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Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

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

There is a growing interest in societal concerns in machine learning systems, especially in fairness. Multicalibration gives a comprehensive methodology to address group fairness. In this work, we address the multicalibration error and…

Machine Learning · Computer Science 2021-06-08 Eliran Shabat , Lee Cohen , Yishay Mansour

Recent works have investigated the sample complexity necessary for fair machine learning. The most advanced of such sample complexity bounds are developed by analyzing multicalibration uniform convergence for a given predictor class. We…

Machine Learning · Computer Science 2022-02-10 Harrison Rosenberg , Robi Bhattacharjee , Kassem Fawaz , Somesh Jha

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 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

Estimating the prevalence of a category in a population using imperfect measurement devices (diagnostic tests, classifiers, or large language models) is fundamental to science, public health, and online trust and safety. Standard approaches…

Artificial Intelligence · Computer Science 2026-04-24 Fridolin Linder , Thomas Leeper , Daniel Haimovich , Niek Tax , Lorenzo Perini , Milan Vojnovic

Probabilistic predictions can be evaluated through comparisons with observed label frequencies, that is, through the lens of calibration. Recent scholarship on algorithmic fairness has started to look at a growing variety of…

Machine Learning · Computer Science 2023-05-16 Benedikt Höltgen , Robert C Williamson

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

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

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…

Machine Learning · Statistics 2021-07-14 Shengjia Zhao , Michael P. Kim , Roshni Sahoo , Tengyu Ma , Stefano Ermon

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

In a well-calibrated risk prediction model, the average predicted probability is close to the true event rate for any given subgroup. Such models are reliable across heterogeneous populations and satisfy strong notions of algorithmic…

Machine Learning · Computer Science 2023-07-31 Jean Feng , Alexej Gossmann , Romain Pirracchio , Nicholas Petrick , Gene Pennello , Berkman Sahiner

Multicalibration extends classical calibration by requiring predictions to be unbiased over a rich collection of functions, encompassing both prediction slices and subpopulations. It has emerged as a powerful framework for fairness,…

Machine Learning · Statistics 2026-05-26 Hanxuan Ye , Hongzhe Li

Recent work on algorithmic fairness has largely focused on the fairness of discrete decisions, or classifications. While such decisions are often based on risk score models, the fairness of the risk models themselves has received…

Machine Learning · Computer Science 2023-02-24 Eike Petersen , Melanie Ganz , Sune Hannibal Holm , Aasa Feragen

Autocalibration is known to be an important requirement for insurance premiums since it guarantees that premium income balances corresponding claims, on average, not only at portfolio level but also inside each group paying similar…

Other Statistics · Statistics 2026-03-18 Michel Denuit , Marie Michaelides , Julien Trufin

This paper proposes the use of "multicalibration" to yield interpretable and reliable confidence scores for outputs generated by large language models (LLMs). Multicalibration asks for calibration not just marginally, but simultaneously…

Machine Learning · Statistics 2024-04-09 Gianluca Detommaso , Martin Bertran , Riccardo Fogliato , Aaron Roth

Multi-calibration is a powerful and evolving concept originating in the field of algorithmic fairness. For a predictor $f$ that estimates the outcome $y$ given covariates $x$, and for a function class $\mathcal{C}$, multi-calibration…

Machine Learning · Computer Science 2023-03-09 Zhun Deng , Cynthia Dwork , Linjun Zhang

Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…

Machine Learning · Computer Science 2023-08-08 Shuang Ao , Stefan Rueger , Advaith Siddharthan

Fairness-aware learning aims to mitigate discrimination against specific protected social groups (e.g., those categorized by gender, ethnicity, age) while minimizing predictive performance loss. Despite efforts to improve fairness in…

Machine Learning · Computer Science 2025-05-02 Kewen Peng , Yicheng Yang , Hao Zhuo
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