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Generating calibrated and sharp neural network predictive distributions for regression problems is essential for optimal decision-making in many real-world applications. To address the miscalibration issue of neural networks, various…

Machine Learning · Computer Science 2024-03-19 Victor Dheur , Souhaib Ben Taieb

Reliable probability estimates are critical in many machine learning applications, yet modern classifiers are often poorly calibrated. Post-hoc calibration provides a simple and widely used solution, but the large number of proposed…

Machine Learning · Computer Science 2026-05-29 Eugène Berta , David Holzmüller , Francis Bach , Michael I. Jordan

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

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

We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is…

Machine Learning · Statistics 2022-02-11 David Durfee , Aman Gupta , Kinjal Basu

Optimal decision making requires that classifiers produce uncertainty estimates consistent with their empirical accuracy. However, deep neural networks are often under- or over-confident in their predictions. Consequently, methods have been…

Applications such as weather forecasting and personalized medicine demand models that output calibrated probability estimates---those representative of the true likelihood of a prediction. Most models are not calibrated out of the box but…

Machine Learning · Computer Science 2020-02-03 Ananya Kumar , Percy Liang , Tengyu Ma

Deep Learning (DL) methods show very good performance when trained on large, balanced data sets. However, many practical problems involve imbalanced data sets, or/and classes with a small number of training samples. The performance of DL…

Machine Learning · Computer Science 2017-02-07 Dolev Raviv , Margarita Osadchy

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-10 Gongbo Liang , Yu Zhang , Xiaoqin Wang , Nathan Jacobs

Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…

Machine Learning · Computer Science 2026-03-11 Eugène Berta , David Holzmüller , Michael I. Jordan , Francis Bach

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

We prove a fundamental impossibility theorem: neural networks cannot simultaneously learn well-calibrated confidence estimates with meaningful diversity when trained using binary correct/incorrect supervision. Through rigorous mathematical…

Machine Learning · Computer Science 2025-09-19 Arjun S. Nair , Kristina P. Sinaga

Deep neural networks (DNNs) have made great strides in pushing the state-of-the-art in several challenging domains. Recent studies reveal that they are prone to making overconfident predictions. This greatly reduces the overall trust in…

Computer Vision and Pattern Recognition · Computer Science 2023-09-07 Vinith Kugathasan , Muhammad Haris Khan

Uncertainty estimation is a significant issue for current large language models (LLMs) that are generally poorly calibrated and over-confident, especially with reinforcement learning from human feedback (RLHF). Unlike humans, whose…

Computation and Language · Computer Science 2024-05-13 Ruixin Yang , Dheeraj Rajagopal , Shirley Anugrah Hayati , Bin Hu , Dongyeop Kang

We conduct an extensive study on the state of calibration under real-world dataset shift for image classification. Our work provides important insights on the choice of post-hoc and in-training calibration techniques, and yields practical…

Computer Vision and Pattern Recognition · Computer Science 2025-10-23 Mélanie Roschewitz , Raghav Mehta , Fabio de Sousa Ribeiro , Ben Glocker

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

Multicalibration requires predicted scores to agree with label probabilities across rich families of subgroups and score-dependent tests, but existing methods require clean input-label pairs for evaluation and post-processing. This…

Machine Learning · Statistics 2026-05-12 Futoshi Futami , Takashi Ishida

Recalibrating probabilistic classifiers is vital for enhancing the reliability and accuracy of predictive models. Despite the development of numerous recalibration algorithms, there is still a lack of a comprehensive theory that integrates…

Machine Learning · Computer Science 2023-05-19 Zeyu Sun , Dogyoon Song , Alfred Hero

Class imbalance in binary classification tasks remains a significant challenge in machine learning, often resulting in poor performance on minority classes. This study comprehensively evaluates three widely-used strategies for handling…

Machine Learning · Computer Science 2024-10-01 Mohamed Abdelhamid , Abhyuday Desai

This paper proposes a generic formulation that significantly expedites the training and deployment of image classification models, particularly under the scenarios of many image categories and high feature dimensions. As a defining…

Computer Vision and Pattern Recognition · Computer Science 2016-03-15 Fumin Shen , Yadong Mu , Wei Liu , Yang Yang , Heng Tao Shen