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Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

To be considered reliable, a model must be calibrated so that its confidence in each decision closely reflects its true outcome. In this blogpost we'll take a look at the most commonly used definition for calibration and then dive into a…

Methodology · Statistics 2025-09-16 Maja Pavlovic

Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration…

Machine Learning · Computer Science 2023-04-07 Markelle Kelly , Padhraic Smyth

Blasiok et al. [2023] proposed distance to calibration as a natural measure of calibration error that unlike expected calibration error (ECE) is continuous. Recently, Qiao and Zheng [2024] gave a non-constructive argument establishing the…

Machine Learning · Computer Science 2024-10-08 Eshwar Ram Arunachaleswaran , Natalie Collina , Aaron Roth , Mirah Shi

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

As machine learning models continue to swiftly advance, calibrating their performance has become a major concern prior to practical and widespread implementation. Most existing calibration methods often negatively impact model accuracy due…

Computation and Language · Computer Science 2024-10-16 Yang Ba , Michelle V. Mancenido , Rong Pan

We propose the Variation Calibration Error (VCE) metric for assessing the calibration of machine learning classifiers. The metric can be viewed as an extension of the well-known Expected Calibration Error (ECE) which assesses the…

Machine Learning · Computer Science 2026-02-16 Andrew Thompson , Vivek Desai

Classifier calibration has received recent attention from the machine learning community due both to its practical utility in facilitating decision making, as well as the observation that modern neural network classifiers are poorly…

Machine Learning · Computer Science 2022-05-24 John Kirchenbauer , Jacob Oaks , Eric Heim

Despite their incredible performance, it is well reported that deep neural networks tend to be overoptimistic about their prediction confidence. Finding effective and efficient calibration methods for neural networks is therefore an…

Machine Learning · Computer Science 2023-09-07 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Trustworthiness in neural networks is crucial for their deployment in critical applications, where reliability, confidence, and uncertainty play pivotal roles in decision-making. Traditional performance metrics such as accuracy and…

Machine Learning · Computer Science 2025-09-05 Koffi Ismael Ouattara , Ioannis Krontiris , Theo Dimitrakos , Frank Kargl

While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…

Machine Learning · Computer Science 2025-05-27 Futoshi Futami , Masahiro Fujisawa

Calibration allows predictions to be reliably interpreted as probabilities by decision makers. We propose a decision-theoretic calibration error, the Calibration Decision Loss (CDL), defined as the maximum improvement in decision payoff…

Machine Learning · Computer Science 2024-10-14 Lunjia Hu , Yifan Wu

Informally, a model is calibrated if its predictions are correct with a probability that matches the confidence of the prediction. By far the most common method in the literature for measuring calibration is the expected calibration error…

Machine Learning · Computer Science 2024-06-04 Muthu Chidambaram , Holden Lee , Colin McSwiggen , Semon Rezchikov

Model calibration aims to align confidence with prediction correctness. The Cross-Entropy (CE) loss is widely used for calibrator training, which enforces the model to increase confidence on the ground truth class. However, we find the CE…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Yuchi Liu , Lei Wang , Yuli Zou , James Zou , Liang Zheng

Calibration measures whether a model's predicted confidence aligns with its empirical accuracy, and is central to the reliable deployment of large language models (LLMs) in high-stakes domains such as medicine and law. While much recent…

Computation and Language · Computer Science 2026-05-12 Zhanliang Wang , Jiancong Xiao , Ruochen Jin , Shu Yang , Bojian Hou , Li Shen

Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated…

Machine Learning · Statistics 2019-01-08 Gil Keren , Nicholas Cummins , Björn Schuller

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 present a novel and easy-to-use method for calibrating error-rate based confidence intervals to evidence-based support intervals. Support intervals are obtained from inverting Bayes factors based on a parameter estimate and its standard…

Methodology · Statistics 2023-06-28 Samuel Pawel , Alexander Ly , Eric-Jan Wagenmakers
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