diff --git a/blog/dist/part-1.html b/blog/dist/part-1.html index 0582edcb..20b1f70f 100644 --- a/blog/dist/part-1.html +++ b/blog/dist/part-1.html @@ -465,11 +465,13 @@

A frozen LLM joins the

Everything so far is a purpose-built forecasting method. What happens if we hand the same task to a general LLM — no fine-tuning, no forecasting head, just the raw model?

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The technique is the LLM-Process (LLMP): serialize the return history -— and, optionally, the same covariate panel — into a text prompt, and -ask the model to emit the full quantile grid directly, as numbers. We -then score those quantiles with CRPS exactly like every other method. No -special pleading: same origins, same cutoff, same referee.

+

The technique is the LLM-Process (LLMP), introduced by Requeima et al. (2024): +serialize the return history — and, optionally, the same covariate panel +— into a text prompt, and ask the model to emit the full quantile grid +directly, as numbers. We then score those quantiles with CRPS exactly +like every other method. No special pleading: same origins, same cutoff, +same referee.

The result that matters is that this works at all. A frozen, general-purpose model, prompted with a column of numbers, emits a genuine predictive distribution — calibrated enough to compete. In the @@ -502,6 +504,13 @@

The rung that has to read

of the same inputs breaks through it. The next rung has to read. In Part 2, we give the forecaster the news — and then face the harder problem of how you trust one that does.

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+

Reference

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Requeima, J., Bronskill, J., Choi, D., Turner, R. E., & Duvenaud, +D. (2024). LLM Processes: +Numerical Predictive Distributions Conditioned on Natural Language. +Advances in Neural Information Processing Systems, 37, +109609–109671.