Related papers: Class-wise and reduced calibration methods
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…
Probabilities or confidence values produced by artificial intelligence (AI) and machine learning (ML) models often do not reflect their true accuracy, with some models being under or over confident in their predictions. For example, if a…
In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…
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…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
Complementary-label learning (CLL) is widely used in weakly supervised classification, but it faces a significant challenge in real-world datasets when confronted with class-imbalanced training samples. In such scenarios, the number of…
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…
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…
Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…
Generative classifiers are constructed on the basis of a joint probability distribution and are typically learned using closed-form procedures that rely on data statistics and maximize scores related to data fitting. However, these scores…
Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…
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…
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,…
Class imbalance poses a significant challenge to supervised classification, particularly in critical domains like medical diagnostics and anomaly detection where minority class instances are rare. While numerous studies have explored…
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…
Recalibration of binary probabilistic classifiers to a target prior probability is an important task in areas like credit risk management. However, recalibration of a classifier learned on a training dataset to a target on a test dataset in…
Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
This paper explores the calibration of a classifier output score in binary classification problems. A calibrator is a function that maps the arbitrary classifier score, of a testing observation, onto $[0,1]$ to provide an estimate for the…
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…