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The notion of concept drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time; as a consequence machine learning models may become inaccurate and need adjustment. Many unsupervised…

Machine Learning · Computer Science 2022-02-22 Fabian Hinder , Valerie Vaquet , Barbara Hammer

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

Machine learning systems show significant promise for forecasting patient adverse events via risk scores. However, these risk scores implicitly encode assumptions about future interventions that the patient is likely to receive, based on…

Confidence calibration -- the problem of predicting probability estimates representative of the true correctness likelihood -- is important for classification models in many applications. We discover that modern neural networks, unlike…

Machine Learning · Computer Science 2017-08-04 Chuan Guo , Geoff Pleiss , Yu Sun , Kilian Q. Weinberger

It has been argued persuasively that, in order to evaluate climate models, the probability distributions of model output need to be compared to the corresponding empirical distributions of observed data. Distance measures between…

Methodology · Statistics 2013-07-17 Thordis L. Thorarinsdottir , Tilmann Gneiting , Nadine Gissibl

Background: Clinical prediction models for a health condition are commonly evaluated regarding performance for a population, although decisions are made for individuals. The classic view relates uncertainty in risk estimates for individuals…

We propose an evaluation framework for class probability estimates (CPEs) in the presence of label uncertainty, which is commonly observed as diagnosis disagreement between experts in the medical domain. We also formalize evaluation metrics…

Machine Learning · Statistics 2021-03-23 Takahiro Mimori , Keiko Sasada , Hirotaka Matsui , Issei Sato

Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency…

Machine Learning · Statistics 2013-07-11 Diane Oyen , Alexandru Niculescu-Mizil , Rachel Ostroff , Alex Stewart , Vincent P. Clark

Here, we explain and illustrate a geometric perspective on causal inference in cohort studies that can help epidemiologists understand the role of standardization in causal inference as well as the distinctions between confounding, effect…

Statistics Theory · Mathematics 2025-06-27 Eben Kenah

In the field of deep learning based computer vision, the development of deep object detection has led to unique paradigms (e.g., two-stage or set-based) and architectures (e.g., Faster-RCNN or DETR) which enable outstanding performance on…

Computer Vision and Pattern Recognition · Computer Science 2022-10-07 Denis Huseljic , Marek Herde , Mehmet Muejde , Bernhard Sick

Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…

Machine Learning · Computer Science 2023-08-08 Shuang Ao , Stefan Rueger , Advaith Siddharthan

Predicting the Credit Defaulter is a perilous task of Financial Industries like Banks. Ascertaining non-payer before giving loan is a significant and conflict-ridden task of the Banker. Classification techniques are the better choice for…

Machine Learning · Computer Science 2015-03-29 Lakshmi Devasena C

To be considered reliable, a model must be calibrated so that its confidence in each decision closely reflects its true outcome. In this blogpost we'll take a look at the most commonly used definition for calibration and then dive into a…

Methodology · Statistics 2025-09-16 Maja Pavlovic

Segmentation is the identification of anatomical regions of interest, such as organs, tissue, and lesions, serving as a fundamental task in computer-aided diagnosis in medical imaging. Although deep learning models have achieved remarkable…

Image and Video Processing · Electrical Eng. & Systems 2025-12-09 Tianyi Ren , Daniel Low , Pittra Jaengprajak , Juampablo Heras Rivera , Jacob Ruzevick , Mehmet Kurt

Distribution shifts are common in real-world datasets and can affect the performance and reliability of deep learning models. In this paper, we study two types of distribution shifts: diversity shifts, which occur when test samples exhibit…

Computer Vision and Pattern Recognition · Computer Science 2023-12-22 Alceu Bissoto , Catarina Barata , Eduardo Valle , Sandra Avila

Research has shown that deep networks tend to be overly optimistic about their predictions, leading to an underestimation of prediction errors. Due to the limited nature of data, existing studies have proposed various methods based on model…

Machine Learning · Computer Science 2023-10-24 Jia-Qi Yang , De-Chuan Zhan , Le Gan

In recent years research on credit risk modelling has mainly focused on default probabilities. Recovery rates are usually modelled independently, quite often they are even assumed constant. Then, however, the structural connection between…

Risk Management · Quantitative Finance 2015-03-06 Alexander F. R. Koivusalo , Rudi Schäfer

The forecasting of the credit default risk has been an important research field for several decades. Traditionally, logistic regression has been widely recognized as a solution due to its accuracy and interpretability. As a recent trend,…

Computational Finance · Quantitative Finance 2022-09-22 Dangxing Chen , Weicheng Ye , Jiahui Ye

Risk scoring systems are widely used in high-stakes domains to assist decision-making. However, existing approaches often focus on optimizing predictive accuracy or likelihood-based criteria, which may not align with the main goal of…

Machine Learning · Computer Science 2026-04-07 Wenhao Chi , Ş. İlker Birbil

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…

Machine Learning · Computer Science 2021-03-16 Eric Zelikman , Christopher Healy , Sharon Zhou , Anand Avati