Related papers: Enforcing Calibration in Multi-Output Probabilisti…
Analyzing classification model performance is a crucial task for machine learning practitioners. While practitioners often use count-based metrics derived from confusion matrices, like accuracy, many applications, such as weather…
Recent studies have shown that deep neural networks are not well-calibrated and often produce over-confident predictions. The miscalibration issue primarily stems from using cross-entropy in classifications, which aims to align predicted…
Calibrating the confidence of supervised learning models is important for a variety of contexts where the certainty over predictions should be reliable. However, it has been reported that deep neural network models are often too poorly…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…
Nonparametric estimation using uniform-width binning is a standard approach for evaluating the calibration performance of machine learning models. However, existing theoretical analyses of the bias induced by binning are limited to binary…
Miscalibration in deep learning refers to there is a discrepancy between the predicted confidence and performance. This problem usually arises due to the overfitting problem, which is characterized by learning everything presented in the…
The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…
Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective…
This paper proposes the use of "multicalibration" to yield interpretable and reliable confidence scores for outputs generated by large language models (LLMs). Multicalibration asks for calibration not just marginally, but simultaneously…
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…
In the presence of a missing response, reweighting the complete case subsample by the inverse of nonmissing probability is both intuitive and easy to implement. When the population totals of some auxiliary variables are known and when the…
This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…
For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…
Neural networks solving real-world problems are often required not only to make accurate predictions but also to provide a confidence level in the forecast. The calibration of a model indicates how close the estimated confidence is to the…
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…
This paper introduces a framework for post-processing machine learning models so that their predictions satisfy multi-group fairness guarantees. Based on the celebrated notion of multicalibration, we introduce $(\mathbf{s},\mathcal{G},…
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…
Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…
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…
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…