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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…

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

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

Proper confidence calibration of deep neural networks is essential for reliable predictions in safety-critical tasks. Miscalibration can lead to model over-confidence and/or under-confidence; i.e., the model's confidence in its prediction…

Machine Learning · Computer Science 2023-08-08 Shuang Ao , Stefan Rueger , Advaith Siddharthan

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Machine Learning · Computer Science 2023-06-16 Telmo Silva Filho , Hao Song , Miquel Perello-Nieto , Raul Santos-Rodriguez , Meelis Kull , Peter Flach

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

In the context of computer models, calibration is the process of estimating unknown simulator parameters from observational data. Calibration is variously referred to as model fitting, parameter estimation/inference, an inverse problem, and…

Methodology · Statistics 2023-10-16 Richard D. Wilkinson , Christopher W. Lanyon

Probability predictions from binary regressions or machine learning methods ought to be calibrated: If an event is predicted to occur with probability $x$, it should materialize with approximately that frequency, which means that the…

Statistics Theory · Mathematics 2023-01-11 Timo Dimitriadis , Lutz Duembgen , Alexander Henzi , Marius Puke , Johanna Ziegel

Calibration ensures that probabilistic forecasts meaningfully capture uncertainty by requiring that predicted probabilities align with empirical frequencies. However, many existing calibration methods are specialized for post-hoc…

Machine Learning · Computer Science 2023-11-01 Charles Marx , Sofian Zalouk , Stefano Ermon

Model monitoring is a critical component of the machine learning lifecycle, safeguarding against undetected drops in the model's performance after deployment. Traditionally, performance monitoring has required access to ground truth labels,…

Machine Learning · Computer Science 2026-03-10 Juhani Kivimäki , Jakub Białek , Wojtek Kuberski , Jukka K. Nurminen

Confidence calibration is central to providing accurate and interpretable uncertainty estimates, especially under safety-critical scenarios. However, we find that existing calibration algorithms often overlook the issue of *proximity bias*,…

Machine Learning · Computer Science 2024-03-19 Miao Xiong , Ailin Deng , Pang Wei Koh , Jiaying Wu , Shen Li , Jianqing Xu , Bryan Hooi

This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…

Machine Learning · Statistics 2023-06-27 Takuo Matsubara , Niek Tax , Richard Mudd , Ido Guy

For users to trust model predictions, they need to understand model outputs, particularly their confidence - calibration aims to adjust (calibrate) models' confidence to match expected accuracy. We argue that the traditional calibration…

Computation and Language · Computer Science 2022-10-25 Chenglei Si , Chen Zhao , Sewon Min , Jordan Boyd-Graber

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

Calibration strengthens the trustworthiness of black-box models by producing better accurate confidence estimates on given examples. However, little is known about if model explanations can help confidence calibration. Intuitively, humans…

Computation and Language · Computer Science 2022-11-08 Dongfang Li , Baotian Hu , Qingcai Chen

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

Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…

Neural and Evolutionary Computing · Computer Science 2023-03-21 Ruslan Vasilev , Alexander D'yakonov

Bayesian inference allows expressing the uncertainty of posterior belief under a probabilistic model given prior information and the likelihood of the evidence. Predominantly, the likelihood function is only implicitly established by a…

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

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…

Human-Computer Interaction · Computer Science 2022-07-29 Peter Xenopoulos , Joao Rulff , Luis Gustavo Nonato , Brian Barr , Claudio Silva
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