Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

209417626834 · Jun 202019922001200920172026
48 results for calibration set

The paper extends calibration to sets of probabilistic classifiers, finding many ensembles are poorly calibrated.

problem Evaluating the validity of epistemic uncertainty in sets of probabilistic classifiers.
method Proposed a novel nonparametric calibration test for sets of probabilistic classifiers.
result Ensembles of deep neural networks are often not well calibrated.

Meta-learning reduces set prediction size in conformal prediction for few-shot calibration.

problem Inefficient set prediction in conformal prediction for limited training data.
method Meta-learning approach using cross-validation-based conformal prediction.
result Meta-learning scheme reduces set prediction size and preserves formal guarantees.

We propose a new framework to improve the calibration of neural networks.

problem Improving the accuracy of model confidence predictions.
method Introducing a differentiable surrogate for expected calibration error (DECE) and a meta-learning framework to optimise model hyper-parameters for validation set calibration.
result Achieved competitive performance with existing calibration approaches.

Study three types of uncertainty quantification for binary classification without distributional assumptions.

problem Uncertainty quantification for binary classification in a distribution-free setting.
method Established theorems connecting calibration, confidence intervals, and prediction sets for score-based classifiers.
result Distribution-free calibration is only possible using scoring functions that partition feature space into countably many sets.

A test assesses the calibration of set-based epistemic uncertainty representations.

problem Evaluating the accuracy of set-based representations of epistemic uncertainty in machine learning.
method Proposes a novel statistical test to determine if a convex combination of predictions is calibrated, allowing instance-level variability.
result Demonstrates the benefits of capturing instance-level variability on synthetic and real-world experiments.

Unified framework for generalized Venn and Venn-Abers calibration for reliable prediction.

problem Asymptotic guarantees of popular distribution-free methods in model calibration.
method Unified framework extending Vovk's approach to generic loss functions, transforming predictors into set-valued predictions.
result Finite-sample set predictions shrink to a single conditionally calibrated prediction, capturing epistemic uncertainty.

Decision-calibrated prediction sets improve power system operations by reducing unnecessary costs.

problem Balancing operating costs and reliability in power systems with renewable uncertainty.
method Learn conditional prediction sets as sub-level sets of norm-based score functions, calibrate uncertainty sets based on reliability of downstream decisions.
result Decision-calibrated sets lead to more efficient operations with smaller uncertainty sets and lower costs compared to standard coverage-based calibration.

This paper improves multi-class calibration methods using mutual information maximization-based binning.

problem Calibration of deep neural network predictions, especially for small prior classes.
method I-Max concept for binning, shared class-wise calibration strategy.
result Improves multi-class ranking and calibration performance using a small calibration set.

CRUDE calibrates regression uncertainty without assuming specific error distributions.

problem Uncalibrated uncertainty estimates in regression models, especially for modern predictive tasks.
method CRUDE assumes error distributions have a constant shape, shifted and scaled by predicted mean and standard deviation.
result CRUDE produces sharper, better calibrated, and more accurate uncertainty estimates than existing methods.

CP4SBI improves the calibration of credible sets in SBI models.

problem Inaccurate credible sets in SBI models lead to underestimation of true parameters.
method Develops a local conformal calibration framework for SBI models.
result Improves the quality of uncertainty quantification for neural posterior estimators.

The paper studies the distance from calibration in sequential prediction, proving upper and lower bounds.

problem The challenge is to measure and minimize the deviation from perfect calibration in sequential binary prediction.
method The approach involves proving an O(T)O(\sqrt{T}) upper bound and an Ω(T1/3)Ω(T^{1/3}) lower bound, using structural results and minimax arguments.
result An O(T)O(\sqrt{T}) upper bound on the calibration distance is achieved, with an Ω(T1/3)Ω(T^{1/3}) lower bound showing the inherent difficulty.

New method calibrates classifier probabilities with guaranteed coverage.

problem Inaccurate probability estimates by classifiers in high-risk applications.
method Adaptive temperature scaling algorithm for conformal prediction.
result Improves calibration error measures and standard metrics across various tasks.

The paper introduces a spline-based method for calibrating neural networks.

problem Ensuring neural network outputs are reliable for safety-critical applications.
method Approximating the empirical cumulative distribution function using splines to map network outputs to calibrated probabilities.
result The spline-based recalibration consistently outperforms existing methods on calibration measures.

