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This paper explores the calibration of a classifier output score in binary classification problems. A calibrator is a function that maps the arbitrary classifier score, of a testing observation, onto $[0,1]$ to provide an estimate for the…

Machine Learning · Computer Science 2022-04-29 Waleed A. Yousef , Issa Traore , William Briguglio

Uncertainty quantification in automated image analysis is highly desired in many applications. Typically, machine learning models in classification or segmentation are only developed to provide binary answers; however, quantifying the…

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…

Machine Learning · Statistics 2022-09-30 David Widmann , Fredrik Lindsten , Dave Zachariah

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

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

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Sebastian G. Gruber , Aleksei Tiulpin , Florian Buettner , Matthew B. Blaschko

Estimating how well a machine learning model performs during inference is critical in a variety of scenarios (for example, to quantify uncertainty, or to choose from a library of available models). However, the standard accuracy estimate of…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Xuechen Zhang , Samet Oymak , Jiasi Chen

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

Uncertainty estimation is critical for deploying reasoning language models, yet remains poorly understood under extended chain-of-thought reasoning. We study parallel sampling as a fully black-box approach using verbalized confidence and…

Artificial Intelligence · Computer Science 2026-03-20 Maksym Del , Markus Kängsepp , Marharyta Domnich , Ardi Tampuu , Lisa Yankovskaya , Meelis Kull , Mark Fishel

We study model-agnostic post-hoc calibration methods intended to improve probabilistic predictions in supervised binary classification on real i.i.d. tabular data, with particular emphasis on conformal and Venn-based approaches that provide…

Machine Learning · Computer Science 2026-01-29 Valery Manokhin , Daniel Grønhaug

Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop…

Machine Learning · Statistics 2014-01-16 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

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

In this paper, we study the post-hoc calibration of modern neural networks, a problem that has drawn a lot of attention in recent years. Many calibration methods of varying complexity have been proposed for the task, but there is no…

Machine Learning · Computer Science 2022-08-02 Sergio A. Balanya , Juan Maroñas , Daniel Ramos

Uncertainty quantification is essential for scientific analysis, as it allows for the evaluation and interpretation of variability and reliability in complex systems and datasets. In their original form, multivariate statistical regression…

A probabilistic model is said to be calibrated if its predicted probabilities match the corresponding empirical frequencies. Calibration is important for uncertainty quantification and decision making in safety-critical applications. While…

Machine Learning · Computer Science 2020-07-01 Anusri Pampari , Stefano Ermon

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators,…

Methodology · Statistics 2024-11-12 Rom Gutman , Ehud Karavani , Yishai Shimoni

The calibration of predictive distributions has been widely studied in deep learning, but the same cannot be said about the more specific epistemic uncertainty as produced by Deep Ensembles, Bayesian Deep Networks, or Evidential Deep…

Machine Learning · Computer Science 2024-07-18 Mohammed Fellaji , Frédéric Pennerath , Brieuc Conan-Guez , Miguel Couceiro

Calibration requires predictor outputs to be consistent with their Bayesian posteriors. For machine learning predictors that do not distinguish between small perturbations, calibration errors are continuous in predictions, e.g., smooth…

Machine Learning · Computer Science 2025-04-23 Jason Hartline , Yifan Wu , Yunran Yang

Since state-of-the-art uncertainty estimation methods are often computationally demanding, we investigate whether incorporating prior information can improve uncertainty estimates in conventional deep neural networks. Our focus is on…

Machine Learning · Computer Science 2025-03-21 Fabian Denoodt , José Oramas

Predicting calibrated confidence scores for multi-class deep networks is important for avoiding rare but costly mistakes. A common approach is to learn a post-hoc calibration function that transforms the output of the original network into…

Machine Learning · Computer Science 2020-10-26 Amir Rahimi , Amirreza Shaban , Ching-An Cheng , Richard Hartley , Byron Boots