Related papers: Multicalibration Boosting: Theory, Convergence, an…
Multi-calibration is a powerful and evolving concept originating in the field of algorithmic fairness. For a predictor $f$ that estimates the outcome $y$ given covariates $x$, and for a function class $\mathcal{C}$, multi-calibration…
When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…
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…
Conformal prediction is widely used to equip black-box machine learning models with uncertainty quantification, offering formal coverage guarantees under exchangeable data. However, these guarantees fail when faced with subpopulation…
Calibrated predictions are useful because their numerical values can be interpreted as probabilities. Calibration errors are therefore widely used to evaluate, compare, and tune probabilistic predictors. Recently, Haghtalab et al. (2024)…
Boosting combines weak classifiers to form highly accurate predictors. Although the case of binary classification is well understood, in the multiclass setting, the "correct" requirements on the weak classifier, or the notion of the most…
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…
Boosting methods combine a set of moderately accurate weaklearners to form a highly accurate predictor. Despite the practical importance of multi-class boosting, it has received far less attention than its binary counterpart. In this work,…
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…
In the dynamic landscape of machine learning, where datasets vary widely in size and complexity, selecting the most effective model poses a significant challenge. Rather than fixating on a single model, our research propels the field…
Prediction systems are successfully deployed in applications ranging from disease diagnosis, to predicting credit worthiness, to image recognition. Even when the overall accuracy is high, these systems may exhibit systematic biases that…
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…
Ensemble learning of LLMs has emerged as a promising alternative to enhance performance, but existing approaches typically treat models as black boxes, combining the inputs or final outputs while overlooking the rich internal…
Calibration is a pivotal aspect in predictive modeling, as it ensures that the predictions closely correspond with what we observe empirically. The contemporary calibration framework, however, is predominantly focused on prediction models…
In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is…
Modern machine learning methods and the availability of large-scale data have significantly advanced our ability to predict target quantities from large sets of covariates. However, these methods often struggle under distributional shifts,…
When facing uncertainty, decision-makers want predictions they can trust. A machine learning provider can convey confidence to decision-makers by guaranteeing their predictions are distribution calibrated -- amongst the inputs that receive…
Calibration is a critical property for establishing the trustworthiness of predictors that provide uncertainty estimates. Multicalibration is a strengthening of calibration which requires that predictors be calibrated on a potentially…
Overconfidence and underconfidence in machine learning classifiers is measured by calibration: the degree to which the probabilities predicted for each class match the accuracy of the classifier on that prediction. How one measures…