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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…
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…
Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…
Ensuring that predicted probabilities align with observed frequencies is critical in high-stakes domains such as clinical decision support, autonomous driving and financial risk assessment. Existing calibration methods typically apply a…
Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024)…
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…
Deep neural networks have demonstrated remarkable performance across numerous learning tasks but often suffer from miscalibration, resulting in unreliable probability outputs. This has inspired many recent works on mitigating…
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…
Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…
Despite extensive research on neural network calibration, existing methods typically apply global transformations that treat all predictions uniformly, overlooking the heterogeneous reliability of individual predictions. Furthermore, the…
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…
Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop…
Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more…
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…
Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…
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…
A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…
A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…
Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…
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…