Survey of methods to calibrate neural network predictions.
problem Ensuring neural networks provide accurate confidence levels.
method Empirical comparison of calibration methods.
result Various techniques for calibrating neural networks.
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arXiv research
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48 results for “network calibration”
New method calibrates deep networks by preserving top-k predictions.
problem Calibrated confidence scores for multi-class deep networks to avoid rare mistakes.
method Intra order-preserving functions combined with neural network architecture.
result Outperforms state-of-the-art methods in evaluation metrics.
Post-hoc calibration of neural networks using g-Layers proves theoretical justification.
problem Ensuring the confidence of neural network decisions in real-world applications.
method Proves theoretical justification for post-hoc calibration methods by adding g-Layers and minimizing NLL.
result Proves that adding g-Layers and minimizing NLL can lead to a calibrated network.
Meta-Calibration: Learning of Model Calibration Using Differentiable Expected Calibration Errorcs.LG
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.
This paper improves lottery ticketing by calibrating network confidence.
problem Uncalibrated confidence in lottery tickets leads to overconfidence and poor performance.
method The paper introduces various calibration strategies and explores their impact on lottery tickets.
result Calibration mechanisms consistently improve lottery ticket performance, even under distribution shifts.
Bayesian neural networks outperform calibrated neural networks for tabular data.
problem Uncertainty in neural network predictions for tabular data.
method Bayesian neural networks vs. post-hoc calibration methods.
result Bayesian neural networks yield competitive performance compared to calibrated neural networks.
The paper presents methods to improve uncertainty calibration in Bayesian Neural Networks.
problem Uncalibrated Bayesian Neural Networks often lead to overconfidence.
method The paper uses alpha-divergences from Information Geometry for calibration.
result Calibration using alpha-divergences provides better uncertainty estimates and is more efficient.
Meta-Cal improves post-hoc calibration of neural networks.
problem Improving the accuracy of uncalibrated neural network predictions.
method Meta-Cal uses a base calibrator and a ranking model with constraints to provide high-probability bounds.
result Meta-Cal significantly outperforms existing methods in post-hoc multi-class classification calibration.
New method calibrates neural network predictions for better reliability.
problem Improper probability estimates from deep networks leading to unreliable predictions.
method Proposes a constrained optimization approach for a monotonic calibration map.
result Achieves state-of-the-art performance across various datasets and models.
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.
Ongoing developments in neural network models are continually advancing the state of the art in terms of system accuracy. However, the predicted labels should not be regarded as the only core output; also important is a well-calibrated estimate of the prediction uncertainty. Such estimates and their calibration are cri…
New method improves calibration of neural networks by targeting robust margins and local smoothness.
problem Poor calibration of neural networks, leading to unreliable confidence estimates.
method Intervene on training procedure by targeting robust margins and local smoothness.
result Improved out-of-sample calibration without sacrificing accuracy.
Improved DNN calibration without sacrificing accuracy.
problem Poor calibration of over-parametrized DNNs in safety-critical applications.
method Decoupling feature extraction and classification layers, and applying Gaussian priors.
result Significant improvement in model calibration with minimal training cost.
Calibrates network confidence for unsupervised domain adaptation.
problem Calibrating a model trained on a source domain to a target domain without labeled data.
method Estimates network accuracy on the target domain and calibrates prediction confidence directly in the target domain.
result Significantly outperforms existing methods across standard datasets.
Improves model calibration for deep neural networks using proper scores.
problem Calibration errors in deep neural networks are often biased and inconsistent.
method Introduces proper calibration errors related to proper scores.
result Demonstrates the superiority of proper scores over common estimators.
LiST improves neural network robustness and calibration without manual tuning.
problem Developing robust and calibrated neural networks simultaneously.
method Lipschitz Scaling Training (LiST) that iteratively adjusts the global Lipschitz constant.
result LiST yields an out-of-the-box calibrated network with competitive accuracy and robustness.
