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As algorithms increasingly inform and influence decisions made about individuals, it becomes increasingly important to address concerns that these algorithms might be discriminatory. The output of an algorithm can be discriminatory for many…

Machine Learning · Computer Science 2018-03-19 Úrsula Hébert-Johnson , Michael P. Kim , Omer Reingold , Guy N. Rothblum

Confidence calibration -- the problem of predicting probability estimates representative of the true correctness likelihood -- is important for classification models in many applications. We discover that modern neural networks, unlike…

Machine Learning · Computer Science 2017-08-04 Chuan Guo , Geoff Pleiss , Yu Sun , Kilian Q. Weinberger

Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…

Methodology · Statistics 2023-09-18 Bavo De Cock Campo

Equivalence testing, a fundamental problem in the field of distribution testing, seeks to infer if two unknown distributions on $[n]$ are the same or far apart in the total variation distance. Conditional sampling has emerged as a powerful…

Data Structures and Algorithms · Computer Science 2024-03-08 Diptarka Chakraborty , Sourav Chakraborty , Gunjan Kumar , Kuldeep S. Meel

The prediction accuracy of machine learning methods is steadily increasing, but the calibration of their uncertainty predictions poses a significant challenge. Numerous works focus on obtaining well-calibrated predictive models, but less is…

Machine Learning · Statistics 2023-12-07 Donghwan Lee , Xinmeng Huang , Hamed Hassani , Edgar Dobriban

Calibrated probabilistic classifiers are models whose predicted probabilities can directly be interpreted as uncertainty estimates. It has been shown recently that deep neural networks are poorly calibrated and tend to output overconfident…

Machine Learning · Statistics 2022-10-17 Teodora Popordanoska , Raphael Sayer , Matthew B. Blaschko

In safety-critical applications data-driven models must not only be accurate but also provide reliable uncertainty estimates. This property, commonly referred to as calibration, is essential for risk-aware decision-making. In regression a…

Machine Learning · Computer Science 2026-04-23 Jelke Wibbeke , Nico Schönfisch , Sebastian Rohjans , Andreas Rauh

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.…

Recent works have shown that deep neural networks can achieve super-human performance in a wide range of image classification tasks in the medical imaging domain. However, these works have primarily focused on classification accuracy,…

Computer Vision and Pattern Recognition · Computer Science 2020-09-10 Gongbo Liang , Yu Zhang , Xiaoqin Wang , Nathan Jacobs

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

Calibration refers to the statistical estimation of unknown model parameters in computer experiments, such that computer experiments can match underlying physical systems. This work develops a new calibration method for imperfect computer…

Statistics Theory · Mathematics 2025-03-24 Qingwen Zhang , Wenjia Wang

Safety-critical prediction systems, such as autonomous vehicles, weather forecasters, and medical monitors, commonly rely on probabilistic forecasters. These forecasters make predictions about possible future outcomes, and their quality and…

Methodology · Statistics 2026-04-30 Romeo Valentin

Although deep learning prediction models have been successful in the discrimination of different classes, they can often suffer from poor calibration across challenging domains including healthcare. Moreover, the long-tail distribution…

Computer Vision and Pattern Recognition · Computer Science 2022-06-20 Riqiang Gao , Thomas Li , Yucheng Tang , Zhoubing Xu , Michael Kammer , Sanja L. Antic , Kim Sandler , Fabien Moldonado , Thomas A. Lasko , Bennett Landman

Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration…

Instrumentation and Methods for Astrophysics · Physics 2015-06-18 Torsten A. Enßlin , Henrik Junklewitz , Lars Winderling , Maksim Greiner , Marco Selig

Being cautious is crucial for enhancing the trustworthiness of machine learning systems integrated into decision-making pipelines. Although calibrated probabilities help in optimal decision-making, perfect calibration remains unattainable,…

Machine Learning · Computer Science 2024-08-12 Mari-Liis Allikivi , Joonas Järve , Meelis Kull

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

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

Generating confidence calibrated outputs is of utmost importance for the applications of deep neural networks in safety-critical decision-making systems. The output of a neural network is a probability distribution where the scores are…

Machine Learning · Computer Science 2021-09-17 Chihuang Liu , Joseph JaJa

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…

Machine Learning · Statistics 2020-09-10 Shengjia Zhao , Tengyu Ma , Stefano Ermon

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