New conditions for calibrated submanifolds in Riemannian geometry.
problem Characterizing calibrated submanifolds with extrinsic geometry.
method Introducing compliancy condition and analyzing extrinsic geometry.
result Conditions for extrinsic geometry of calibrated submanifolds.
A new metric CKCE improves model calibration comparison.
problem Comparing the calibration of probabilistic models is challenging.
method CKCE based on Hilbert-Schmidt norm of conditional mean operators.
result CKCE provides more consistent and robust model calibration comparisons.
This paper rethinks confidence calibration under covariate shifts.
problem Calibration methods struggle with covariate shifts and unstable importance weighting.
method Derives Expectation consistency condition and proposes Expectation consistency loss (ECL).
result ECL loss is compatible with various types of calibration and has the same sample complexity as ECE.
Improves survival prediction model calibration for better individual decision-making.
problem Survival prediction's marginal and conditional calibration issues.
method Conformal prediction using individual survival probabilities.
result Effective marginal and conditional calibration without compromising discrimination.
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.
Boosting trees can test necessary conditions for regression model calibration.
problem Testing calibration and auto-calibration in regression models.
method Using boosting trees to test calibration and auto-calibration.
result Boosting trees prove to be very powerful in testing calibration and auto-calibration in large insurance datasets.
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.
Proposes a method to create shorter, more accurate prediction intervals.
problem Challenges in achieving both conditional validity and interval efficiency in complex settings.
method Uses a conformal-style calibration method for neural network responses, adjusting to empirical PIT distribution.
result Demonstrates better conditional calibration and shorter intervals than existing methods.
In a recent work, we presented a discriminative backend for speaker verification that achieved good out-of-the-box calibration performance on most tested conditions containing varying levels of mismatch to the training conditions. This backend mimics the standard PLDA-based backend process used in most current speaker …
New methods calibrate causal estimates using standard predictive models.
problem Calibrating causal treatment effect estimates.
method Developed algorithms to transform causal estimation into standard calibration.
result General algorithms for causal calibration using standard predictive models.
ICP improves prediction intervals for continuous outcomes at lower computational cost.
problem Systematic bias in point predictions that undermines their use in decision-making.
method Develops Isotonic Conformal Prediction (ICP) framework to decouple calibration from prediction-set construction.
result SICP and TICP procedures match SC-CP coverage at lower computational cost.
Proposes top-label calibration and M2B framework for multiclass to binary calibration.
problem Multiclass calibration and interpretation issues.
method Top-label calibration and M2B reduction framework.
result M2B + HB achieves lower calibration error than other methods.
Establishes a condition for multiclass classification-calibration of Gamma-Phi losses.
problem Ensuring classification-calibration of multiclass Gamma-Phi losses.
method Develops a general sufficient condition for classification-calibration of Gamma-Phi losses.
result Proves the first family of nonconvex multiclass surrogate losses for which classification-calibration has been fully justified.
Planes are the only calibrated submanifolds with flat normal bundles.
problem Characterizing submanifolds with specific geometric properties.
method Using constant-coefficient differential forms and parallel calibrations.
result Calibrated submanifolds with flat normal bundles are planes.
ECCIT improves conditional independence tests by calibrating for miscalibration.
problem Inaccurate frequentist guarantees in CITs, especially in small samples and misspecified models.
method Empirically Calibrated Conditional Independence Tests (ECCIT) that optimize and correct for miscalibration.
result ECCIT achieves valid FDR with higher power than existing calibration strategies.
LADaR framework calibrates machine learning models for instance-wise predictions.
problem Challenges in assessing and calibrating predictive distributions for complex inputs.
method Local Amortized Diagnostics and Reshaping of Conditional Densities (LADaR) framework and extttCal−PIT algorithm. result Achieves better instance-wise calibration than existing methods in galaxy distance estimation.
New method simplifies checking consistency of differentiable loss functions.
problem Verifying consistency of differentiable loss functions is difficult.
method Developed a new approach called strong indirect elicitation (strong IE) to simplify checking consistency.
result Strong IE is equivalent to calibration for strongly convex, differentiable surrogates.
