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Probabilistic models must be well calibrated to support reliable decision-making. While calibration in single-output regression is well studied, defining and achieving multivariate calibration in multi-output regression remains considerably…

Machine Learning · Statistics 2025-10-28 Naomi Desobry , Elnura Zhalieva , Souhaib Ben Taieb

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

In an increasing number of applications designers have access to multiple computer models which typically have different levels of fidelity and cost. Traditionally, designers calibrate these models one at a time against some high-fidelity…

Machine Learning · Computer Science 2025-06-02 Jonathan Tammer Eweis-Labolle , Tyler Johnson , Xiangyu Sun , Ramin Bostanabad

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

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

Sequence generation models are increasingly being used to translate natural language into programs, i.e. to perform executable semantic parsing. The fact that semantic parsing aims to predict programs that can lead to executed actions in…

Computation and Language · Computer Science 2023-07-10 Elias Stengel-Eskin , Benjamin Van Durme

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,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Machine Learning · Statistics 2019-01-08 Gil Keren , Nicholas Cummins , Björn Schuller

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…

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Machine Learning · Computer Science 2025-05-14 Volodymyr Kuleshov , Shachi Deshpande

Recommender systems utilize users' historical data to learn and predict their future interests, providing them with suggestions tailored to their tastes. Calibration ensures that the distribution of recommended item categories is consistent…

Information Retrieval · Computer Science 2022-08-23 Mohammadmehdi Naghiaei , Hossein A. Rahmani , Mohammad Aliannejadi , Nasim Sonboli

Reachability computations that rely on learned or estimated models require calibration in order to uphold confidence about their guarantees. Calibration generally involves sampling scenarios inside the reachable set. However, producing…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Sampada Deglurkar , Ebonye Smith , Jingqi Li , Claire J. Tomlin

Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for advertisement ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods…

Machine Learning · Computer Science 2024-05-22 Yuang Zhao , Chuhan Wu , Qinglin Jia , Hong Zhu , Jia Yan , Libin Zong , Linxuan Zhang , Zhenhua Dong , Muyu Zhang

The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…

Methodology · Statistics 2020-01-31 Moritz Berger , Matthias Schmid

Evaluation of clinical prediction models across multiple clusters, whether centers or datasets, is becoming increasingly common. A comprehensive evaluation includes an assessment of the agreement between the estimated risks and the observed…

Methodology · Statistics 2026-04-22 Lasai Barreñada , Bavo D. C. Campo , Laure Wynants , Ben Van Calster

Despite the general consensus in transport research community that model calibration and validation are necessary to enhance model predictive performance, there exist significant inconsistencies in the literature. This is primarily due to a…

Methodology · Statistics 2023-09-18 Samson Ting , Thomas Lymburn , Thomas Stemler , Yuchao Sun , Michael Small

The goal of probabilistic prediction is to issue predictive distributions that are as informative as possible, subject to being calibrated. Despite substantial progress in the univariate setting, achieving multivariate calibration remains…

Machine Learning · Computer Science 2026-02-02 Aya Laajil , Elnura Zhalieva , Naomi Desobry , Souhaib Ben Taieb

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

Methodology · Statistics 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

Deep learning has revolutionized various fields by enabling highly accurate predictions and estimates. One important application is probabilistic prediction, where models estimate the probability of events rather than deterministic…

Computer Vision and Pattern Recognition · Computer Science 2024-09-20 Simone Fassio , Simone Monaco , Daniele Apiletti

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy. However, these metrics often disregard the model's inherent uncertainty, especially when dealing with sensitive…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu