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Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given…

Machine Learning · Computer Science 2023-06-27 Jamelle Watson-Daniels , David C. Parkes , Berk Ustun

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

Machine Learning · Computer Science 2025-07-10 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Machine Learning · Computer Science 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Generating confidence calibrated outputs is of utmost importance for the applications of deep neural networks in safety-critical decision-making systems. The output of a neural network is a probability distribution where the scores are…

Machine Learning · Computer Science 2021-09-17 Chihuang Liu , Joseph JaJa

A learning procedure takes as input a dataset and performs inference for the parameters $\theta$ of a model that is assumed to have given rise to the dataset. Here we consider learning procedures whose output is a probability distribution,…

Statistics Theory · Mathematics 2022-06-17 Jon Cockayne , Matthew M. Graham , Chris J. Oates , T. J. Sullivan , Onur Teymur

Little is known about the trustworthiness of predictions made by knowledge graph embedding (KGE) models. In this paper we take initial steps toward this direction by investigating the calibration of KGE models, or the extent to which they…

Artificial Intelligence · Computer Science 2020-10-07 Tara Safavi , Danai Koutra , Edgar Meij

For semantic segmentation, label probabilities are often uncalibrated as they are typically only the by-product of a segmentation task. Intersection over Union (IoU) and Dice score are often used as criteria for segmentation success, while…

Computer Vision and Pattern Recognition · Computer Science 2021-07-28 Zhipeng Ding , Xu Han , Peirong Liu , Marc Niethammer

Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

AI generated predictions increasingly inform decision making in critical tasks, and therefore must be trustworthy. One widely used measure of trustworthiness is calibration, which requires that the predictions match the true frequencies and…

Machine Learning · Computer Science 2026-05-19 Konstantina Bairaktari , Lunjia Hu , Huy L. Nguyen , Jonathan Ullman

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

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

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

In multi-center clinical trials, due to various reasons, the individual-level data are strictly restricted to be assessed publicly. Instead, the summarized information is widely available from published results. With the advance of…

Methodology · Statistics 2021-01-05 Jing Qin , Yukun Liu , Pengfei Li

Accurate uncertainty quantification is critical for reliable predictive modeling. Existing methods typically address either aleatoric uncertainty due to measurement noise or epistemic uncertainty resulting from limited data, but not both in…

Machine Learning · Statistics 2026-03-04 Ilia Azizi , Juraj Bodik , Jakob Heiss , Bin Yu

Ordinary differential equation models are nowadays widely used for the mechanistic description of biological processes and their temporal evolution. These models typically have many unknown and non-measurable parameters, which have to be…

Quantitative Methods · Quantitative Biology 2021-05-27 Alejandro F. Villaverde , Dilan Pathirana , Fabian Fröhlich , Jan Hasenauer , Julio R. Banga

The machine learning community has become increasingly concerned with the potential for bias and discrimination in predictive models. This has motivated a growing line of work on what it means for a classification procedure to be "fair." In…

Machine Learning · Computer Science 2017-11-07 Geoff Pleiss , Manish Raghavan , Felix Wu , Jon Kleinberg , Kilian Q. Weinberger

We propose a learning framework for calibrating predictive models to make loss-controlling prediction for exchangeable data, which extends our recently proposed conformal loss-controlling prediction for more general cases. By comparison,…

Machine Learning · Computer Science 2024-01-24 Di Wang , Junzhi Shi , Pingping Wang , Shuo Zhuang , Hongyue Li

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

Calibration ensures that predicted uncertainties align with observed uncertainties. While there is an extensive literature on recalibration methods for univariate probabilistic forecasts, work on calibration for multivariate forecasts is…

Methodology · Statistics 2026-04-02 Lucas Kock , G. S. Rodrigues , Scott A. Sisson , Nadja Klein , David J. Nott