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.
Proposes new method for calibrating treatment effect predictors.
problem Calibrating predictors of heterogeneous treatment effects.
method Causal isotonic calibration and cross-calibration.
result Achieves fast calibration rates under weak conditions.
We extend Choe's idea in \cite{choe} to nonpolyhedral calibrated surfaces and give some examples of polyhedral sets over right prisms and nonpolyhedral calibrated surfaces.
New methods for better uncertainty prediction in ML.
problem Insufficient calibration in machine learning regression.
method Conditional calibration with respect to input features (adaptivity).
result Consistency and adaptivity are complementary, and good consistency does not guarantee good adaptivity.
Paper introduces a new method for calibrating ESGs to both historical and forward-looking data.
problem Lack of a generally accepted methodology for calibrating ESGs to forward-looking information.
method Conditional Scenario Simulator framework for consistent calibration of economic and financial variables.
result Framework can embed various financial and macroeconomic models and demonstrate practical examples in frequentist and Bayesian settings.
T-Cal tests model calibration with a minimax optimal test.
problem Detecting mis-calibration of predictive models using a finite validation dataset.
method T-Cal is a minimax optimal test for calibration based on a debiased plug-in estimator of the ℓ2-Expected Calibration Error (ECE). result T-Cal is a practical tool for testing the calibration of probabilistic classification methods.
Optimizing proper loss yields calibrated models under specific conditions.
problem Understanding when optimizing proper loss functions leads to calibrated predictions.
method Local optimality condition and Lipschitz functions.
result Predictors with local optimality are nearly calibrated and nearly locally optimal.
New test assesses probabilistic model calibration without expensive approximations.
problem Assessing calibration of probabilistic models with scores.
method Kernel Calibration Conditional Stein Discrepancy (KCCSD) test using new score-based kernels.
result Control over type-I error with improved scalability and efficiency.
GC-FCP provides efficient federated CP with group-conditional coverage guarantees.
problem Uncertainty quantification in federated settings with distributed calibration data.
method Group-conditional federated conformal prediction (GC-FCP) using group-stratified coresets.
result GC-FCP offers efficient aggregation and calibration compared to centralized methods.
MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.
problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.
Proposes CCE to assess point-wise reliability of neural network predictions.
problem Overconfidence and misaligned predictive distributions in neural networks.
method Introduces Conditional Congruence (CCE) metric using conditional kernel mean embeddings.
result CCE exhibits correctness, monotonicity, reliability, and robustness in high-dimensional regression tasks.
New forms calibrate minimal graphs in arbitrary dimensions.
problem Calibrating minimal graphs in arbitrary codimension.
method Constructing closed forms from minimal graphs and estimating their comass.
result Conditions ensuring minimal graphs are calibrated and area-minimizing.
The paper studies calibration in ML models for wireless networks, showing key theoretical and practical insights.
problem Ensuring ML models in wireless networks deliver well-calibrated confidence scores for reliable decision-making.
method Theoretical analysis and simulation-based experiments using Platt scaling and isotonic regression.
result Well-calibrated models improve the system's minimum achievable OP and are part of a broader class of predictors.
For Hitchin's generalised geometries we introduce and analyse the concept of a structured submanifold which encapsulates the classical notion of a calibrated submanifold. Under a suitable integrability condition on the ambient geometry, these generalised calibrated cycles minimise a functional occurring as D-brane ener…
ProbRes calibrates probabilistic forecasts by learning volatility dynamics.
problem Quantifying risk and uncertainty in time series forecasting.
method ProbRes learns conditional mean and volatility separately, generating well-calibrated prediction intervals.
result ProbRes accurately captures predictive distributions and produces well-calibrated prediction intervals.
New quantile methods improve uncertainty quantification across various models.
problem Improper quantile loss limits model flexibility and accuracy.
method Developed new quantile methods that optimize for calibration, sharpness, and centered intervals.
result Improved conditional quantiles and better uncertainty quantification across diverse models.
