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Related papers: Temporal Probability Calibration

200 papers

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

Obtaining accurate and well calibrated probability estimates from classifiers is useful in many applications, for example, when minimising the expected cost of classifications. Existing methods of calibrating probability estimates are…

Machine Learning · Computer Science 2018-09-17 Tim Leathart , Eibe Frank , Geoffrey Holmes , Bernhard Pfahringer

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…

Statistics Theory · Mathematics 2023-01-11 Timo Dimitriadis , Lutz Duembgen , Alexander Henzi , Marius Puke , Johanna Ziegel

We study the problem of semantic segmentation calibration. Lots of solutions have been proposed to approach model miscalibration of confidence in image classification. However, to date, confidence calibration research on semantic…

Computer Vision and Pattern Recognition · Computer Science 2023-03-28 Dongdong Wang , Boqing Gong , Liqiang Wang

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

Calibrating deep neural models plays an important role in building reliable, robust AI systems in safety-critical applications. Recent work has shown that modern neural networks that possess high predictive capability are poorly calibrated…

Machine Learning · Computer Science 2025-09-16 Cheng Wang

The recent development of foundation models for time series data has generated considerable interest in using such models across a variety of applications. Although foundation models achieve state-of-the-art predictive performance, their…

Machine Learning · Computer Science 2026-05-29 Coen Adler , Yuxin Chang , Felix Draxler , Samar Abdi , Padhraic Smyth

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

Perturbation-based explanations are widely utilized to enhance the transparency of modern machine-learning models. However, their reliability is often compromised by the unknown model behavior under the specific perturbations used. This…

Machine Learning · Computer Science 2025-06-25 Thomas Decker , Volker Tresp , Florian Buettner

In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…

Machine Learning · Computer Science 2024-08-08 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

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

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

Machine Learning · Computer Science 2024-10-31 Christian Fröhlich , Robert C. Williamson

The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…

Methodology · Statistics 2020-01-31 Moritz Berger , Matthias Schmid

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

Confidence calibration of classification models is a technique to estimate the true posterior probability of the predicted class, which is critical for ensuring reliable decision-making in practical applications. Existing confidence…

Methodology · Statistics 2025-02-19 Jinzong Dong , Zhaohui Jiang , Dong Pan , Haoyang Yu

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild