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Uncertainty in probabilistic classifiers predictions is a key concern when models are used to support human decision making, in broader probabilistic pipelines or when sensitive automatic decisions have to be taken. Studies have shown that…

Machine Learning · Computer Science 2021-09-09 Nicolas Posocco , Antoine Bonnefoy

The Expected Normalized Calibration Error (ENCE) is a popular calibration statistic used in Machine Learning to assess the quality of prediction uncertainties for regression problems. Estimation of the ENCE is based on the binning of…

Machine Learning · Computer Science 2023-05-23 Pascal Pernot

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

This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…

Machine Learning · Statistics 2023-06-27 Takuo Matsubara , Niek Tax , Richard Mudd , Ido Guy

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…

Reliable probabilities are critical in high-risk applications, yet common calibration criteria (confidence, class-wise) are only necessary for full distributional calibration, and post-hoc methods often lack distribution-free guarantees. We…

Machine Learning · Statistics 2025-10-17 Daniil Kazantsev , Mohsen Guizani , Eric Moulines , Maxim Panov , Nikita Kotelevskii

A variety of different performance metrics are commonly used in the machine learning literature for the evaluation of classification systems. Some of the most common ones for measuring quality of hard decisions are standard and balanced…

Machine Learning · Computer Science 2023-09-22 Luciana Ferrer

The deployment of machine learning classifiers in high-stakes domains requires well-calibrated confidence scores for model predictions. In this paper we introduce the notion of variable-based calibration to characterize calibration…

Machine Learning · Computer Science 2023-04-07 Markelle Kelly , Padhraic Smyth

When working in a high-risk setting, having well calibrated probabilistic predictive models is a crucial requirement. However, estimators for calibration error are not always able to correctly distinguish which model is better calibrated.…

Machine Learning · Statistics 2025-12-18 Peter Moskvichev , Dino Sejdinovic

Most machine learning classifiers are designed to output posterior probabilities for the classes given the input sample. These probabilities may be used to make the categorical decision on the class of the sample; provided as input to a…

Machine Learning · Statistics 2024-08-07 Luciana Ferrer , Daniel Ramos

Calibration measures and reliability diagrams are two fundamental tools for measuring and interpreting the calibration of probabilistic predictors. Calibration measures quantify the degree of miscalibration, and reliability diagrams…

Machine Learning · Computer Science 2023-09-22 Jarosław Błasiok , Preetum Nakkiran

Neural network-based decisions tend to be overconfident, where their raw outcome probabilities do not align with the true decision probabilities. Calibration of neural networks is an essential step towards more reliable deep learning…

Machine Learning · Computer Science 2025-02-19 Geetanjali Bihani , Julia Taylor Rayz

We propose the Variation Calibration Error (VCE) metric for assessing the calibration of machine learning classifiers. The metric can be viewed as an extension of the well-known Expected Calibration Error (ECE) which assesses the…

Machine Learning · Computer Science 2026-02-16 Andrew Thompson , Vivek Desai

Understanding the confidence with which a machine learning model classifies an input datum is an important, and perhaps under-investigated, concept. In this paper, we propose a new calibration metric, the Entropic Calibration Difference…

Machine Learning · Computer Science 2025-02-21 Daniel James Sumler , Lee Devlin , Simon Maskell , Richard O. Lane

Calibration measures whether a model's predicted confidence aligns with its empirical accuracy, and is central to the reliable deployment of large language models (LLMs) in high-stakes domains such as medicine and law. While much recent…

Computation and Language · Computer Science 2026-05-12 Zhanliang Wang , Jiancong Xiao , Ruochen Jin , Shu Yang , Bojian Hou , Li Shen

While significant progress has been made in specifying neural networks capable of representing uncertainty, deep networks still often suffer from overconfidence and misaligned predictive distributions. Existing approaches for measuring this…

Machine Learning · Computer Science 2025-10-24 Spencer Young , Riley Sinema , Cole Edgren , Andrew Hall , Nathan Dong , Porter Jenkins

For an AI system to be reliable, the confidence it expresses in its decisions must match its accuracy. To assess the degree of match, examples are typically binned by confidence and the per-bin mean confidence and accuracy are compared.…

Machine Learning · Computer Science 2022-02-14 Rebecca Roelofs , Nicholas Cain , Jonathon Shlens , Michael C. Mozer

While the expected calibration error (ECE), which employs binning, is widely adopted to evaluate the calibration performance of machine learning models, theoretical understanding of its estimation bias is limited. In this paper, we present…

Machine Learning · Computer Science 2025-05-27 Futoshi Futami , Masahiro Fujisawa

Reliable precipitation nowcasting is critical for weather-sensitive decision-making, yet neural weather models (NWMs) can produce poorly calibrated probabilistic forecasts. Standard calibration metrics such as the expected calibration error…

Machine Learning · Computer Science 2025-12-01 Lauri Kurki , Yaniel Cabrera , Samu Karanko

Research has shown that deep networks tend to be overly optimistic about their predictions, leading to an underestimation of prediction errors. Due to the limited nature of data, existing studies have proposed various methods based on model…

Machine Learning · Computer Science 2023-10-24 Jia-Qi Yang , De-Chuan Zhan , Le Gan
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