arXiv Machine Learning

Hierarchies of Calibration: Classification meets Regression

arXiv:2606. 03245v1 Announce Type: cross Abstract: Concepts of calibration formalize the compatibility between probabilistic predictions and the respective outcomes.

arXiv Machine Learning
Sep 14

A Ranking Approach for Measuring Calibration

The paper introduces rankECE, a new metric for assessing calibration error in predictive models. Unlike the widely used Expected Calibration Error (ECE), rankECE compares predictions with neighboring probability values, offering theoretical guarantees and empirical evidence that it better approximates ECE than traditional binned methods.

By Anirban Chatterjee, Rina Foygel Barber
arXiv Machine Learning
Sep 16

Observational Multiplicity

The paper introduces the concept of observational multiplicity, where multiple probabilistic classifiers can perform similarly yet produce conflicting predictions, undermining interpretability and safety. It proposes measuring this arbitrariness through a regret metric that captures how predictions could shift with different training labels. The authors present a general method to estimate regret, show it varies across dataset groups, and discuss its use for safety via abstention and targeted data collection.

By Erin George, Deanna Needell, Berk Ustun
arXiv Machine Learning
Aug 24

Truthful Calibration Measures for Sequential Prediction

The paper investigates the feasibility of exact truthfulness in calibration measures for sequential binary prediction. It proves that exact truthfulness cannot coexist with completeness and soundness, even when outcomes are independent. The authors then provide two reductions that transform any base calibration measure into additively or multiplicatively approximately truthful ones, achieving a multiplicative truthfulness guarantee that improves upon previous results.

By Anagha Gokul, Jason Hartline, Lunjia Hu, Jonathan Ullman, Yifan Wu
arXiv Machine Learning
Jun 9

Proper Calibeating

arXiv:2605. 26703v2 Announce Type: replace-cross Abstract: The classic concept of "calibrated forecasts" and its more recent refinement, "calibeating," are defined with respect to the standard quadratic scoring rule.

By Dean P. Foster, Sergiu Hart