Deep neural network improves Heston model calibration accuracy and speed.
problem Calibrating the Heston model with numerical stability issues.
method Gradient-based deep learning framework (DDN) to learn Heston model and its derivatives.
result DDN significantly outperforms non-differential neural networks in calibration accuracy and speed.
Revisiting Explicit Regularization in Neural Networks for Well-Calibrated Predictive Uncertaintycs.LG
This work improves neural network calibration using explicit regularization.
problem Improving predictive uncertainty in neural networks.
method Introducing a probabilistic calibration measure and exploring explicit regularization techniques.
result Explicit regularization improves log-likelihood and predictive uncertainty.
New study on neural network calibration, linking it to generalization gap.
problem Neural networks lack strong guarantees on calibration.
method Decomposed calibration error into train set and generalization gap.
result Models with small generalization gap are well-calibrated.
Annealing Double-Head calibrates deep neural networks during training.
problem Overestimation or underestimation of predictive confidence in deep neural networks.
method An additional calibration head and Annealing technique to dynamically scale logits.
result State-of-the-art model calibration performance achieved without post-processing.
Recently, Deep Neural Networks (DNNs) have been achieving impressive results on wide range of tasks. However, they suffer from being well-calibrated. In decision-making applications, such as autonomous driving or medical diagnosing, the confidence of deep networks plays an important role to bring the trust and reliabil…
Study improves neural network calibration for drug discovery.
problem Improper calibration of neural network predictions in drug discovery.
method Compared different metrics for model hyperparameter tuning and proposed Bayesian Linear Probing (BLP) method.
result Bayesian Linear Probing (BLP) improves model calibration and accuracy.
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.
New method calibrates neural network uncertainty for medical images.
problem Uncalibrated probabilistic outputs from deep neural networks in medical diagnosis.
method Functional space variational inference for Bayesian neural networks.
result Better calibrated uncertainty estimates at lower computational cost.
Focal loss improves deep neural networks' accuracy and calibration.
problem Miscalibration in deep neural networks.
method Using focal loss and temperature scaling to improve model calibration.
result Focal loss leads to state-of-the-art calibrated models without sacrificing accuracy.
The article compares neural networks and logistic regression for credit scoring and introduces a new probability calibration technique.
problem Improving credit scoring accuracy using machine learning techniques.
method Comparison of logistic regression and neural networks, feature importance assessment, temporal feature inclusion, and SURE probability calibration.
result Neural networks can slightly improve credit scoring performance, and SURE calibration technique enhances probability calibration.
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 calibration error, enabling efficient estimation and mini-batch updates.
End-to-end method improves neural network calibration during training.
problem Improving neural network calibration for regression problems.
method Quantile Recalibration Training integrates post-hoc calibration into model training.
result Improved predictive accuracy and calibration in a large-scale experiment.
For many applications it is critical to know the uncertainty of a neural network's predictions. While a variety of neural network parameter estimation methods have been proposed for uncertainty estimation, they have not been rigorously compared across uncertainty measures. We assess four of these parameter estimation m…
A novel post-hoc calibration method reduces neural network calibration errors.
problem Neural networks produce poorly calibrated probabilities, leading to underconfidence and overconfidence.
method Probability bounding (PB) via box-constrained softmax (BCSoftmax) function.
result Consistently reduces calibration errors on four real-world datasets.
Deep learning calibrates HJM forward curves for commodity options pricing.
problem Calibrating HJM forward curves for accurate option pricing in commodity markets.
method Introduced a neural network to approximate true option prices from model parameters, calibrated using observed option prices.
result Neural network calibration yields high accuracy in recovering option prices, even with model parameter approximation loss.
Deep Neural Networks (DNNs) have achieved state-of-the-art accuracy performance in many tasks. However, recent works have pointed out that the outputs provided by these models are not well-calibrated, seriously limiting their use in critical decision scenarios. In this work, we propose to use a decoupled Bayesian stage…
EC method calibrates neural networks by matching average confidence to correct label proportion.
problem Overoptimism in neural network prediction confidence.
method Expectation consistency (EC) post-training rescaling of weights.
result EC achieves similar calibration performance to temperature scaling (TS) but is based on a principled Bayesian principle.