Weighted Monte Carlo prices exotic options calibrating the probabilities of previously generated paths by a regular Monte Carlo to fit a set of option premiums. When only vanilla call and put options and forward prices are considered, the Martingale condition might not be preserved. This paper shows that this is indeed…
New calibration measure SSCE ensures truthful prediction, unlike existing measures.
problem Ensuring truthful calibration measures in sequential prediction.
method Introduced a new calibration measure, Subsampled Smooth Calibration Error (SSCE).
result SSCE ensures truthful prediction, while existing measures are far from truthful.
Unique solutions found for Plateau problems in smooth and continuous calibrations.
problem Finding unique solutions to the Plateau problem for specific types of currents.
method Boundary regularity theory for area-minimizing currents and unique continuation argument.
result Every compactly supported smoothly or continuously calibrated integral current is the unique solution to the Plateau problem for its boundary data.
New truthful calibration errors improve model ranking in multiclass prediction.
problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.
Calibration of simplified vine copulas using noise contrastive estimation
problem Modeling complex multivariate dependence structures
method Noise contrastive estimation for calibration
result Improved model accuracy when simplifying assumption is violated
We present a scoring approach for speaker verification that mimics the standard PLDA-based backend process used in most current speaker verification systems. However, unlike the standard backends, all parameters of the model are jointly trained to optimize the binary cross-entropy for the speaker verification task. We …
Study adiabatic limits of calibrated submanifolds in Riemannian geometry.
problem Understanding the behavior of calibrated submanifolds under adiabatic limits.
method Define a 1-parameter family of forms and study their adiabatic limit, showing it is a generalized calibration.
result Adiabatic calibrated submanifolds are anisotropic minimal in the classical sense.
KCal calibrates deep networks by embedding logits in a metric space.
problem Overconfident predictions from DNNs, especially in high-risk applications.
method KCal learns a metric space on the penultimate-layer latent embedding and generates predictions using kernel density estimates.
result KCal provides a provable full calibration guarantee and consistently outperforms baselines.
The paper investigates how calibrating propensity scores improves DML estimates of average treatment effects.
problem Improving the accuracy of DML estimates in finite samples.
method Propensity score calibration within the Double/debiased machine learning framework.
result Calibrating propensity scores reduces the root mean squared error of DML estimates of average treatment effects in finite samples.
Estimates calibration error under label shift without labels.
problem Ensuring model reliability in the face of dataset shift without access to labels.
method Importance re-weighting of the labeled source distribution to estimate calibration error under label shift.
result Effective and reliable CE estimation with respect to the shifted target distribution.
Proposes a new calibration error estimator for deep neural networks.
problem Improves calibration of deep neural networks, especially for canonical calibration.
method Uses a Dirichlet kernel density estimate to create a low-bias, trainable calibration error estimator.
result Asymptotically converges to true Lp calibration error, enabling efficient estimation and mini-batch updates. This paper improves Reifenberg's theorem for almost calibrated sets, ensuring rectifiability with volume bounds.
problem Improving the rectifiability of sets that are close to subspaces under certain calibrations.
method Using ε-calibrations and positivity conditions, the paper shows that almost calibrated sets are rectifiable with volume bounds.
result Almost calibrated sets are rectifiable with uniform volume bounds.
It is generally accepted that all models are wrong -- the difficulty is determining which are useful. Here, a useful model is considered as one that is capable of combining data and expert knowledge, through an inversion or calibration process, to adequately characterize the uncertainty in predictions of interest. This…
This paper characterizes and designs loss functions for robust classification with abstention.
problem Ensuring robustness against adversarial attacks and knowing when to abstain from prediction.
method Proposes adversarial robust reject option loss and characterizes surrogates for calibration.
result Shifted Double Ramp Loss and Shifted Double Sigmoid Loss satisfy the calibration conditions.
Reassesses calibration metrics in machine learning models.
problem Inconsistent reporting of calibration metrics in recent literature.
method Calibration-based decomposition of Bregman divergences, visualization of calibration and generalization error.
result New visualization technique for detecting trade-offs between calibration and generalization.