Optimal Lower Bounds for Online Multicalibration
arXiv:2601.05245v1 Announce Type: cross Abstract: We prove tight lower bounds for online multicalibration, establishing an information-theoretic separation from marginal calibration. In the general setting where group functions can depend on both context and the learner’s predictions, we prove an $Omega(T^{2/3})$ lower bound on expected multicalibration error using just three disjoint binary groups. This matches the upper bounds of Noarov et al. (2025) up to logarithmic factors and exceeds the $O(T^{2/3-varepsilon})$ upper bound for marginal calibration (Dagan et al., […]