# Why Calibration Error is Wrong Given Model Uncertainty: Using Posterior Predictive Checks with Deep Learning

arXiv: https://arxiv.org/abs/2112.01477 · HTML: https://mlsanity.com/paper/2112.01477/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 22 of its 36 references that are in the map.
- First posted on arXiv 2 Dec 2021.

## Builds on (most cited first, 22 of 22)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Simple and Scalable Predictive Uncertainty Estimation using Deep Ensembles](https://mlsanity.com/paper/1612.01474/) (2016)
- [Benchmarking Neural Network Robustness to Common Corruptions and Perturbations](https://mlsanity.com/paper/1903.12261/) (2019)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Can You Trust Your Model's Uncertainty? Evaluating Predictive Uncertainty Under Dataset Shift](https://mlsanity.com/paper/1906.02530/) (2019)
- [Fast and Accurate Deep Network Learning by Exponential Linear Units (ELUs)](https://mlsanity.com/paper/1511.07289/) (2015)
- [End to End Learning for Self-Driving Cars](https://mlsanity.com/paper/1604.07316/) (2016)
- [Variational Dropout and the Local Reparameterization Trick](https://mlsanity.com/paper/1506.02557/) (2015)
- [Measuring Calibration in Deep Learning](https://mlsanity.com/paper/1904.01685/) (2019)
- [Accurate Uncertainties for Deep Learning Using Calibrated Regression](https://mlsanity.com/paper/1807.00263/) (2018)
- [Probabilistic Backpropagation for Scalable Learning of Bayesian Neural Networks](https://mlsanity.com/paper/1502.05336/) (2015)
- [Residual Flows for Invertible Generative Modeling](https://mlsanity.com/paper/1906.02735/) (2019)
- [A review of deep learning in medical imaging: Imaging traits, technology trends, case studies with progress highlights, and future promises](https://mlsanity.com/paper/2008.09104/) (2020)
- [Pitfalls of In-Domain Uncertainty Estimation and Ensembling in Deep Learning](https://mlsanity.com/paper/2002.06470/) (2020)
- [Cyclical Stochastic Gradient MCMC for Bayesian Deep Learning](https://mlsanity.com/paper/1902.03932/) (2019)
- [Self-Driving Cars: A Survey](https://mlsanity.com/paper/1901.04407/) (2019)
- [Brain Tumor Segmentation with Deep Neural Networks](https://mlsanity.com/paper/1505.03540/) (2015)
- [Calibration of Neural Networks using Splines](https://mlsanity.com/paper/2006.12800/) (2020)
- [Autonomous Driving with Deep Learning: A Survey of State-of-Art Technologies](https://mlsanity.com/paper/2006.06091/) (2020)
- [DeepNAT: Deep Convolutional Neural Network for Segmenting Neuroanatomy](https://mlsanity.com/paper/1702.08192/) (2017)

## Built on by (most cited first, 1 of 1)

- [A Note on "Assessing Generalization of SGD via Disagreement"](https://mlsanity.com/paper/2202.01851/) (2022)

## Abstract (arXiv)

Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question, "what do our models know?". From this trend, classical metrics such as Prediction Interval Coverage Probability (PICP) and new metrics such as calibration error have entered the general repertoire of model evaluation in order to gain better insight into how the uncertainty of our model compares to reality. One important component of uncertainty modeling is model uncertainty (epistemic uncertainty), a measurement of what the model does and does not know. However, current evaluation techniques tends to conflate model uncertainty with aleatoric uncertainty (irreducible error), leading to incorrect conclusions. In this paper, using posterior predictive checks, we show how calibration error and its variants are almost always incorrect to use given model uncertainty, and further show how this mistake can lead to trust in bad models and mistrust in good models. Though posterior predictive checks has often been used for in-sample evaluation of Bayesian models, we show it still has an important place in the modern deep learning world.