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This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…

Machine Learning · Statistics 2023-06-27 Takuo Matsubara , Niek Tax , Richard Mudd , Ido Guy

It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration. It is responsible for the…

Machine Learning · Computer Science 2020-01-28 Feiyang Pan , Xiang Ao , Pingzhong Tang , Min Lu , Dapeng Liu , Lei Xiao , Qing He

In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

Machine Learning · Statistics 2018-09-21 Brian Lucena

Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…

Human-Computer Interaction · Computer Science 2022-07-29 Peter Xenopoulos , Joao Rulff , Luis Gustavo Nonato , Brian Barr , Claudio Silva

Among the many ways of quantifying uncertainty in a regression setting, specifying the full quantile function is attractive, as quantiles are amenable to interpretation and evaluation. A model that predicts the true conditional quantiles…

Machine Learning · Computer Science 2021-12-10 Youngseog Chung , Willie Neiswanger , Ian Char , Jeff Schneider

Calibrating blackbox machine learning models to achieve risk control is crucial to ensure reliable decision-making. A rich line of literature has been studying how to calibrate a model so that its predictions satisfy explicit finite-sample…

Machine Learning · Statistics 2025-06-02 Victor Li , Baiting Chen , Yuzhen Mao , Qi Lei , Zhun Deng

Reliable uncertainty estimates are an important tool for helping autonomous agents or human decision makers understand and leverage predictive models. However, existing approaches to estimating uncertainty largely ignore the possibility of…

Machine Learning · Computer Science 2020-05-22 Sangdon Park , Osbert Bastani , James Weimer , Insup Lee

In any ranking system, the retrieval model outputs a single score for a document based on its belief on how relevant it is to a given search query. While retrieval models have continued to improve with the introduction of increasingly…

Information Retrieval · Computer Science 2021-05-12 Daniel Cohen , Bhaskar Mitra , Oleg Lesota , Navid Rekabsaz , Carsten Eickhoff

Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…

Methodology · Statistics 2024-06-06 Shachi Deshpande , Volodymyr Kuleshov

Mislabeled data is a pervasive issue that undermines the performance of machine learning systems in real-world applications. An effective approach to mitigate this problem is to detect mislabeled instances and subject them to special…

Machine Learning · Computer Science 2025-11-05 Ilies Chibane , Thomas George , Pierre Nodet , Vincent Lemaire

Calibrated uncertainty estimates in machine learning are crucial to many fields such as autonomous vehicles, medicine, and weather and climate forecasting. While there is extensive literature on uncertainty calibration for classification,…

Machine Learning · Computer Science 2021-03-16 Eric Zelikman , Christopher Healy , Sharon Zhou , Anand Avati

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

Calibration is commonly evaluated by comparing model confidence with its empirical correctness, implicitly treating reliability as a function of the confidence score alone. However, this view can hide substantial structure: models may be…

Machine Learning · Computer Science 2026-05-14 Katarzyna Kobalczyk , Mihaela van der Schaar

Predictions are often probabilities; e.g., a prediction could be for precipitation tomorrow, but with only a 30% chance. Given such probabilistic predictions together with the actual outcomes, "reliability diagrams" help detect and diagnose…

Statistics Theory · Mathematics 2022-11-15 Imanol Arrieta-Ibarra , Paman Gujral , Jonathan Tannen , Mark Tygert , Cherie Xu

Previous deep learning approaches for survival analysis have primarily relied on ranking losses to improve discrimination performance, which often comes at the expense of calibration performance. To address such an issue, we propose a novel…

Machine Learning · Computer Science 2024-11-22 Dongjoon Lee , Hyeryn Park , Changhee Lee

Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for advertisement ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods…

Machine Learning · Computer Science 2024-05-22 Yuang Zhao , Chuhan Wu , Qinglin Jia , Hong Zhu , Jia Yan , Libin Zong , Linxuan Zhang , Zhenhua Dong , Muyu Zhang

In classification problems, sampling bias between training data and testing data is critical to the ranking performance of classification scores. Such bias can be both unintentionally introduced by data collection and intentionally…

Methodology · Statistics 2017-11-02 Chandler Zuo

Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

The adoption of deep learning across various fields has been extensive, yet there is a lack of focus on evaluating the performance of deep learning pipelines. Typically, with the increased use of large datasets and complex models, the…

Machine Learning · Computer Science 2024-05-21 Yewen Fan , Nian Si , Xiangchen Song , Kun Zhang

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