Related papers: Calibration of Neural Networks using Splines
Measurement of uncertainty of predictions from machine learning methods is important across scientific domains and applications. We present, to our knowledge, the first such technique that quantifies the uncertainty of predictions from a…
Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…
Post-hoc multi-class calibration is a common approach for providing high-quality confidence estimates of deep neural network predictions. Recent work has shown that widely used scaling methods underestimate their calibration error, while…
Calibration is a classical notion from the forecasting literature which aims to address the question: how should predicted probabilities be interpreted? In a world where we only get to observe (discrete) outcomes, how should we evaluate a…
A lot of effort is currently invested in safeguarding autonomous driving systems, which heavily rely on deep neural networks for computer vision. We investigate the coupling of different neural network calibration measures with a special…
Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…
Deep neural networks (DNNs) have been widely applied to solve real-world regression problems. However, selecting optimal network structures remains a significant challenge. This study addresses this issue by linking neuron selection in DNNs…
Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…
Safety-critical prediction systems, such as autonomous vehicles, weather forecasters, and medical monitors, commonly rely on probabilistic forecasters. These forecasters make predictions about possible future outcomes, and their quality and…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
The confidence calibration of deep learning-based perception models plays a crucial role in their reliability. Especially in the context of autonomous driving, downstream tasks like prediction and planning depend on accurate confidence…
Neural networks are very successful tools in for example advanced classification. From a statistical point of view, fitting a neural network may be seen as a kind of regression, where we seek a function from the input space to a space of…
Projected kernel calibration is a newly proposed frequentist calibration method, which is asymptotic normal and semi-parametric. Its loss function is usually referred to as the PK loss function. In this work, we prove the uniform…
The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal approximation theorem based on Barron-type…
This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regularization parameter in kernel ridge regression, spline…
Calibration measures and reliability diagrams are two fundamental tools for measuring and interpreting the calibration of probabilistic predictors. Calibration measures quantify the degree of miscalibration, and reliability diagrams…
Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…
Output uncertainty indicates whether the probabilistic properties reflect objective characteristics of the model output. Unlike most loss functions and metrics in machine learning, uncertainty pertains to individual samples, but validating…
Spiking Neural Networks (SNNs) offer a novel computational paradigm that captures some of the efficiency of biological brains by processing through binary neural dynamic activations. Probabilistic SNN models are typically trained to…
In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be…