Calibration

Calibration: The degree to which predicted confidence matches the frequency with which predictions are correct. Among cases with 0.8 confidence, a calibrated model should be wrong about 20% of the time. Reliability diagrams, Expected Calibration Error and temperature scaling measure and improve this property.

In italiano: CalibrationLegge II · Probabilità, softmax e modelli generativi

Among cases with 0.8 confidence, a calibrated model should be wrong about 20% of the time. Reliability diagrams, Expected Calibration Error and temperature scaling measure and improve this property.

Formula

ECE = Σ_b (n_b/n) · |acc(b) − conf(b)|

Examples

  • Temperature scaling on a validation set
  • Ten-bin reliability diagram
  • Probabilities used in medical decisions