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Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…

Statistics Theory · Mathematics 2022-11-15 Imanol Arrieta-Ibarra , Paman Gujral , Jonathan Tannen , Mark Tygert , Cherie Xu

In typical machine learning systems, an estimate of the probability of the prediction is used to assess the system's confidence in the prediction. This confidence measure is usually uncalibrated; i.e.\ the system's confidence in the…

Computation and Language · Computer Science 2022-05-24 Shehzaad Dhuliawala , Leonard Adolphs , Rajarshi Das , Mrinmaya Sachan

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

Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…

Methodology · Statistics 2017-10-24 Zhiqiang Tan

Calibration measures quantify how much a forecaster's predictions violates calibration, which requires that forecasts are unbiased conditioning on the forecasted probabilities. Two important desiderata for a calibration measure are its…

Machine Learning · Computer Science 2025-03-05 Mingda Qiao , Eric Zhao

Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…

Neural and Evolutionary Computing · Computer Science 2023-03-21 Ruslan Vasilev , Alexander D'yakonov

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

Methodology · Statistics 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

A trustworthy real-world prediction system should produce well-calibrated confidence scores; that is, its confidence in an answer should be indicative of the likelihood that the answer is correct, enabling deferral to an expert in cases of…

Computation and Language · Computer Science 2023-10-25 Katherine Tian , Eric Mitchell , Allan Zhou , Archit Sharma , Rafael Rafailov , Huaxiu Yao , Chelsea Finn , Christopher D. Manning

For many applications of probabilistic classifiers it is important that the predicted confidence vectors reflect true probabilities (one says that the classifier is calibrated). It has been shown that common models fail to satisfy this…

Machine Learning · Statistics 2022-10-10 Michael Panchenko , Anes Benmerzoug , Miguel de Benito Delgado

A reliable deep learning system should be able to accurately express its confidence with respect to its predictions, a quality known as calibration. One of the most effective ways to produce reliable confidence estimates with a pre-trained…

Machine Learning · Computer Science 2024-10-10 Thomas P. Zollo , Zhun Deng , Jake C. Snell , Toniann Pitassi , Richard Zemel

Machine-generated probability predictions are essential in modern classification tasks such as image classification. A model is well calibrated when its predicted probabilities correspond to observed event frequencies. Despite the need for…

Machine Learning · Statistics 2026-02-24 Amy Vennos , Xin Xing , Christopher T. Franck

To use generative question-and-answering (QA) systems for decision-making and in any critical application, these systems need to provide well-calibrated confidence scores that reflect the correctness of their answers. Existing calibration…

Computation and Language · Computer Science 2025-03-04 Putra Manggala , Atalanti Mastakouri , Elke Kirschbaum , Shiva Prasad Kasiviswanathan , Aaditya Ramdas

Prompt tuning of large-scale vision-language models such as CLIP enables efficient task adaptation without updating model weights. However, it often leads to poor confidence calibration and unreliable predictive uncertainty. We address this…

Reliable confidence estimation for the predictions is important in many safety-critical applications. However, modern deep neural networks are often overconfident for their incorrect predictions. Recently, many calibration methods have been…

Machine Learning · Computer Science 2023-03-07 Fei Zhu , Zhen Cheng , Xu-Yao Zhang , Cheng-Lin Liu

Conformal Prediction (CP) algorithms estimate the uncertainty of a prediction model by calibrating its outputs on labeled data. The same calibration scheme usually applies to any model and data without modifications. The obtained prediction…

Machine Learning · Computer Science 2024-06-27 Nicolo Colombo

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…

Human-Computer Interaction · Computer Science 2022-07-29 Peter Xenopoulos , Joao Rulff , Luis Gustavo Nonato , Brian Barr , Claudio Silva

Probability estimation models play an important role in various fields, such as weather forecasting, recommendation systems, and sports analysis. Among several models estimating probabilities, it is difficult to evaluate which model gives…

Machine Learning · Computer Science 2024-06-06 Euihyeon Choi , Jooyoung Kim , Wonkyung Lee

Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…

Machine Learning · Computer Science 2022-07-06 Charles Marx , Shengjia Zhao , Willie Neiswanger , Stefano Ermon

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Machine Learning · Computer Science 2023-06-16 Telmo Silva Filho , Hao Song , Miquel Perello-Nieto , Raul Santos-Rodriguez , Meelis Kull , Peter Flach

Estimating machine learning performance 'in the wild' is both an important and unsolved problem. In this paper, we seek to examine, understand, and predict the pointwise competence of classification models. Our contributions are twofold:…

Machine Learning · Computer Science 2019-10-28 Vickram Rajendran , William LeVine
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