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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

Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…

Machine Learning · Computer Science 2020-08-11 Jeremy Nixon , Mike Dusenberry , Ghassen Jerfel , Timothy Nguyen , Jeremiah Liu , Linchuan Zhang , Dustin Tran

LLM deployment in critical domains is currently impeded by persistent hallucinations--generating plausible but factually incorrect assertions. While scaling laws drove significant improvements in general capabilities, theoretical frameworks…

Machine Learning · Computer Science 2026-01-29 Jiayun Wu , Jiashuo Liu , Zhiyuan Zeng , Tianyang Zhan , Tianle Cai , Wenhao Huang

Machine-generated probability predictions are essential in modern classification tasks such as image classification. A model is well calibrated when its predicted probabilities correspond to observed event frequencies. Despite the need for…

Machine Learning · Statistics 2026-02-24 Amy Vennos , Xin Xing , Christopher T. Franck

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

As machine learning models are increasingly deployed in high-stakes environments, ensuring both probabilistic reliability and prediction stability has become critical. This paper examines the interplay between classification calibration and…

Machine Learning · Computer Science 2026-03-17 Mustafa Cavus

The accurate representation of epistemic uncertainty is a challenging yet essential task in machine learning. A widely used representation corresponds to convex sets of probabilistic predictors, also known as credal sets. One popular way of…

Machine Learning · Computer Science 2025-07-30 Mira Jürgens , Thomas Mortier , Eyke Hüllermeier , Viktor Bengs , Willem Waegeman

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)…

Machine Learning · Computer Science 2026-05-19 Yuxuan Lu , Yifan Wu , Jason Hartline , Lunjia Hu

Most classification models work by first predicting a posterior probability distribution over all classes and then selecting that class with the largest estimated probability. In many settings however, the quality of posterior probability…

Computation and Language · Computer Science 2020-05-04 Taehee Jung , Dongyeop Kang , Hua Cheng , Lucas Mentch , Thomas Schaaf

Recommender systems utilize users' historical data to learn and predict their future interests, providing them with suggestions tailored to their tastes. Calibration ensures that the distribution of recommended item categories is consistent…

Information Retrieval · Computer Science 2022-08-23 Mohammadmehdi Naghiaei , Hossein A. Rahmani , Mohammad Aliannejadi , Nasim Sonboli

As in many other areas of science, systems biology makes extensive use of statistical association and significance estimates in contingency tables, a type of categorical data analysis known in this field as enrichment (also…

Quantitative Methods · Quantitative Biology 2011-11-10 Ricardo Vêncio , Ilya Shmulevich

Calibration has emerged as a foundational goal in ``trustworthy machine learning'', in part because of its strong decision theoretic semantics. Independent of the underlying distribution, and independent of the decision maker's utility…

Machine Learning · Statistics 2025-10-28 Shayan Kiyani , Hamed Hassani , George Pappas , Aaron Roth

The \pkg{pintervals} package aims to provide a unified framework for constructing prediction intervals and calibrating predictions in a model-agnostic setting using set-aside calibration data. It comprises routines to construct conformal as…

Applications · Statistics 2026-01-08 David Randahl , Anders Hjort , Jonathan P. Williams

Recent research in retrieval-augmented generation (RAG) has concentrated on retrieving useful information from candidate documents. However, numerous methodologies frequently neglect the calibration capabilities of large language models…

Computation and Language · Computer Science 2025-06-23 Guanhua Chen , Yutong Yao , Lidia S. Chao , Xuebo Liu , Derek F. Wong

We propose a calibrated multivariate regression method named CMR for fitting high dimensional multivariate regression models. Compared with existing methods, CMR calibrates regularization for each regression task with respect to its noise…

Machine Learning · Statistics 2017-06-06 Han Liu , Lie Wang , Tuo Zhao

Probabilistic programming methods have revolutionised Bayesian inference, making it easier than ever for practitioners to perform Markov-chain-Monte-Carlo sampling from non-conjugate posterior distributions. Here we focus on Stan, arguably…

Computation · Statistics 2025-02-10 Clemens Pichler , Jack Jewson , Alejandra Avalos-Pacheco

Reliably characterizing the full conditional distribution of a multivariate response variable given a set of covariates is crucial for trustworthy decision-making. However, misspecified or miscalibrated multivariate models may yield a poor…

Machine Learning · Computer Science 2025-10-27 Victor Dheur , Souhaib Ben Taieb

This paper discusses an alternative to conditioning that may be used when the probability distribution is not fully specified. It does not require any assumptions (such as CAR: coarsening at random) on the unknown distribution. The…

Methodology · Statistics 2016-05-03 Thijs van Ommen , Wouter M. Koolen , Thijs E. Feenstra , Peter D. Grünwald

Previous works in prompt engineering for large language models have introduced different gradient-free probability-based prompt selection methods that aim to choose the optimal prompt among the candidates for a given task but have failed to…

Computation and Language · Computer Science 2024-03-11 Sohee Yang , Jonghyeon Kim , Joel Jang , Seonghyeon Ye , Hyunji Lee , Minjoon Seo

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