JUCAL jointly calibrates aleatoric and epistemic uncertainties in classifier ensembles.

problem Misrepresentation of predictive uncertainty due to unbalanced aleatoric and epistemic uncertainties.
method Joint Uncertainty Calibration (JUCAL) that jointly calibrates two constants to weight and scale uncertainties.
result Significantly outperforms state-of-the-art calibration methods across various text classification tasks.

Study on calibration and consistency of adversarial surrogate losses.

problem Designing robust classifiers with theoretical guarantees.
method Extensive analysis of H-calibration and H-consistency of adversarial surrogate losses.
result Some convex loss functions and supremum-based convex losses are not H-calibrated for important hypothesis sets.

Paper proposes ensemble distillation for well-calibrated structured prediction.

problem Well-calibrated predictions are hard to achieve in structured prediction.
method Ensemble distillation framework for structured prediction.
result Ensemble distillation produces well-calibrated models with similar performance and calibration benefits to ensembles.

This paper calibrates Gaussian process predictive distributions for Bayesian optimization to improve sampling decisions.

problem Lower-tail miscalibration in GP predictive distributions affects BO sampling decisions.
method Introduces goal-oriented calibration for GP predictive distributions below a threshold tt.
result Post-hoc method tcGP improves lower-tail calibration and BO performance.

This is a companion note of [Zhaa] (arXiv:1501.01836) where the extension of local calibration pairs of smooth submanifolds is discussed. Here we emphasize on the case of singular submanifolds. More precisely, we study when a calibration pair around the singular set of a submanifold can extend to a local calibration pa…

2015-01-25abs ↗pdf ↗

A new method for multiclass calibration using vector quantization.

problem Challenges in multiclass calibration, especially in high-stakes settings.
method Compositional approach via Vector Quantization (VQ) to learn region-specific calibration maps.
result Significant improvements in local calibration with competitive global calibration and predictive performance.

Every graph can be represented as a singular set of a special surface.

problem Representing any finite graph as the singular set of a compact 3D surface.
method Constructing a calibrated 3-dimensional homologically area minimizing surface with a special Lagrangian form.
result The singular set of the surface is precisely the given graph.

Improves robustness of propensity score estimators in challenging settings.

problem Limited overlap, small sample sizes, or unbalanced data.
method Extends calibration techniques for propensity score models, focusing on sample-splitting schemes.
result Calibration reduces variance and bias in inverse probability weighting and double/debiased machine learning frameworks.

MCP extends conformal prediction to vector-valued score functions without data splitting.

problem Fixed prediction set shapes in scalar score functions limit coverage guarantees.
method MCP uses a single optimization problem for prediction set design and calibration, eliminating data splitting.
result RemMCP and RelMCP achieve target coverage with smaller or comparable prediction set sizes, reducing variance.

New method improves model calibration by adjusting confidence based on prediction correctness.

problem Improving model confidence alignment with true class probabilities.
method Post-hoc calibration objective using transformed samples for training.
result Competitive calibration performance on in-distribution and out-of-distribution test sets.

New method calibrates probabilistic regression models without restrictive assumptions.

problem Ensuring predictive distributions accurately reflect true uncertainty.
method Nonparametric re-calibration algorithm based on conditional kernel mean embeddings.
result Consistently outperforms prior re-calibration approaches across various benchmarks.

PosCal training improves classification models by calibrating posterior probabilities.

problem Poorly calibrated posterior probabilities in classification models.
method End-to-end training procedure that directly optimizes the objective while minimizing the difference between predicted and empirical posterior probabilities.
result PosCal training achieves about 2.5% task performance gain and 16.1% calibration error reduction.

Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.

problem Improving the reliability and uncertainty quantification of machine learning predictions.
method Combines Venn-Abers calibration and conformal prediction for binary and regression problems.
result Improves interval efficiency through model calibration and offers practical alternatives.

A new method calibrates scientific models by adding randomness to their predictions.

problem Current scientific foundation models lack calibrated uncertainty.
method Stochastic Attention, which randomizes attention weights using multinomial samples.
result Stochastic Attention achieves the strongest native calibration and sharpest prediction intervals.

Study on estimating conditional risk in machine learning.

problem Estimating expected loss of prediction models given input features.
method Analyzed in classification and regression settings, showing equivalence to standard regression. Developed theoretical insights and empirical validation.
result Conditional risk calibration is distinct from existing uncertainty quantification problems.