A one-shot ERM over depth-two tree ensembles on the base predictor and group indicators yields multicalibration whenever squared loss is saturated, a condition verified empirically on six datasets.
Happymap : A generalized multicalibration method
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Discretization-free Multicalibration through Loss Minimization over Tree Ensembles
A one-shot ERM over depth-two tree ensembles on the base predictor and group indicators yields multicalibration whenever squared loss is saturated, a condition verified empirically on six datasets.