Related papers: On Computationally Efficient Multi-Class Calibrati…
Machine learning applications often require calibrated predictions, e.g. a 90\% credible interval should contain the true outcome 90\% of the times. However, typical definitions of calibration only require this to hold on average, and offer…
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…
Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…
For many applications of probabilistic classifiers it is important that the predicted confidence vectors reflect true probabilities (one says that the classifier is calibrated). It has been shown that common models fail to satisfy this…
Probabilistic predictions can be evaluated through comparisons with observed label frequencies, that is, through the lens of calibration. Recent scholarship on algorithmic fairness has started to look at a growing variety of…
We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…
Calibration is a classical notion from the forecasting literature which aims to address the question: how should predicted probabilities be interpreted? In a world where we only get to observe (discrete) outcomes, how should we evaluate a…
Despite the great success of state-of-the-art deep neural networks, several studies have reported models to be over-confident in predictions, indicating miscalibration. Label Smoothing has been proposed as a solution to the over-confidence…
Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…
Deep neural network (DNN) classifiers are often overconfident, producing miscalibrated class probabilities. In high-risk applications like healthcare, practitioners require $\textit{fully calibrated}$ probability predictions for…
Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…
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…
We provide a unifying framework for the design and analysis of multicalibrated predictors. By placing the multicalibration problem in the general setting of multi-objective learning -- where learning guarantees must hold simultaneously over…
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…
This paper explores the calibration of a classifier output score in binary classification problems. A calibrator is a function that maps the arbitrary classifier score, of a testing observation, onto $[0,1]$ to provide an estimate for the…
Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024)…
Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…
The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…
In this work, we aim to calibrate the score outputs of an estimator for the binary classification problem by finding an 'optimal' mapping to class probabilities, where the 'optimal' mapping is in the sense that minimizes the classification…
Recent studies have revealed that, beyond conventional accuracy, calibration should also be considered for training modern deep neural networks. To address miscalibration during learning, some methods have explored different penalty…