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We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Machine Learning · Computer Science 2025-05-14 Volodymyr Kuleshov , Shachi Deshpande

Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…

Methodology · Statistics 2023-09-18 Bavo De Cock Campo

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

Accurate quantification of uncertainty is crucial for real-world applications of machine learning. However, modern deep neural networks still produce unreliable predictive uncertainty, often yielding over-confident predictions. In this…

Machine Learning · Computer Science 2020-10-29 Peng Cui , Wenbo Hu , Jun Zhu

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Calibration means that forecasts and average realized frequencies are close. We develop the concept of forecast hedging, which consists of choosing the forecasts so as to guarantee that the expected track record can only improve. This…

Theoretical Economics · Economics 2022-10-14 Dean P. Foster , Sergiu Hart

Conformal predictive systems are sets of predictive distributions with theoretical out-of-sample calibration guarantees. The calibration guarantees are typically that the set of predictions contains a forecast distribution whose prediction…

Methodology · Statistics 2025-11-03 Sam Allen , Enrico Pescara , Johanna Ziegel

Conformal Prediction methods have finite-sample distribution-free marginal coverage guarantees. However, they generally do not offer conditional coverage guarantees, which can be important for high-stakes decisions. In this paper, we…

Machine Learning · Statistics 2024-09-27 Ruijiang Gao , Mingzhang Yin , James McInerney , Nathan Kallus

Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such…

Artificial Intelligence · Computer Science 2017-12-27 Fattaneh Jabbari , Mahdi Pakdaman Naeini , Gregory F. Cooper

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

Recent advances in deep learning have shown that uncertainty estimation is becoming increasingly important in applications such as medical imaging, natural language processing, and autonomous systems. However, accurately quantifying…

Machine Learning · Computer Science 2023-07-04 Uddeshya Upadhyay , Jae Myung Kim , Cordelia Schmidt , Bernhard Schölkopf , Zeynep Akata

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

Methodology · Statistics 2018-04-23 Marcelo Bourguignon , Manoel Santos-Neto , Mário de Castro

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

For personalized ranking models, the well-calibrated probability of an item being preferred by a user has great practical value. While existing work shows promising results in image classification, probability calibration has not been much…

Information Retrieval · Computer Science 2022-04-27 Wonbin Kweon , SeongKu Kang , Hwanjo Yu

Existing calibration algorithms address the problem of covariate shift via unsupervised domain adaptation. However, these methods suffer from the following limitations: 1) they require unlabeled data from the target domain, which may not be…

Machine Learning · Computer Science 2021-10-19 Yunye Gong , Xiao Lin , Yi Yao , Thomas G. Dietterich , Ajay Divakaran , Melinda Gervasio

Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…

Machine Learning · Computer Science 2025-09-30 Kristina P. Sinaga , Arjun S. Nair

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Machine Learning · Statistics 2019-01-08 Gil Keren , Nicholas Cummins , Björn Schuller