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Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

A learning procedure takes as input a dataset and performs inference for the parameters $\theta$ of a model that is assumed to have given rise to the dataset. Here we consider learning procedures whose output is a probability distribution,…

Statistics Theory · Mathematics 2022-06-17 Jon Cockayne , Matthew M. Graham , Chris J. Oates , T. J. Sullivan , Onur Teymur

Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for advertisement ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods…

Machine Learning · Computer Science 2024-05-22 Yuang Zhao , Chuhan Wu , Qinglin Jia , Hong Zhu , Jia Yan , Libin Zong , Linxuan Zhang , Zhenhua Dong , Muyu Zhang

Survey statisticians make use of the available auxiliary information to improve estimates. One important example is given by calibration estimation, that seeks for new weights that are close (in some sense) to the basic design weights and…

Methodology · Statistics 2014-05-23 M. Giovanna Ranalli , Antonio Arcos , Maria del Mar Rueda , Annalisa Teodoro

In the recent literature on machine learning and decision making, calibration has emerged as a desirable and widely-studied statistical property of the outputs of binary prediction models. However, the algorithmic aspects of measuring model…

Machine Learning · Computer Science 2024-06-24 Lunjia Hu , Arun Jambulapati , Kevin Tian , Chutong Yang

The use of mathematical models to make predictions about tumor growth and response to treatment has become increasingly more prevalent in the clinical setting. The level of complexity within these models ranges broadly, and the calibration…

Quantitative Methods · Quantitative Biology 2021-12-28 Allison L. Lewis , Kathleen M. Storey , Heyrim Cho , Anna C. Zittle

Owing to the advancement of deep learning, artificial systems are now rival to humans in several pattern recognition tasks, such as visual recognition of object categories. However, this is only the case with the tasks for which correct…

Machine Learning · Computer Science 2019-06-03 Xing Liu , Takayuki Okatani

Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…

Human-Computer Interaction · Computer Science 2022-07-29 Peter Xenopoulos , Joao Rulff , Luis Gustavo Nonato , Brian Barr , Claudio Silva

We describe a seriation algorithm for ranking a set of items given pairwise comparisons between these items. Intuitively, the algorithm assigns similar rankings to items that compare similarly with all others. It does so by constructing a…

Machine Learning · Computer Science 2016-03-11 Fajwel Fogel , Alexandre d'Aspremont , Milan Vojnovic

Underlying the use of statistical approaches for a wide range of applications is the assumption that the probabilities obtained from a statistical model are representative of the "true" probability that event, or outcome, will occur.…

Machine Learning · Computer Science 2021-01-15 Xixin Wu , Mark Gales

In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggregating large corpora of internally incoherent probability…

Artificial Intelligence · Computer Science 2007-07-13 Joel B. Predd , Sanjeev R. Kulkarni , Daniel N. Osherson , H. Vincent Poor

Probabilities or confidence values produced by artificial intelligence (AI) and machine learning (ML) models often do not reflect their true accuracy, with some models being under or over confident in their predictions. For example, if a…

Machine Learning · Computer Science 2025-04-28 Richard Oliver Lane

The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…

Machine Learning · Computer Science 2017-11-07 Geoff Pleiss , Manish Raghavan , Felix Wu , Jon Kleinberg , Kilian Q. Weinberger

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

A much studied issue is the extent to which the confidence scores provided by machine learning algorithms are calibrated to ground truth probabilities. Our starting point is that calibration is seemingly incompatible with class weighting, a…

Machine Learning · Computer Science 2022-08-02 Andrew Caplin , Daniel Martin , Philip Marx

Matching algorithms are commonly used to predict matches between items in a collection. For example, in 1:1 face verification, a matching algorithm predicts whether two face images depict the same person. Accurately assessing the…

Methodology · Statistics 2024-04-30 Riccardo Fogliato , Pratik Patil , Pietro Perona

In typical machine learning systems, an estimate of the probability of the prediction is used to assess the system's confidence in the prediction. This confidence measure is usually uncalibrated; i.e.\ the system's confidence in the…

Computation and Language · Computer Science 2022-05-24 Shehzaad Dhuliawala , Leonard Adolphs , Rajarshi Das , Mrinmaya Sachan

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Methodology · Statistics 2017-09-01 Georgios Karagiannis , Bledar A. Konomi , Guang Lin

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon