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In this paper, we present results on improving out-of-domain weather prediction and uncertainty estimation as part of the \texttt{Shifts Challenge on Robustness and Uncertainty under Real-World Distributional Shift} challenge. We find that…

Machine Learning · Computer Science 2024-01-10 Sankalp Gilda , Neel Bhandari , Wendy Mak , Andrea Panizza

Multicalibration gradient boosting has recently emerged as a scalable method that empirically produces approximately multicalibrated predictors and has been deployed at web scale. Despite this empirical success, its convergence properties…

Machine Learning · Computer Science 2026-02-09 Daniel Haimovich , Fridolin Linder , Lorenzo Perini , Niek Tax , Milan Vojnovic

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…

Machine Learning · Computer Science 2025-02-25 Muthu Chidambaram , Rong Ge

The ability of an agent to do well in new environments is a critical aspect of intelligence. In machine learning, this ability is known as $\textit{strong}$ or $\textit{out-of-distribution}$ generalization. However, merely considering…

Machine Learning · Computer Science 2024-02-09 Siyuan Guo , Jonas Wildberger , Bernhard Schölkopf

The application of machine learning in safety-critical systems requires a reliable assessment of uncertainty. However, deep neural networks are known to produce highly overconfident predictions on out-of-distribution (OOD) data. Even if…

Machine Learning · Computer Science 2022-10-19 Alexander Meinke , Julian Bitterwolf , Matthias Hein

Distributionally robust optimization (DRO) and invariant risk minimization (IRM) are two popular methods proposed to improve out-of-distribution (OOD) generalization performance of machine learning models. While effective for small models,…

Machine Learning · Computer Science 2023-01-25 Xiao Zhou , Yong Lin , Renjie Pi , Weizhong Zhang , Renzhe Xu , Peng Cui , Tong Zhang

Multicalibration is a notion of fairness for predictors that requires them to provide calibrated predictions across a large set of protected groups. Multicalibration is known to be a distinct goal than loss minimization, even for simple…

Machine Learning · Computer Science 2023-12-11 Jarosław Błasiok , Parikshit Gopalan , Lunjia Hu , Adam Tauman Kalai , Preetum Nakkiran

In the field of computer vision, fine-tuning pre-trained models has become a prevalent strategy for out-of-distribution (OOD) generalization tasks. Different from most prior work that has focused on advancing learning algorithms, we…

Machine Learning · Computer Science 2025-04-29 Hiroki Naganuma , Ryuichiro Hataya , Kotaro Yoshida , Ioannis Mitliagkas

This paper introduces a framework for post-processing machine learning models so that their predictions satisfy multi-group fairness guarantees. Based on the celebrated notion of multicalibration, we introduce $(\mathbf{s},\mathcal{G},…

Machine Learning · Statistics 2024-05-06 Lujing Zhang , Aaron Roth , Linjun Zhang

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not…

Machine Learning · Statistics 2019-11-01 Jayaraman J. Thiagarajan , Bindya Venkatesh , Deepta Rajan

We study the connection between multicalibration and boosting for squared error regression. First we prove a useful characterization of multicalibration in terms of a ``swap regret'' like condition on squared error. Using this…

Machine Learning · Computer Science 2023-02-01 Ira Globus-Harris , Declan Harrison , Michael Kearns , Aaron Roth , Jessica Sorrell

The integrity of training data, even when annotated by experts, is far from guaranteed, especially for non-IID datasets comprising both in- and out-of-distribution samples. In an ideal scenario, the majority of samples would be…

Machine Learning · Computer Science 2023-11-07 Zhilin Zhao , Longbing Cao , Chang-Dong Wang

Calibration and uncertainty estimation are crucial topics in high-risk environments. We introduce a new diversity regularizer for classification tasks that uses out-of-distribution samples and increases the overall accuracy, calibration and…

Machine Learning · Computer Science 2022-10-21 Hendrik Alexander Mehrtens , Camila González , Anirban Mukhopadhyay

Machine learning models often have uneven performance among subpopulations (a.k.a., groups) in the data distributions. This poses a significant challenge for the models to generalize when the proportions of the groups shift during…

Machine Learning · Computer Science 2025-03-11 Rui Qiao , Zhaoxuan Wu , Jingtan Wang , Pang Wei Koh , Bryan Kian Hsiang Low

Multi-calibration is a powerful and evolving concept originating in the field of algorithmic fairness. For a predictor $f$ that estimates the outcome $y$ given covariates $x$, and for a function class $\mathcal{C}$, multi-calibration…

Machine Learning · Computer Science 2023-03-09 Zhun Deng , Cynthia Dwork , Linjun Zhang

When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…

Machine Learning · Statistics 2021-07-14 Shengjia Zhao , Michael P. Kim , Roshni Sahoo , Tengyu Ma , Stefano Ermon

Multicalibration [HJKRR18] is an algorithmic fairness perspective that demands that the predictions of a predictor are correct conditional on themselves and membership in a collection of potentially overlapping subgroups of a population.…

Machine Learning · Computer Science 2025-11-10 Lunjia Hu , Haipeng Luo , Spandan Senapati , Vatsal Sharan

The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…

Machine Learning · Statistics 2018-02-27 Kimin Lee , Honglak Lee , Kibok Lee , Jinwoo Shin

Distribution shifts are ubiquitous in real-world machine learning applications, posing a challenge to the generalization of models trained on one data distribution to another. We focus on scenarios where data distributions vary across…

Machine Learning · Statistics 2024-06-05 Steven Wilkins-Reeves , Xu Chen , Qi Ma , Christine Agarwal , Aude Hofleitner

For machine learning systems to be reliable, we must understand their performance in unseen, out-of-distribution environments. In this paper, we empirically show that out-of-distribution performance is strongly correlated with…