arXiv Machine Learning

V-ECE: Estimating General Expected Calibration Errors

The paper introduces V-ECE, a variational estimator for general Expected Calibration Errors (ECE) that avoids binning and works with any convex divergence, including Lp distances. By using prediction‑dependent proper scores and a residual‑fitted temperature scaling via gradient boosting, V‑ECE provides a lower‑bound estimate of true calibration error. Experiments on semi‑synthetic benchmarks show V‑ECE outperforms existing binary and multiclass estimators, with additional theoretical insights on bias and confidence estimation.

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
2d ago

Fragility-aware Classification for Risk Characterization and Robust Learning

The paper introduces the Fragility Index (FI), a new performance metric that measures the tail risk of confident misclassifications in classification models. FI is framed within a robust satisficing framework to assess classifier sensitivity under distributional uncertainty, and the authors develop a surrogate-based training method with provable bounds linking training fragility to ranking-error FI. The approach is extended to common loss functions and includes an FI-based regularizer for deep neural networks, with empirical studies on medical diagnosis tasks showing that FI reveals risk not captured by accuracy or AUC and leads to models with lower operational costs in a human–AI diagnostic workflow.

By Zheng Cui, Daniel Zhuoyu Long, Jin Qi, Chen Yang, Ruohan Zhan
arXiv Machine Learning
Sep 3

Bayes-Optimal BER and AUC: Estimation and Evaluation of Estimators

The paper introduces soft‑label‑based estimators for the Bayes‑optimal balanced error rate (BER) and area under the ROC curve (AUC), extending from a clean setting with known class priors to a realistic scenario with unknown priors and corrupted soft labels. It also adapts the FeeBee evaluation framework to assess these estimators without needing the true optimum, providing practical evaluation scores for any estimator of optimal BER or AUC. Experiments on synthetic and real datasets confirm the effectiveness of both the estimators and the evaluation method.

By Ryota Ushio, Takashi Ishida, Masashi Sugiyama