Related papers: Protected Probabilistic Classification Library
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…
We present a novel approach to calibrating linguistic expressions of certainty, e.g., "Maybe" and "Likely". Unlike prior work that assigns a single score to each certainty phrase, we model uncertainty as distributions over the simplex to…
This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The…
Consider a multi-class labelling problem, where the labels can take values in $[k]$, and a predictor predicts a distribution over the labels. In this work, we study the following foundational question: Are there notions of multi-class…
We are concerned with obtaining well-calibrated output distributions from regression models. Such distributions allow us to quantify the uncertainty that the model has regarding the predicted target value. We introduce the novel concept of…
DeeProb-kit is a unified library written in Python consisting of a collection of deep probabilistic models (DPMs) that are tractable and exact representations for the modelled probability distributions. The availability of a representative…
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…
The democratization of Data Mining has been widely successful thanks in part to powerful and easy-to-use Machine Learning libraries. These libraries have been particularly tailored to tackle Supervised Learning. However, strong supervision…
Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…
Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…
An important challenge facing modern machine learning is how to rigorously quantify the uncertainty of model predictions. Conveying uncertainty is especially important when there are changes to the underlying data distribution that might…
The goal of confidence-set learning in the binary classification setting is to construct two sets, each with a specific probability guarantee to cover a class. An observation outside the overlap of the two sets is deemed to be from one of…
Although deep neural networks yield high classification accuracy given sufficient training data, their predictions are typically overconfident or under-confident, i.e., the prediction confidences cannot truly reflect the accuracy. Post-hoc…
Classifiers deployed in high-stakes real-world applications must output calibrated confidence scores, i.e. their predicted probabilities should reflect empirical frequencies. Recalibration algorithms can greatly improve a model's…
Generating calibrated and sharp neural network predictive distributions for regression problems is essential for optimal decision-making in many real-world applications. To address the miscalibration issue of neural networks, various…
While pre-trained language models (PLMs) have become a de-facto standard promoting the accuracy of text classification tasks, recent studies find that PLMs often predict over-confidently. Although various calibration methods have been…
Following the wide-spread adoption of machine learning models in real-world applications, the phenomenon of performativity, i.e. model-dependent shifts in the test distribution, becomes increasingly prevalent. Unfortunately, since models…
Real-world data is often ambiguous; for example, human annotation produces instances with multiple conflicting class labels. Partial-label learning (PLL) aims at training a classifier in this challenging setting, where each instance is…
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…
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…