Learn then Test: Calibrating Predictive Algorithms to Achieve Risk Control
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Abstract (arXiv)
We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating distribution and do not require model refitting. The framework addresses, among other examples, false discovery rate control in multi-label classification, intersection-over-union control in instance segmentation, and the simultaneous control of the type-1 error of outlier detection and confidence set coverage in classification or regression. Our main insight is to reframe the risk-control problem as multiple hypothesis testing, enabling techniques and mathematical arguments different from those in the previous literature. We use the framework to provide new calibration methods for several core machine learning tasks, with detailed worked examples in computer vision and tabular medical data.
Key facts. Cited by 256 papers in the map (data through 7 Oct 2026). Builds on 32 of its 84 references that are in the map. First posted on arXiv 3 Oct 2021.
Builds on
32 of 84 references.
References · 32
- 2015Deep Residual Learning for Image Recognitioncited by 51,809
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- 2021Conformalized Survival Analysiscited by 53
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- 2021PAC Prediction Sets Under Covariate Shiftcited by 42
- 2018Cautious Deep Learningcited by 35
- 2019Testing randomnesscited by 32
- 2019Conformal calibratorscited by 22
- 2019Conformal prediction with localizationcited by 22
- 2021Private Prediction Setscited by 16
- 2021Nested Conformal Prediction Sets for Classification with Applications to Probation Datacited by 12
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Citing papers per year: 2022: 20; 2023: 25; 2024: 44; 2025: 38; 2026: 129.
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