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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

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

The advent of pre-trained language models (PLMs) has enabled significant performance gains in the field of natural language processing. However, recent studies have found PLMs to suffer from miscalibration, indicating a lack of accuracy in…

Computation and Language · Computer Science 2024-12-23 Geetanjali Bihani , Julia Rayz

How can we draw trustworthy scientific conclusions? One criterion is that a study can be replicated by independent teams. While replication is critically important, it is arguably insufficient. If a study is biased for some reason and other…

Methodology · Statistics 2025-02-06 Yujin Jeong , Dominik Rothenhäusler

Trustworthy machine learning is driving a large number of ML community works in order to improve ML acceptance and adoption. The main aspect of trustworthy machine learning are the followings: fairness, uncertainty, robustness,…

Machine Learning · Computer Science 2022-07-08 Gregory Scafarto , Nicolas Posocco , Antoine Bonnefoy

A statistical model is said to be calibrated if the resulting mean estimates perfectly match the true means of the underlying responses. Aiming for calibration is often not achievable in practice as one has to deal with finite samples of…

Statistics Theory · Mathematics 2026-01-13 Łukasz Delong , Selim Gatti , Mario V. Wüthrich

Standard conformal prediction methods provide a marginal coverage guarantee, which means that for a random test point, the conformal prediction set contains the true label with a user-specified probability. In many classification problems,…

Calibration requires predictor outputs to be consistent with their Bayesian posteriors. For machine learning predictors that do not distinguish between small perturbations, calibration errors are continuous in predictions, e.g., smooth…

Machine Learning · Computer Science 2025-04-23 Jason Hartline , Yifan Wu , Yunran Yang

Accurate uncertainty quantification is critical for reliable predictive modeling. Existing methods typically address either aleatoric uncertainty due to measurement noise or epistemic uncertainty resulting from limited data, but not both in…

Machine Learning · Statistics 2026-03-04 Ilia Azizi , Juraj Bodik , Jakob Heiss , Bin Yu

Accurate probabilistic predictions are essential for optimal decision making. While neural network miscalibration has been studied primarily in classification, we investigate this in the less-explored domain of regression. We conduct the…

Machine Learning · Computer Science 2023-06-08 Victor Dheur , Souhaib Ben Taieb

Probabilistic classifiers output confidence scores along with their predictions, and these confidence scores should be calibrated, i.e., they should reflect the reliability of the prediction. Confidence scores that minimize standard metrics…

While the predictions produced by conformal prediction are set-valued, the data used for training and calibration is supposed to be precise. In the setting of superset learning or learning from partial labels, a variant of weakly supervised…

Machine Learning · Computer Science 2023-06-05 Alireza Javanmardi , Yusuf Sale , Paul Hofman , Eyke Hüllermeier

Given a predictor and a loss function, how well can we predict the loss that the predictor will incur on an input? This is the problem of loss prediction, a key computational task associated with uncertainty estimation for a predictor. In a…

Machine Learning · Computer Science 2025-02-28 Aravind Gollakota , Parikshit Gopalan , Aayush Karan , Charlotte Peale , Udi Wieder

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

We show how to achieve the notion of "multicalibration" from H\'ebert-Johnson et al. [2018] not just for means, but also for variances and other higher moments. Informally, it means that we can find regression functions which, given a data…

Machine Learning · Computer Science 2020-08-19 Christopher Jung , Changhwa Lee , Mallesh M. Pai , Aaron Roth , Rakesh Vohra

Accurately predicting the probabilities of user feedback, such as clicks and conversions, is critical for advertisement ranking and bidding. However, there often exist unwanted mismatches between predicted probabilities and true likelihoods…

Machine Learning · Computer Science 2024-05-22 Yuang Zhao , Chuhan Wu , Qinglin Jia , Hong Zhu , Jia Yan , Libin Zong , Linxuan Zhang , Zhenhua Dong , Muyu Zhang

Calibration weighting has been widely used to correct selection biases in non-probability sampling, missing data, and causal inference. The main idea is to calibrate the biased sample to the benchmark by adjusting the subject weights.…

Methodology · Statistics 2023-05-30 Chenyin Gao , Shu Yang , Jae Kwang Kim

Fair predictive algorithms hinge on both equality and trust, yet inherent uncertainty in real-world data challenges our ability to make consistent, fair, and calibrated decisions. While fairly managing predictive error has been extensively…

Machine Learning · Computer Science 2024-10-04 Lucas Rosenblatt , R. Teal Witter

Deep clustering has exhibited remarkable performance; however, the over confidence problem, i.e., the estimated confidence for a sample belonging to a particular cluster greatly exceeds its actual prediction accuracy, has been over looked…

Computer Vision and Pattern Recognition · Computer Science 2025-04-03 Yuheng Jia , Jianhong Cheng , Hui Liu , Junhui Hou

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