CCAC calibrates DNN classifiers on OOD datasets by separating mis-classified samples.
problem Calibrating DNN classifiers on out-of-distribution datasets is challenging.
method CCAC introduces an auxiliary class to map DNN output to calibrated confidence, separating mis-classified from correctly classified samples.
result CCAC consistently outperforms prior methods on various DNN models, datasets, and applications.
Discovery of an accurate causal Bayesian network structure from observational data can be useful in many areas of science. Often the discoveries are made under uncertainty, which can be expressed as probabilities. To guide the use of such discoveries, including directing further investigation, it is important that thos…
Leaky ReLU activations improve the calibration of Bayesian neural networks.
problem Bayesian neural networks struggle with mean-field variational inference for ReLU activations.
method Investigated the effect of activation functions on the calibration of Bayesian neural networks.
result Leaky ReLU activations lead to more Gaussian-like weight posteriors and lower expected calibration error.
Efficient approach improves prediction calibration for domain shifts.
problem Improving uncertainty-aware predictions for domain shifts.
method Combining entropy-encouraging and adversarial calibration losses.
result Substantially outperforms existing approaches in domain drift calibration.
Study explores calibration properties in neural architectures.
problem Calibration issues in deep neural networks despite improved accuracy.
method Leverages Neural Architecture Search (NAS) to evaluate 117,702 neural networks.
result Identifies key architectural designs beneficial for calibration.
Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Modelsq-fin.MF
ANN improves option pricing models by calibrating parameters faster and more accurately.
problem Calibration of GARCH-type option pricing models is computationally intensive and model-dependent.
method Trained ANN models on Monte Carlo simulation data to calibrate GARCH parameters.
result ANN outperforms traditional methods in calibration speed and accuracy.
New method calibrates uncertainty in molecular property predictions.
problem Uncalibrated uncertainty estimates in molecular property predictions.
method Message Passing Neural Networks with calibrated probabilistic predictive distribution.
result Accurate molecular formation energy predictions with well-calibrated uncertainty.
Improves confidence calibration in neural networks by smoothing labels based on class similarity.
problem Improving confidence calibration in deep neural networks for safety-critical applications.
method Proposes a novel label smoothing technique where label values are based on similarities with the reference class, using different similarity measurements.
result Consistently outperforms state-of-the-art calibration techniques on various datasets and network architectures.
The paper calibrates the G2++ model using deep learning for interest rates.
problem Calibrating interest rate models with deep learning.
method Calibrated G2++ model using Neural Networks trained on covariances and correlations of Zero-Coupon and Forward rates.
result Deep learning calibration outperforms classic methods.
New loss improves DNN calibration without sacrificing accuracy.
problem Overfitting and overconfident predictions in DNNs.
method Proposes a new loss function inspired by Bayes decision theory.
result Improves DNN calibration without compromising accuracy.
New method calibrates confidence for object detection and segmentation models.
problem Intrinsically miscalibrated confidence estimates in object detection and segmentation models.
method Introduces multivariate confidence calibration for object detection and segmentation, extending ECE.
result Improves calibration, positively impacts segmentation quality.
Proposes a neural network for calibrating stochastic volatility models.
problem Calibrating stochastic volatility models with robustness and efficiency.
method Combines grid approach with pointwise two-stage calibration, using random grids for training.
result Validates the approach with empirical and Monte Carlo experiments for rough Bergomi and Heston models.
BayCANN uses ANN to speed up Bayesian calibration in health sciences.
problem Bayesian calibration's practical and computational burdens in health decision sciences.
method BayCANN trains an ANN metamodel to calibrate parameters probabilistically, comparing accuracy and speed to direct Bayesian calibration.
result BayCANN is more accurate and faster than direct Bayesian calibration methods.
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.
Proposes h-calibration for improving miscalibrated probability outputs of neural networks.
problem Improving reliability of probability outputs from neural networks.
method Probabilistic learning framework for calibration, including a simple yet effective post-hoc algorithm.
result Significantly better performance than traditional methods, validated by experiments.