eq_ewa_general}
\end{align} \end{align}
#### The polynomial weighted aggregation (PWA) :::
\begin{align} ::::
w_{t,k}^{\text{PWA}} & = \frac{ 2(R_{t,k})^{q-1}_{+} }{ \|(R_t)_{+}\|^{q-2}_q}
\label{eq_pwa_general}
\end{align}
with $q\geq 2$ and $x_{+}$ the (vector) of positive parts of $x$.
## Optimality ## Optimality

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@@ -1,8 +1,8 @@
// See https://quarto.org/docs/presentations/revealjs/themes.html#saas-variables // See https://quarto.org/docs/presentations/revealjs/themes.html#saas-variables
$brand-red: #e64626; $brand-red: #004c93;
$brand-blue: #fcfcfc; $brand-blue: #efe4bf;
$brand-yellow: #FFB800; $brand-yellow: #ec7206;
$brand-charcoal: #424242; $brand-charcoal: #424242;
$brand-gray: #F1F1F1; $brand-gray: #F1F1F1;
$brand-grey: #F1F1F1; $brand-grey: #F1F1F1;