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We make a connection between multicalibration and property elicitation and show that (under mild technical conditions) it is possible to produce a multicalibrated predictor for a continuous scalar distributional property $\Gamma$ if and…

Machine Learning · Computer Science 2023-02-17 Georgy Noarov , Aaron Roth

In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et…

Machine Learning · Computer Science 2025-05-29 Haipeng Luo , Spandan Senapati , Vatsal Sharan

Calibration is a well-studied property of predictors which guarantees meaningful uncertainty estimates. Multicalibration is a related notion -- originating in algorithmic fairness -- which requires predictors to be simultaneously calibrated…

Machine Learning · Computer Science 2024-11-06 Dutch Hansen , Siddartha Devic , Preetum Nakkiran , Vatsal Sharan

A recent line of work has shown a surprising connection between multicalibration, a multi-group fairness notion, and omniprediction, a learning paradigm that provides simultaneous loss minimization guarantees for a large family of loss…

Machine Learning · Computer Science 2023-07-19 Sumegha Garg , Christopher Jung , Omer Reingold , Aaron Roth

As algorithms increasingly inform and influence decisions made about individuals, it becomes increasingly important to address concerns that these algorithms might be discriminatory. The output of an algorithm can be discriminatory for many…

Machine Learning · Computer Science 2018-03-19 Úrsula Hébert-Johnson , Michael P. Kim , Omer Reingold , Guy N. Rothblum

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

One prominent method of evaluating machine learning model trustworthiness is the notion of calibration. In the binary outcome setting, a probabilistic predictor is calibrated if outcomes are realized according to a model's distributional…

Machine Learning · Computer Science 2026-05-25 Jessica Finocchiaro , Victor Ganson , Drona Khurana

Consider the problem of finding the best matching in a weighted graph where we only have access to predictions of the actual stochastic weights, based on an underlying context. If the predictor is the Bayes optimal one, then computing the…

There is a growing interest in societal concerns in machine learning systems, especially in fairness. Multicalibration gives a comprehensive methodology to address group fairness. In this work, we address the multicalibration error and…

Machine Learning · Computer Science 2021-06-08 Eliran Shabat , Lee Cohen , Yishay Mansour

We introduce and study Swap Agnostic Learning. The problem can be phrased as a game between a predictor and an adversary: first, the predictor selects a hypothesis $h$; then, the adversary plays in response, and for each level set of the…

Machine Learning · Computer Science 2024-01-23 Parikshit Gopalan , Michael P. Kim , Omer Reingold

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…

Machine Learning · Computer Science 2024-06-11 Parikshit Gopalan , Lunjia Hu , Guy N. Rothblum

Fueled by discussions around "trustworthiness" and algorithmic fairness, calibration of predictive systems has regained scholars attention. The vanilla definition and understanding of calibration is, simply put, on all days on which the…

Machine Learning · Computer Science 2025-04-28 Rabanus Derr , Jessie Finocchiaro , Robert C. Williamson

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from…

Machine Learning · Computer Science 2020-10-15 Christopher Jung , Michael Kearns , Seth Neel , Aaron Roth , Logan Stapleton , Zhiwei Steven Wu

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

Machine Learning · Computer Science 2025-10-30 Mahmoud Hegazy , Michael I. Jordan , Aymeric Dieuleveut

Estimating the prevalence of a category in a population using imperfect measurement devices (diagnostic tests, classifiers, or large language models) is fundamental to science, public health, and online trust and safety. Standard approaches…

Artificial Intelligence · Computer Science 2026-04-24 Fridolin Linder , Thomas Leeper , Daniel Haimovich , Niek Tax , Lorenzo Perini , Milan Vojnovic

We establish a new model-agnostic optimization framework for out-of-distribution generalization via multicalibration, a criterion that ensures a predictor is calibrated across a family of overlapping groups. Multicalibration is shown to be…

Machine Learning · Computer Science 2024-06-04 Jiayun Wu , Jiashuo Liu , Peng Cui , Zhiwei Steven Wu

We study \emph{online multicalibration}, a framework for ensuring calibrated predictions across multiple groups in adversarial settings, across $T$ rounds. Although online calibration is typically studied in the $\ell_1$ norm, prior…

Machine Learning · Computer Science 2025-05-30 Rohan Ghuge , Vidya Muthukumar , Sahil Singla

Fair calibration is a widely desirable fairness criteria in risk prediction contexts. One way to measure and achieve fair calibration is with multicalibration. Multicalibration constrains calibration error among flexibly-defined…

Machine Learning · Computer Science 2023-09-04 William La Cava , Elle Lett , Guangya Wan

Recent works have investigated the sample complexity necessary for fair machine learning. The most advanced of such sample complexity bounds are developed by analyzing multicalibration uniform convergence for a given predictor class. We…

Machine Learning · Computer Science 2022-02-10 Harrison Rosenberg , Robi Bhattacharjee , Kassem Fawaz , Somesh Jha

We consider a cooperative learning scenario where a collection of networked agents with individually owned classifiers dynamically update their predictions, for the same classification task, through communication or observations of each…

Data Structures and Algorithms · Computer Science 2024-06-03 Shahrzad Haddadan , Cheng Xin , Jie Gao
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