Truthful Elicitation of Imprecise Forecasts

Anurag Singh, Siu Lun Chau, Krikamol Muandet

Keywords: Imprecise probabilities, Proper scoring rules

TL;DR: Strictly proper scoring rule for imprecise probabilities

Abstract: The quality of probabilistic forecasts is crucial for decision-making under uncertainty. While proper scoring rules incentivize truthful reporting of precise forecasts, they fall short when forecasters face epistemic uncertainty about their beliefs, limiting their use in safety-critical domains where decision-makers~(DMs) prioritize proper uncertainty management. To address this, we propose a framework for scoring \emph{imprecise forecasts}---forecasts given as a set of beliefs. Despite existing impossibility results for deterministic scoring rules, we enable truthful elicitation by drawing connection to social choice theory and introducing a two-way communication framework where DMs first share their aggregation rules (e.g., averaging or min-max) used in downstream decisions for resolving forecast ambiguity. This, in turn, helps forecasters resolve indecision during elicitation. We further show that truthful elicitation of imprecise forecasts is achievable using proper scoring rules randomized over the aggregation procedure. Our approach allows DM to elicit and integrate the forecaster's epistemic uncertainty into their decision-making process, improving the credibility of downstream decisions.

Code Link: https://github.com/muandet-lab/Imprecise-Scoring-Rule

Readers: auai.org/UAI/2025/Conference, auai.org/UAI/2025/Conference/Area_Chairs, auai.org/UAI/2025/Conference/Reviewers, auai.org/UAI/2025/Conference/Submission176/Authors, auai.org/UAI/2025/Conference/Submission176/Reproducibility_Reviewers

Submission Number: 176