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Calibrating neural networks is of utmost importance when employing them in safety-critical applications where the downstream decision making depends on the predicted probabilities. Measuring calibration error amounts to comparing two…

Machine Learning · Computer Science 2021-12-30 Kartik Gupta , Amir Rahimi , Thalaiyasingam Ajanthan , Thomas Mensink , Cristian Sminchisescu , Richard Hartley

Generating confidence calibrated outputs is of utmost importance for the applications of deep neural networks in safety-critical decision-making systems. The output of a neural network is a probability distribution where the scores are…

Machine Learning · Computer Science 2021-09-17 Chihuang Liu , Joseph JaJa

The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…

Machine Learning · Statistics 2018-06-21 Hao Song , Meelis Kull , Peter Flach

Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…

Machine Learning · Computer Science 2020-02-28 Jonathan Wenger , Hedvig Kjellström , Rudolph Triebel

Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…

Machine Learning · Computer Science 2019-10-29 Meelis Kull , Miquel Perello-Nieto , Markus Kängsepp , Telmo Silva Filho , Hao Song , Peter Flach

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

This paper proposes the use of "multicalibration" to yield interpretable and reliable confidence scores for outputs generated by large language models (LLMs). Multicalibration asks for calibration not just marginally, but simultaneously…

Machine Learning · Statistics 2024-04-09 Gianluca Detommaso , Martin Bertran , Riccardo Fogliato , Aaron Roth

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…

Machine Learning · Computer Science 2020-02-18 Tim Leathart , Maksymilian Polaczuk

For many applications of probabilistic classifiers it is important that the predicted confidence vectors reflect true probabilities (one says that the classifier is calibrated). It has been shown that common models fail to satisfy this…

Machine Learning · Statistics 2022-10-10 Michael Panchenko , Anes Benmerzoug , Miguel de Benito Delgado

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

Recent studies have revealed that, beyond conventional accuracy, calibration should also be considered for training modern deep neural networks. To address miscalibration during learning, some methods have explored different penalty…

Computer Vision and Pattern Recognition · Computer Science 2023-04-13 Bingyuan Liu , Jérôme Rony , Adrian Galdran , Jose Dolz , Ismail Ben Ayed

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…

Machine Learning · Statistics 2021-07-14 Shengjia Zhao , Michael P. Kim , Roshni Sahoo , Tengyu Ma , Stefano Ermon

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Calibration can reduce overconfident predictions of deep neural networks, but can calibration also accelerate training? In this paper, we show that it can when used to prioritize some examples for performing subset selection. We study the…

Machine Learning · Computer Science 2022-11-17 Ganesh Tata , Gautham Krishna Gudur , Gopinath Chennupati , Mohammad Emtiyaz Khan

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

Machine-generated probability predictions are essential in modern classification tasks such as image classification. A model is well calibrated when its predicted probabilities correspond to observed event frequencies. Despite the need for…

Machine Learning · Statistics 2026-02-24 Amy Vennos , Xin Xing , Christopher T. Franck

Deep neural network (DNN) classifiers are often overconfident, producing miscalibrated class probabilities. In high-risk applications like healthcare, practitioners require $\textit{fully calibrated}$ probability predictions for…

Machine Learning · Statistics 2022-12-09 Zhen Lin , Shubhendu Trivedi , Jimeng Sun
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