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In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…

Machine Learning · Statistics 2018-09-21 Brian Lucena

Calibrating deep neural models plays an important role in building reliable, robust AI systems in safety-critical applications. Recent work has shown that modern neural networks that possess high predictive capability are poorly calibrated…

Machine Learning · Computer Science 2025-09-16 Cheng Wang

Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number of covariates for a problem. We exploit the power of these…

Methodology · Statistics 2012-10-03 Yoonkyung Lee , Steven N. MacEachern , Yoonsuh Jung

In this paper, we consider the uncertainty quantification problem for regression models. Specifically, we consider an individual calibration objective for characterizing the quantiles of the prediction model. While such an objective is…

Machine Learning · Computer Science 2023-10-27 Shang Liu , Zhongze Cai , Xiaocheng Li

Deep neural networks have been shown to be highly miscalibrated. often they tend to be overconfident in their predictions. It poses a significant challenge for safety-critical systems to utilise deep neural networks (DNNs), reliably. Many…

Machine Learning · Computer Science 2022-05-05 Aditya Singh , Alessandro Bay , Biswa Sengupta , Andrea Mirabile

Model miscalibration has been frequently identified in modern deep neural networks. Recent work aims to improve model calibration directly through a differentiable calibration proxy. However, the calibration produced is often biased due to…

Machine Learning · Computer Science 2024-06-26 Cheng Wang , Jacek Golebiowski

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

Modeling the dependence between outputs is a fundamental challenge in multilabel classification. In this work we show that a generic regularized nonlinearity mapping independent predictions to joint predictions is sufficient to achieve…

Machine Learning · Computer Science 2015-04-22 Nikos Karampatziakis , Paul Mineiro

Predicting not only the target but also an accurate measure of uncertainty is important for many machine learning applications and in particular safety-critical ones. In this work we study the calibration of uncertainty prediction for…

Machine Learning · Computer Science 2020-02-04 Dan Levi , Liran Gispan , Niv Giladi , Ethan Fetaya

Uncertainty quantification is vital for decision-making and risk assessment in machine learning. Mean-variance regression models, which predict both a mean and residual noise for each data point, provide a simple approach to uncertainty…

Machine Learning · Statistics 2025-12-01 Eliot Wong-Toi , Alex Boyd , Vincent Fortuin , Stephan Mandt

Deep neural networks (DNNs) have made great strides in pushing the state-of-the-art in several challenging domains. Recent studies reveal that they are prone to making overconfident predictions. This greatly reduces the overall trust in…

Computer Vision and Pattern Recognition · Computer Science 2023-09-07 Vinith Kugathasan , Muhammad Haris Khan

We propose a generic framework to calibrate accuracy and confidence of a prediction in deep neural networks through stochastic inferences. We interpret stochastic regularization using a Bayesian model, and analyze the relation between…

Machine Learning · Computer Science 2019-04-25 Seonguk Seo , Paul Hongsuck Seo , Bohyung Han

Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…

Machine Learning · Statistics 2025-02-04 Victor Dheur , Matteo Fontana , Yorick Estievenart , Naomi Desobry , Souhaib Ben Taieb

Deep learning models, including modern systems like large language models, are well known to offer unreliable estimates of the uncertainty of their decisions. In order to improve the quality of the confidence levels, also known as…

Machine Learning · Computer Science 2024-04-15 Jiayi Huang , Sangwoo Park , Osvaldo Simeone

In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…

Methodology · Statistics 2021-07-06 Pei-Shien Wu , Ryan Martin

Calibration is commonly evaluated by comparing model confidence with its empirical correctness, implicitly treating reliability as a function of the confidence score alone. However, this view can hide substantial structure: models may be…

Machine Learning · Computer Science 2026-05-14 Katarzyna Kobalczyk , Mihaela van der Schaar

In high-dimensional multivariate regression problems, enforcing low rank in the coefficient matrix offers effective dimension reduction, which greatly facilitates parameter estimation and model interpretation. However, commonly-used…

Statistics Theory · Mathematics 2017-07-18 Yiyuan She , Kun Chen

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

Deep neural networks often produce miscalibrated probability estimates, leading to overconfident predictions. A common approach for calibration is fitting a post-hoc calibration map on unseen validation data that transforms predicted…

Machine Learning · Computer Science 2025-07-10 Yunrui Zhang , Gustavo Batista , Salil S. Kanhere

Pre-trained language models (PLMs) may fail in giving reliable estimates of their predictive uncertainty. We take a close look into this problem, aiming to answer two questions: (1) Do PLMs learn to become calibrated in the training…

Computation and Language · Computer Science 2023-05-09 Yangyi Chen , Lifan Yuan , Ganqu Cui , Zhiyuan Liu , Heng Ji
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