(weak) Calibration is Computationally Hard
  We show that the existence of a computationally efficient calibration algorithm, with a low weak calibration rate, would imply the existence of an efficient algorithm for computing approximate Nash equilibria - thus implying the unlikely conclusion that every problem in PPAD is solvable in polynomial time. 
Elad Hazan, Sham Kakade
cs.GT cs.AI cs.LG stat.ML