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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…

Machine Learning · Computer Science 2024-02-13 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Binary classification is a task that involves the classification of data into one of two distinct classes. It is widely utilized in various fields. However, conventional classifiers tend to make overconfident predictions for data that…

Machine Learning · Computer Science 2025-03-13 Shoma Yokura , Akihisa Ichiki

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

The study of model bias and variance with respect to decision boundaries is critically important in supervised classification. There is generally a tradeoff between the two, as fine-tuning of the decision boundary of a classification model…

Machine Learning · Computer Science 2020-02-25 Matthew Almeida , Wei Ding , Scott Crouter , Ping Chen

The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…

Statistics Theory · Mathematics 2022-09-27 Shashank Singh , Justin Khim

Uncertainty sampling in active learning is heavily used in practice to reduce the annotation cost. However, there has been no wide consensus on the function to be used for uncertainty estimation in binary classification tasks and…

Machine Learning · Computer Science 2021-11-01 Anant Raj , Francis Bach

While the accuracy of modern deep learning models has significantly improved in recent years, the ability of these models to generate uncertainty estimates has not progressed to the same degree. Uncertainty methods are designed to provide…

Machine Learning · Statistics 2020-06-17 Adam M. Oberman , Chris Finlay , Alexander Iannantuono , Tiago Salvador

Binary classification models which can assign probabilities to categories such as "the tissue is 75% likely to be tumorous" or "the chemical is 25% likely to be toxic" are well understood statistically, but their utility as an input to…

Applications · Statistics 2017-12-05 Damjan Krstajic , Ljubomir Buturovic , Simon Thomas , David E Leahy

For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…

Machine Learning · Computer Science 2024-11-07 Adrien LeCoz , Stéphane Herbin , Faouzi Adjed

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…

Machine Learning · Computer Science 2021-11-24 Maria R. Cervera , Rafael Dätwyler , Francesco D'Angelo , Hamza Keurti , Benjamin F. Grewe , Christian Henning

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

While the performance of machine learning systems has experienced significant improvement in recent years, relatively little attention has been paid to the fundamental question: to what extent can we improve our models? This paper provides…

Machine Learning · Computer Science 2026-05-13 Ryota Ushio , Takashi Ishida , Masashi Sugiyama

Rule based classifiers that use the presence and absence of key sub-strings to make classification decisions have a natural mechanism for quantifying the uncertainty of their precision. For a binary classifier, the key insight is to treat…

Machine Learning · Computer Science 2020-05-20 James Nutaro , Ozgur Ozmen

We make two contributions to the problem of estimating the $L_1$ calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation.…

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

Machine learning-supported decisions, such as ordering diagnostic tests or determining preventive custody, often require converting probabilistic forecasts into binary classifications. We adopt a consequentialist perspective from decision…

Machine Learning · Computer Science 2026-03-11 Gerardo Flores , Abigail Schiff , Alyssa H. Smith , Julia A Fukuyama , Ashia C. Wilson

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…

Machine Learning · Computer Science 2024-08-08 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu
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