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This paper studies theoretically and empirically a method of turning machine-learning algorithms into probabilistic predictors that automatically enjoys a property of validity (perfect calibration) and is computationally efficient. The…

Machine Learning · Computer Science 2015-11-16 Vladimir Vovk , Ivan Petej , Valentina Fedorova

We introduce a simple but general online learning framework in which a learner plays against an adversary in a vector-valued game that changes every round. Even though the learner's objective is not convex-concave (and so the minimax…

Machine Learning · Computer Science 2022-10-14 Daniel Lee , Georgy Noarov , Mallesh Pai , Aaron Roth

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

We develop a new approach to multi-label conformal prediction in which we aim to output a precise set of promising prediction candidates with a bounded number of incorrect answers. Standard conformal prediction provides the ability to adapt…

Machine Learning · Computer Science 2022-02-16 Adam Fisch , Tal Schuster , Tommi Jaakkola , Regina Barzilay

We show how to take a regression function $\hat{f}$ that is appropriately ``multicalibrated'' and efficiently post-process it into an approximately error minimizing classifier satisfying a large variety of fairness constraints. The…

Machine Learning · Computer Science 2022-09-16 Ira Globus-Harris , Varun Gupta , Christopher Jung , Michael Kearns , Jamie Morgenstern , Aaron Roth

Conformal prediction is often calibrated with a single pooled threshold, but this can hide cross-group heterogeneity in score distributions and distort group-wise coverage. We study this phenomenon through the population score distributions…

Machine Learning · Statistics 2026-05-18 Ziang Gao , Pengqi Liu , Archer Yi Yang , Mouloud Belbahri , Jesse C. Cresswell , Masoud Asgharian

The field of algorithms with predictions incorporates machine learning advice in the design of online algorithms to improve real-world performance. A central consideration is the extent to which predictions can be trusted -- while existing…

Machine Learning · Statistics 2026-03-26 Judy Hanwen Shen , Ellen Vitercik , Anders Wikum

Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…

Methodology · Statistics 2023-05-30 Chenyin Gao , Shu Yang , Jae Kwang Kim

Diversity is an important principle in data selection and summarization, facility location, and recommendation systems. Our work focuses on maximizing diversity in data selection, while offering fairness guarantees. In particular, we offer…

Data Structures and Algorithms · Computer Science 2020-10-20 Zafeiria Moumoulidou , Andrew McGregor , Alexandra Meliou

Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…

Machine Learning · Computer Science 2022-03-01 Parikshit Gopalan , Nina Narodytska , Omer Reingold , Vatsal Sharan , Udi Wieder

When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…

Machine Learning · Computer Science 2025-04-23 Jingwu Tang , Jiayun Wu , Zhiwei Steven Wu , Jiahao Zhang

Estimated uncertainty by approximate posteriors in Bayesian neural networks are prone to miscalibration, which leads to overconfident predictions in critical tasks that have a clear asymmetric cost or significant losses. Here, we extend the…

Machine Learning · Computer Science 2022-06-17 Biraja Ghoshal , Allan Tucker

Developing trustworthy Machine Learning (ML) models requires their predicted probabilities to be well-calibrated, meaning they should reflect true-class frequencies. Among calibration notions in multiclass classification, strong calibration…

Machine Learning · Computer Science 2026-04-22 Cesare Barbera , Lorenzo Perini , Giovanni De Toni , Andrea Passerini , Andrea Pugnana

A suitable scalar metric can help measure multi-calibration, defined as follows. When the expected values of observed responses are equal to corresponding predicted probabilities, the probabilistic predictions are known as "perfectly…

Methodology · Statistics 2026-04-17 Ido Guy , Daniel Haimovich , Fridolin Linder , Nastaran Okati , Lorenzo Perini , Niek Tax , Mark Tygert

Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more…

Machine Learning · Computer Science 2020-05-26 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Correlation clustering is a ubiquitous paradigm in unsupervised machine learning where addressing unfairness is a major challenge. Motivated by this, we study Fair Correlation Clustering where the data points may belong to different…

Machine Learning · Computer Science 2022-06-13 Sara Ahmadian , Maryam Negahbani

Unbiased confidence estimates of neural networks are crucial especially for safety-critical applications. Many methods have been developed to calibrate biased confidence estimates. Though there is a variety of methods for classification,…

Computer Vision and Pattern Recognition · Computer Science 2020-12-15 Fabian Küppers , Jan Kronenberger , Amirhossein Shantia , Anselm Haselhoff

Motivated by scenarios where data is used for diverse prediction tasks, we study whether fair representation can be used to guarantee fairness for unknown tasks and for multiple fairness notions simultaneously. We consider seven group…

Machine Learning · Computer Science 2022-02-22 Xudong Shen , Yongkang Wong , Mohan Kankanhalli

Bayesian Neural Networks (BNNs) are trained to optimize an entire distribution over their weights instead of a single set, having significant advantages in terms of, e.g., interpretability, multi-task learning, and calibration. Because of…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

We propose an analysis in fair learning that preserves the utility of the data while reducing prediction disparities under the criteria of group sufficiency. We focus on the scenario where the data contains multiple or even many subgroups,…

Machine Learning · Statistics 2022-11-30 Changjian Shui , Gezheng Xu , Qi Chen , Jiaqi Li , Charles Ling , Tal Arbel , Boyu Wang , Christian Gagné
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