相关论文: The distribution of calibrated likelihood function…

Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…

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…

A solution to control for nonresponse bias consists of multiplying the design weights of respondents by the inverse of estimated response probabilities to compensate for the nonrespondents. Maximum likelihood and calibration are two…

Accurate probabilistic predictions can be characterized by two properties -- calibration and sharpness. However, standard maximum likelihood training yields models that are poorly calibrated and thus inaccurate -- a 90% confidence interval…

Calibrating verbalized probabilities presents a novel approach for reliably assessing and leveraging outputs from black-box Large Language Models (LLMs). Recent methods have demonstrated improved calibration by applying techniques like…

A composite likelihood is a non-genuine likelihood function that allows to make inference on limited aspects of a model, such as marginal or conditional distributions. Composite likelihoods are not proper likelihoods and need therefore…

In this paper we develop a likelihood-free approach for population calibration, which involves finding distributions of model parameters when fed through the model produces a set of outputs that matches available population data. Unlike…

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and…

Calibration is a frequently invoked concept when useful label probability estimates are required on top of classification accuracy. A calibrated model is a function whose values correctly reflect underlying label probabilities. Calibration…

Reliably characterizing the full conditional distribution of a multivariate response variable given a set of covariates is crucial for trustworthy decision-making. However, misspecified or miscalibrated multivariate models may yield a poor…

In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be…

Class imbalance is a pervasive problem in predictive toxicology, where the number of non-toxic compounds often exceeds the number of toxic ones. Models trained on such data often perform well on the majority class but poorly on the minority…

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

Robust Bayesian analysis has been mainly devoted to detecting and measuring robustness w.r.t. the prior distribution. Many contributions in the literature aim to define suitable classes of priors which allow the computation of variations of…

Modern challenges of robustness, fairness, and decision-making in machine learning have led to the formulation of multi-distribution learning (MDL) frameworks in which a predictor is optimized across multiple distributions. We study the…

The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…

Calibration is a classical notion from the forecasting literature which aims to address the question: how should predicted probabilities be interpreted? In a world where we only get to observe (discrete) outcomes, how should we evaluate a…

Probability predictions are essential to inform decision making across many fields. Ideally, probability predictions are (i) well calibrated, (ii) accurate, and (iii) bold, i.e., spread out enough to be informative for decision making.…

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…