On the Convergence of Multicalibration Gradient Boosting
arXiv:2602.06773v1 Announce Type: cross Abstract: Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties are not well understood. In this paper, we bridge the gap by providing convergence guarantees for multicalibration gradient boosting in regression with squared-error loss. We show that the magnitude of successive prediction updates decays at $O(1/sqrt{T})$, which implies the same convergence rate bound […]