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Calibrating the confidence of supervised learning models is important for a variety of contexts where the certainty over predictions should be reliable. However, it has been reported that deep neural network models are often too poorly…

Machine Learning · Computer Science 2018-02-23 Changjian Shui , Azadeh Sadat Mozafari , Jonathan Marek , Ihsen Hedhli , Christian Gagné

Deep neural networks are powerful tools to detect hidden patterns in data and leverage them to make predictions, but they are not designed to understand uncertainty and estimate reliable probabilities. In particular, they tend to be…

Machine Learning · Statistics 2022-11-10 Bat-Sheva Einbinder , Yaniv Romano , Matteo Sesia , Yanfei Zhou

Calibration is commonly evaluated by comparing model confidence with its empirical correctness, implicitly treating reliability as a function of the confidence score alone. However, this view can hide substantial structure: models may be…

Machine Learning · Computer Science 2026-05-14 Katarzyna Kobalczyk , Mihaela van der Schaar

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

Computer models are commonly used to represent a wide range of real systems, but they often involve some unknown parameters. Estimating the parameters by collecting physical data becomes essential in many scientific fields, ranging from…

Applications · Statistics 2020-05-27 Chih-Li Sung , Beau David Barber , Berkley J. Walker

Typically, machine learning models are trained and evaluated without making any distinction between users (e.g, using traditional hold-out and cross-validation). However, this produces inaccurate performance metrics estimates in multi-user…

Machine Learning · Computer Science 2023-12-11 Enrique Garcia-Ceja , Luciano Garcia-Banuelos , Nicolas Jourdan

Reliable confidence estimation for the predictions is important in many safety-critical applications. However, modern deep neural networks are often overconfident for their incorrect predictions. Recently, many calibration methods have been…

Machine Learning · Computer Science 2023-03-07 Fei Zhu , Zhen Cheng , Xu-Yao Zhang , Cheng-Lin Liu

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

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

Recent works have investigated the sample complexity necessary for fair machine learning. The most advanced of such sample complexity bounds are developed by analyzing multicalibration uniform convergence for a given predictor class. We…

Machine Learning · Computer Science 2022-02-10 Harrison Rosenberg , Robi Bhattacharjee , Kassem Fawaz , Somesh Jha

In many applications, accurate class probability estimates are required, but many types of models produce poor quality probability estimates despite achieving acceptable classification accuracy. Even though probability calibration has been…

Machine Learning · Computer Science 2020-02-18 Tim Leathart , Maksymilian Polaczuk

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

Machine Learning · Computer Science 2025-10-30 Mahmoud Hegazy , Michael I. Jordan , Aymeric Dieuleveut

Chemical multisensor devices need calibration algorithms to estimate gas concentrations. Their possible adoption as indicative air quality measurements devices poses new challenges due to the need to operate in continuous monitoring modes…

Artificial Intelligence · Computer Science 2020-02-14 S. De Vito , E. Esposito , M. Salvato , O. Popoola , F. Formisano , R. Jones , G. Di Francia

In typical machine learning systems, an estimate of the probability of the prediction is used to assess the system's confidence in the prediction. This confidence measure is usually uncalibrated; i.e.\ the system's confidence in the…

Computation and Language · Computer Science 2022-05-24 Shehzaad Dhuliawala , Leonard Adolphs , Rajarshi Das , Mrinmaya Sachan

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…

Machine Learning · Computer Science 2023-11-28 Namid R. Stillman , Rory Baggott , Justin Lyon , Jianfei Zhang , Dingqiu Zhu , Tao Chen , Perukrishnen Vytelingum

Pre-trained language models (PLMs) may fail in giving reliable estimates of their predictive uncertainty. We take a close look into this problem, aiming to answer two questions: (1) Do PLMs learn to become calibrated in the training…

Computation and Language · Computer Science 2023-05-09 Yangyi Chen , Lifan Yuan , Ganqu Cui , Zhiyuan Liu , Heng Ji

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

Methodology · Statistics 2019-02-08 Fangzheng Xie , Yanxun Xu

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical…

Machine Learning · Computer Science 2021-12-03 Achintya Gopal

We propose a generic framework to calibrate accuracy and confidence of a prediction in deep neural networks through stochastic inferences. We interpret stochastic regularization using a Bayesian model, and analyze the relation between…

Machine Learning · Computer Science 2019-04-25 Seonguk Seo , Paul Hongsuck Seo , Bohyung Han

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