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The task of calibration is to retrospectively adjust the outputs from a machine learning model to provide better probability estimates on the target variable. While calibration has been investigated thoroughly in classification, it has not…

Machine Learning · Statistics 2018-06-21 Hao Song , Meelis Kull , Peter Flach

Matching a nonprobability sample to a probability sample is one strategy both for selecting the nonprobability units and for weighting them. This approach has been employed in the past to select subsamples of persons from a large panel of…

Methodology · Statistics 2021-12-03 Zhan Liu , Richard Valliant

Introduced as a notion of algorithmic fairness, multicalibration has proved to be a powerful and versatile concept with implications far beyond its original intent. This stringent notion -- that predictions be well-calibrated across a rich…

Machine Learning · Computer Science 2022-06-17 Parikshit Gopalan , Michael P. Kim , Mihir Singhal , Shengjia Zhao

Confidence calibration of classification models is a technique to estimate the true posterior probability of the predicted class, which is critical for ensuring reliable decision-making in practical applications. Existing confidence…

Methodology · Statistics 2025-02-19 Jinzong Dong , Zhaohui Jiang , Dong Pan , Haoyang Yu

Recommender systems utilize users' historical data to learn and predict their future interests, providing them with suggestions tailored to their tastes. Calibration ensures that the distribution of recommended item categories is consistent…

Information Retrieval · Computer Science 2022-08-23 Mohammadmehdi Naghiaei , Hossein A. Rahmani , Mohammad Aliannejadi , Nasim Sonboli

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

Machine Learning · Computer Science 2024-10-31 Christian Fröhlich , Robert C. Williamson

Risk prediction models are increasingly used in healthcare to aid in clinical decision making. In most clinical contexts, model calibration (i.e., assessing the reliability of risk estimates) is critical. Data available for model…

Methods for reasoning under uncertainty are a key building block of accurate and reliable machine learning systems. Bayesian methods provide a general framework to quantify uncertainty. However, because of model misspecification and the use…

Machine Learning · Computer Science 2018-07-03 Volodymyr Kuleshov , Nathan Fenner , Stefano Ermon

Real-world data streams can change unpredictably due to distribution shifts, feedback loops and adversarial actors, which challenges the validity of forecasts. We present a forecasting framework ensuring valid uncertainty estimates…

Machine Learning · Computer Science 2025-03-04 Charles Marx , Volodymyr Kuleshov , Stefano Ermon

Despite the importance of having a measure of confidence in recommendation results, it has been surprisingly overlooked in the literature compared to the accuracy of the recommendation. In this dissertation, I propose a model calibration…

Information Retrieval · Computer Science 2024-02-27 Wonbin Kweon

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

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

In the face of dataset shift, model calibration plays a pivotal role in ensuring the reliability of machine learning systems. Calibration error (CE) is an indicator of the alignment between the predicted probabilities and the classifier…

Machine Learning · Computer Science 2023-12-15 Teodora Popordanoska , Gorjan Radevski , Tinne Tuytelaars , Matthew B. Blaschko

Machine-generated probability predictions are essential in modern classification tasks such as image classification. A model is well calibrated when its predicted probabilities correspond to observed event frequencies. Despite the need for…

Machine Learning · Statistics 2026-02-24 Amy Vennos , Xin Xing , Christopher T. Franck

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

In causal inference, sensitivity models assess how unmeasured confounders could alter causal analyses, but the sensitivity parameter -- which quantifies the degree of unmeasured confounding -- is often difficult to interpret. For this…

Methodology · Statistics 2025-09-04 Alec McClean , Zach Branson , Edward H. Kennedy

Large language models (LLMs) have shown remarkable adaptability to diverse tasks, by leveraging context prompts containing instructions, or minimal input-output examples. However, recent work revealed they also exhibit label bias -- an…

Computation and Language · Computer Science 2024-05-07 Yuval Reif , Roy Schwartz

This paper studies theoretically and empirically a method of turning machine-learning algorithms into probabilistic predictors that automatically enjoys a property of validity (perfect calibration) and is computationally efficient. The…

Machine Learning · Computer Science 2015-11-16 Vladimir Vovk , Ivan Petej , Valentina Fedorova

A much studied issue is the extent to which the confidence scores provided by machine learning algorithms are calibrated to ground truth probabilities. Our starting point is that calibration is seemingly incompatible with class weighting, a…

Machine Learning · Computer Science 2022-08-02 Andrew Caplin , Daniel Martin , Philip Marx

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov