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Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

Many studies have observed that modern neural networks achieve high accuracy while producing poorly calibrated probabilities, making calibration a critical practical issue. In this work, we propose probability bounding (PB), a novel…

Machine Learning · Statistics 2026-02-24 Kyohei Atarashi , Satoshi Oyama , Hiromi Arai , Hisashi Kashima

A reliable deep learning system should be able to accurately express its confidence with respect to its predictions, a quality known as calibration. One of the most effective ways to produce reliable confidence estimates with a pre-trained…

Machine Learning · Computer Science 2024-10-10 Thomas P. Zollo , Zhun Deng , Jake C. Snell , Toniann Pitassi , Richard Zemel

Label shift refers to the phenomenon where the prior class probability p(y) changes between the training and test distributions, while the conditional probability p(x|y) stays fixed. Label shift arises in settings like medical diagnosis,…

Machine Learning · Computer Science 2020-06-30 Amr Alexandari , Anshul Kundaje , Avanti Shrikumar

Post-hoc calibration methods are widely used to improve the reliability of probabilistic predictions from machine learning models. Despite their prevalence, a comprehensive theoretical understanding of these methods remains elusive,…

Machine Learning · Computer Science 2025-09-30 Kristina P. Sinaga , Arjun S. Nair

Modern image classifiers are very accurate, but the predictions come without uncertainty estimates. Conformal predictors provide uncertainty estimates by computing a set of classes containing the correct class with a user-specified…

Machine Learning · Computer Science 2023-06-06 Fatih Furkan Yilmaz , Reinhard Heckel

The generalization ability of machine learning models degrades significantly when the test distribution shifts away from the training distribution. We investigate the problem of training models that are robust to shifts caused by changes in…

Machine Learning · Computer Science 2023-09-19 Jiaheng Wei , Harikrishna Narasimhan , Ehsan Amid , Wen-Sheng Chu , Yang Liu , Abhishek Kumar

In many applications, it is desirable that a classifier not only makes accurate predictions, but also outputs calibrated posterior probabilities. However, many existing classifiers, especially deep neural network classifiers, tend to be…

Machine Learning · Statistics 2021-06-24 Xingchen Ma , Matthew B. Blaschko

Dealing with biased data samples is a common task across many statistical fields. In survey sampling, bias often occurs due to unrepresentative samples. In causal studies with observational data, the treated versus untreated group…

Computation · Statistics 2019-07-29 Xiaojing Wang , Jingang Miao , Yunting Sun

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

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

Classifier calibration does not always go hand in hand with the classifier's ability to separate the classes. There are applications where good classifier calibration, i.e. the ability to produce accurate probability estimates, is more…

Machine Learning · Computer Science 2020-05-26 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Probabilistic programming languages (PPLs) are expressive means for creating and reasoning about probabilistic models. Unfortunately hybrid probabilistic programs, involving both continuous and discrete structures, are not well supported by…

Programming Languages · Computer Science 2024-06-25 Poorva Garg , Steven Holtzen , Guy Van den Broeck , Todd Millstein

A multiclass classifier is said to be top-label calibrated if the reported probability for the predicted class -- the top-label -- is calibrated, conditioned on the top-label. This conditioning on the top-label is absent in the closely…

Machine Learning · Computer Science 2022-09-07 Chirag Gupta , Aaditya Ramdas

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

When the distribution of the data used to train a classifier differs from that of the test data, i.e., under dataset shift, well-established routines for calibrating the decision scores of the classifier, estimating the proportion of…

Machine Learning · Computer Science 2025-05-19 Alejandro Moreo

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

Conformal prediction (CP) offers distribution-free marginal coverage guarantees under an exchangeability assumption, but these guarantees can fail if the data distribution shifts. We analyze the use of pseudo-calibration as a tool to…

Machine Learning · Computer Science 2026-02-17 Farbod Siahkali , Ashwin Verma , Vijay Gupta

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

Trustworthy classifiers are essential to the adoption of machine learning predictions in many real-world settings. The predicted probability of possible outcomes can inform high-stakes decision making, particularly when assessing the…

Machine Learning · Computer Science 2023-02-22 Kiri L. Wagstaff , Thomas G. Dietterich