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Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate calibration in multi-output regression remains considerably…

Machine Learning · Statistics 2025-10-28 Naomi Desobry , Elnura Zhalieva , Souhaib Ben Taieb

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

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

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

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…

Methodology · Statistics 2015-05-21 Christof Strähl , Johanna F. Ziegel

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

Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…

Machine Learning · Computer Science 2022-05-24 John Kirchenbauer , Jacob Oaks , Eric Heim

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Delivering meaningful uncertainty estimates is essential for a successful deployment of machine learning models in the clinical practice. A central aspect of uncertainty quantification is the ability of a model to return predictions that…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Adrian Galdran , Johan Verjans , Gustavo Carneiro , Miguel A. González Ballester

Calibration is a popular framework to evaluate whether a classifier knows when it does not know - i.e., its predictive probabilities are a good indication of how likely a prediction is to be correct. Correctness is commonly estimated…

Computation and Language · Computer Science 2022-12-01 Joris Baan , Wilker Aziz , Barbara Plank , Raquel Fernández

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 safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…

Machine Learning · Computer Science 2026-04-23 Jelke Wibbeke , Nico Schönfisch , Sebastian Rohjans , Andreas Rauh

Calibrating a multiclass predictor, that outputs a distribution over labels, is particularly challenging due to the exponential number of possible prediction values. In this work, we propose a new definition of calibration error that…

Machine Learning · Computer Science 2025-09-30 Konstantina Bairaktari , Huy L. Nguyen

Unbiased confidence estimates of neural networks are crucial especially for safety-critical applications. Many methods have been developed to calibrate biased confidence estimates. Though there is a variety of methods for classification,…

Computer Vision and Pattern Recognition · Computer Science 2020-12-15 Fabian Küppers , Jan Kronenberger , Amirhossein Shantia , Anselm Haselhoff

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

Since neural classifiers are known to be sensitive to adversarial perturbations that alter their accuracy, \textit{certification methods} have been developed to provide provable guarantees on the insensitivity of their predictions to such…

Machine Learning · Computer Science 2025-02-26 Cornelius Emde , Francesco Pinto , Thomas Lukasiewicz , Philip H. S. Torr , Adel Bibi

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