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In machine learning, model calibration and predictive inference are essential for producing reliable predictions and quantifying uncertainty to support decision-making. Recognizing the complementary roles of point and interval predictions,…

Machine Learning · Statistics 2024-11-01 Lars van der Laan , Ahmed M. Alaa

Ensuring model calibration is critical for reliable prediction, yet popular distribution-free methods such as histogram binning and isotonic regression offer only asymptotic guarantees. We introduce a unified framework for Venn and…

Machine Learning · Statistics 2025-07-17 Lars van der Laan , Ahmed Alaa

Transformers, currently the state-of-the-art in natural language understanding (NLU) tasks, are prone to generate uncalibrated predictions or extreme probabilities, making the process of taking different decisions based on their output…

Computation and Language · Computer Science 2022-07-18 Patrizio Giovannotti

Venn-Abers predictors are probabilistic predictors that enjoy appealing properties of validity, but their major limitation is that they are applicable only to the case of binary classification, with a recent extension to bounded regression.…

Machine Learning · Computer Science 2026-05-08 Ivan Petej , Vladimir Vovk

This paper continues study, both theoretical and empirical, of the method of Venn prediction, concentrating on binary prediction problems. Venn predictors produce probability-type predictions for the labels of test objects which are…

Machine Learning · Computer Science 2014-06-24 Vladimir Vovk , Ivan Petej

We study model-agnostic post-hoc calibration methods intended to improve probabilistic predictions in supervised binary classification on real i.i.d. tabular data, with particular emphasis on conformal and Venn-based approaches that provide…

Machine Learning · Computer Science 2026-01-29 Valery Manokhin , Daniel Grønhaug

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

With rapid adoption of deep learning in critical applications, the question of when and how much to trust these models often arises, which drives the need to quantify the inherent uncertainties. While identifying all sources that account…

Machine Learning · Statistics 2019-11-22 Jayaraman J. Thiagarajan , Bindya Venkatesh , Prasanna Sattigeri , Peer-Timo Bremer

Quantifying the uncertainty of predictions made by large language models (LLMs) in binary text classification tasks remains a challenge. Calibration, in the context of LLMs, refers to the alignment between the model's predicted…

Computation and Language · Computer Science 2024-07-02 Patrizio Giovannotti , Alexander Gammerman

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

A typical desideratum for quantifying the uncertainty from a classification model as a prediction set is class-conditional singleton set calibration. That is, such sets should map to the output of well-calibrated selective classifiers,…

Machine Learning · Computer Science 2022-12-02 Allen Schmaltz , Danielle Rasooly

A machine learning model is calibrated if its predicted probability for an outcome matches the observed frequency for that outcome conditional on the model prediction. This property has become increasingly important as the impact of machine…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

Neural networks have proven successful at learning from complex data distributions by acting as universal function approximators. However, they are often overconfident in their predictions, which leads to inaccurate and miscalibrated…

Machine Learning · Computer Science 2021-02-23 Jeffrey Willette , Juho Lee , Sung Ju Hwang

We study the generation of prediction intervals in regression for uncertainty quantification. This task can be formalized as an empirical constrained optimization problem that minimizes the average interval width while maintaining the…

Machine Learning · Statistics 2021-03-01 Haoxian Chen , Ziyi Huang , Henry Lam , Huajie Qian , Haofeng Zhang

When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…

Machine Learning · Computer Science 2025-11-03 Nathan Phelps , Daniel J. Lizotte , Douglas G. Woolford

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

Machine Learning · Computer Science 2019-02-20 Juozas Vaicenavicius , David Widmann , Carl Andersson , Fredrik Lindsten , Jacob Roll , Thomas B. Schön

Venn Prediction (VP) is a new machine learning framework for producing well-calibrated probabilistic predictions. In particular it provides well-calibrated lower and upper bounds for the conditional probability of an example belonging to…

Machine Learning · Computer Science 2023-12-18 Harris Papadopoulos

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

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

The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration…

Machine Learning · Computer Science 2023-04-07 Markelle Kelly , Padhraic Smyth
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