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Post-hoc multi-class calibration is a common approach for providing high-quality confidence estimates of deep neural network predictions. Recent work has shown that widely used scaling methods underestimate their calibration error, while…

Machine Learning · Computer Science 2022-11-28 Kanil Patel , William Beluch , Bin Yang , Michael Pfeiffer , Dan Zhang

Probabilistic predictions from neural networks which account for predictive uncertainty during classification is crucial in many real-world and high-impact decision making settings. However, in practice most datasets are trained on…

Machine Learning · Computer Science 2022-09-30 Satya Borgohain , Klaus Ackermann , Ruben Loaiza-Maya

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

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

We prove a fundamental impossibility theorem: neural networks cannot simultaneously learn well-calibrated confidence estimates with meaningful diversity when trained using binary correct/incorrect supervision. Through rigorous mathematical…

Machine Learning · Computer Science 2025-09-19 Arjun S. Nair , Kristina P. Sinaga

With model trustworthiness being crucial for sensitive real-world applications, practitioners are putting more and more focus on improving the uncertainty calibration of deep neural networks. Calibration errors are designed to quantify the…

Machine Learning · Computer Science 2024-03-14 Sebastian G. Gruber , Florian Buettner

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 introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

This paper studies the problem of post-hoc calibration of machine learning classifiers. We introduce the following desiderata for uncertainty calibration: (a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We show…

Machine Learning · Computer Science 2020-07-01 Jize Zhang , Bhavya Kailkhura , T. Yong-Jin Han

Calibration is crucial in deep learning applications, especially in fields like healthcare and autonomous driving, where accurate confidence estimates are vital for decision-making. However, deep neural networks often suffer from…

Machine Learning · Computer Science 2024-10-17 Linwei Tao , Haolan Guo , Minjing Dong , Chang Xu

As machine learning techniques become widely adopted in new domains, especially in safety-critical systems such as autonomous vehicles, it is crucial to provide accurate output uncertainty estimation. As a result, many approaches have been…

Machine Learning · Computer Science 2021-12-28 Sooyong Jang , Radoslav Ivanov , Insup Lee , James Weimer

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

It is often observed that the probabilistic predictions given by a machine learning model can disagree with averaged actual outcomes on specific subsets of data, which is also known as the issue of miscalibration. It is responsible for the…

Machine Learning · Computer Science 2020-01-28 Feiyang Pan , Xiang Ao , Pingzhong Tang , Min Lu , Dapeng Liu , Lei Xiao , Qing He

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

Deep Neural Networks (DNNs), despite their tremendous success in recent years, could still cast doubts on their predictions due to the intrinsic uncertainty associated with their learning process. Ensemble techniques and post-hoc…

Machine Learning · Computer Science 2022-03-03 Chunwei Ma , Ziyun Huang , Jiayi Xian , Mingchen Gao , Jinhui Xu

In the recent literature on machine learning and decision making, calibration has emerged as a desirable and widely-studied statistical property of the outputs of binary prediction models. However, the algorithmic aspects of measuring model…

Machine Learning · Computer Science 2024-06-24 Lunjia Hu , Arun Jambulapati , Kevin Tian , Chutong Yang

Many applications of classification methods not only require high accuracy but also reliable estimation of predictive uncertainty. However, while many current classification frameworks, in particular deep neural networks, achieve high…

Machine Learning · Computer Science 2020-02-28 Jonathan Wenger , Hedvig Kjellström , Rudolph Triebel

Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…

Machine Learning · Computer Science 2026-03-11 Eugène Berta , David Holzmüller , Michael I. Jordan , Francis Bach

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

Machine Learning · Statistics 2023-04-20 Thomas Mortier , Viktor Bengs , Eyke Hüllermeier , Stijn Luca , Willem Waegeman

This paper investigates the post-hoc calibration of confidence for "exploratory" machine learning classification problems. The difficulty in these problems stems from the continuing desire to push the boundaries of which categories have…