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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

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…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Adrian Galdran , Johan Verjans , Gustavo Carneiro , Miguel A. González Ballester

We investigate the learning dynamics of classifiers in scenarios where classes are separable or classifiers are over-parameterized. In both cases, Empirical Risk Minimization (ERM) results in zero training error. However, there are many…

Machine Learning · Computer Science 2024-10-23 Julius Martinetz , Christoph Linse , Thomas Martinetz

This paper introduces a framework for post-processing machine learning models so that their predictions satisfy multi-group fairness guarantees. Based on the celebrated notion of multicalibration, we introduce $(\mathbf{s},\mathcal{G},…

Machine Learning · Statistics 2024-05-06 Lujing Zhang , Aaron Roth , Linjun Zhang

Modern challenges of robustness, fairness, and decision-making in machine learning have led to the formulation of multi-distribution learning (MDL) frameworks in which a predictor is optimized across multiple distributions. We study the…

Machine Learning · Computer Science 2024-12-19 Rajeev Verma , Volker Fischer , Eric Nalisnick

Process capability indices such as $C_{pk}$ are widely used for manufacturing decisions, yet are typically applied via deterministic thresholding of finite-sample estimates, ignoring uncertainty and leading to unstable outcomes near the…

Applications · Statistics 2026-04-16 Fei Jiang , Lei Yang

Quantifying the data uncertainty in learning tasks is often done by learning a prediction interval or prediction set of the label given the input. Two commonly desired properties for learned prediction sets are \emph{valid coverage} and…

Machine Learning · Computer Science 2022-05-31 Yu Bai , Song Mei , Huan Wang , Yingbo Zhou , Caiming Xiong

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

The fundamental theorem of statistical learning states that for binary classification problems, any Empirical Risk Minimization (ERM) learning rule has close to optimal sample complexity. In this paper we seek for a generic optimal learner…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Shai Shalev-Shwartz

Developing simple, sample-efficient learning algorithms for robust classification is a pressing issue in today's tech-dominated world, and current theoretical techniques requiring exponential sample complexity and complicated improper…

Machine Learning · Computer Science 2023-02-07 Robi Bhattacharjee , Max Hopkins , Akash Kumar , Hantao Yu , Kamalika Chaudhuri

As algorithms increasingly inform and influence decisions made about individuals, it becomes increasingly important to address concerns that these algorithms might be discriminatory. The output of an algorithm can be discriminatory for many…

Machine Learning · Computer Science 2018-03-19 Úrsula Hébert-Johnson , Michael P. Kim , Omer Reingold , Guy N. Rothblum

Introduced as a notion of algorithmic fairness, multicalibration has proved to be a powerful and versatile concept with implications far beyond its original intent. This stringent notion -- that predictions be well-calibrated across a rich…

Machine Learning · Computer Science 2022-06-17 Parikshit Gopalan , Michael P. Kim , Mihir Singhal , Shengjia Zhao

The multi-label classification problem has generated significant interest in recent years. However, existing approaches do not adequately address two key challenges: (a) the ability to tackle problems with a large number (say millions) of…

Machine Learning · Computer Science 2013-11-26 Hsiang-Fu Yu , Prateek Jain , Purushottam Kar , Inderjit S. Dhillon

This paper investigates novel classifier ensemble techniques for uncertainty calibration applied to various deep neural networks for image classification. We evaluate both accuracy and calibration metrics, focusing on Expected Calibration…

Computer Vision and Pattern Recognition · Computer Science 2025-01-20 Michael Schulze , Nikolas Ebert , Laurenz Reichardt , Oliver Wasenmüller

When randomized ensembles such as bagging or random forests are used for binary classification, the prediction error of the ensemble tends to decrease and stabilize as the number of classifiers increases. However, the precise relationship…

Probability · Mathematics 2019-05-01 Miles E. Lopes

Calibration$\unicode{x2014}$the problem of ensuring that predicted probabilities align with observed class frequencies$\unicode{x2014}$is a basic desideratum for reliable prediction with machine learning systems. Calibration error is…

Machine Learning · Statistics 2026-03-02 Eugène Berta , Sacha Braun , David Holzmüller , Francis Bach , Michael I. Jordan

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…

Machine Learning · Computer Science 2026-04-23 Jelke Wibbeke , Nico Schönfisch , Sebastian Rohjans , Andreas Rauh

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

Machine unlearning aims to remove the influence of specific training data from a model while preserving reliable behavior on the remaining data, making reliable prediction and uncertainty estimation essential for evaluation. Calibration is…

Computation and Language · Computer Science 2026-05-21 Divyaksh Shukla , Ashutosh Modi