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Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy

Neural network-based decisions tend to be overconfident, where their raw outcome probabilities do not align with the true decision probabilities. Calibration of neural networks is an essential step towards more reliable deep learning…

Machine Learning · Computer Science 2025-02-19 Geetanjali Bihani , Julia Taylor Rayz

The Expected Normalized Calibration Error (ENCE) is a popular calibration statistic used in Machine Learning to assess the quality of prediction uncertainties for regression problems. Estimation of the ENCE is based on the binning of…

Machine Learning · Computer Science 2023-05-23 Pascal Pernot

We propose the Variation Calibration Error (VCE) metric for assessing the calibration of machine learning classifiers. The metric can be viewed as an extension of the well-known Expected Calibration Error (ECE) which assesses the…

Machine Learning · Computer Science 2026-02-16 Andrew Thompson , Vivek Desai

The Expected Calibration Error (ece), the dominant calibration metric in machine learning, compares predicted probabilities against empirical frequencies of binary outcomes. This is appropriate when labels are binary events. However, many…

Machine Learning · Computer Science 2026-03-17 Michael Leznik

For an AI system to be reliable, the confidence it expresses in its decisions must match its accuracy. To assess the degree of match, examples are typically binned by confidence and the per-bin mean confidence and accuracy are compared.…

Machine Learning · Computer Science 2022-02-14 Rebecca Roelofs , Nicholas Cain , Jonathon Shlens , Michael C. Mozer

While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…

Machine Learning · Computer Science 2025-05-27 Futoshi Futami , Masahiro Fujisawa

Reliable probabilities are critical in high-risk applications, yet common calibration criteria (confidence, class-wise) are only necessary for full distributional calibration, and post-hoc methods often lack distribution-free guarantees. We…

Machine Learning · Statistics 2025-10-17 Daniil Kazantsev , Mohsen Guizani , Eric Moulines , Maxim Panov , Nikita Kotelevskii

Model calibration aims to align confidence with prediction correctness. The Cross-Entropy (CE) loss is widely used for calibrator training, which enforces the model to increase confidence on the ground truth class. However, we find the CE…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Yuchi Liu , Lei Wang , Yuli Zou , James Zou , Liang Zheng

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

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

In the face of dataset shift, model calibration plays a pivotal role in ensuring the reliability of machine learning systems. Calibration error (CE) is an indicator of the alignment between the predicted probabilities and the classifier…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Gorjan Radevski , Tinne Tuytelaars , Matthew B. Blaschko

Forecast probabilities often serve as critical inputs for binary decision making. In such settings, calibration$\unicode{x2014}$ensuring forecasted probabilities match empirical frequencies$\unicode{x2014}$is essential. Although the common…

Methodology · Statistics 2025-08-06 Raphael Rossellini , Jake A. Soloff , Rina Foygel Barber , Zhimei Ren , Rebecca Willett

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…

Machine Learning · Computer Science 2022-05-24 John Kirchenbauer , Jacob Oaks , Eric Heim

Every uncalibrated classifier has a corresponding true calibration map that calibrates its confidence. Deviations of this idealistic map from the identity map reveal miscalibration. Such calibration errors can be reduced with many post-hoc…

Machine Learning · Computer Science 2025-02-27 Markus Kängsepp , Kaspar Valk , Meelis Kull

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

Machine Learning · Computer Science 2025-10-24 Spencer Young , Riley Sinema , Cole Edgren , Andrew Hall , Nathan Dong , Porter Jenkins

Most machine learning classifiers are designed to output posterior probabilities for the classes given the input sample. These probabilities may be used to make the categorical decision on the class of the sample; provided as input to a…

Machine Learning · Statistics 2024-08-07 Luciana Ferrer , Daniel Ramos

Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…

Machine Learning · Computer Science 2026-03-10 Juhani Kivimäki , Jakub Białek , Wojtek Kuberski , Jukka K. Nurminen
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