On the Calibration of Probabilistic Classifier Sets
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Abstract (arXiv)
Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes error, and epistemic uncertainty via the size of the set. In this paper, we extend the notion of calibration, which is commonly used to evaluate the validity of the aleatoric uncertainty representation of a single probabilistic classifier, to assess the validity of an epistemic uncertainty representation obtained by sets of probabilistic classifiers. Broadly speaking, we call a set of probabilistic classifiers calibrated if one can find a calibrated convex combination of these classifiers. To evaluate this notion of calibration, we propose a novel nonparametric calibration test that generalizes an existing test for single probabilistic classifiers to the case of sets of probabilistic classifiers. Making use of this test, we empirically show that ensembles of deep neural networks are often not well calibrated.
Key facts. Cited by 8 papers in the map (data through 14 Oct 2026). Builds on 17 of its 47 references that are in the map. First posted on arXiv 20 May 2022.
Builds on
17 of 47 references.
References · 17
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- 2022Deep Ensembles Work, But Are They Necessary?cited by 63
5 more
- 2020Uncertainty in Gradient Boosting via Ensemblescited by 56
- 2020Aleatoric and Epistemic Uncertainty with Random Forestscited by 43
- 2020Evaluating Robustness of Predictive Uncertainty Estimation: Are Dirichlet-based Models Reliable?cited by 39
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Built on by
Citing papers per year: 2024: 4; 2025: 3; 2026: 1.
8 papers.
- 2024Credal Learning Theorycited by 31
- 2024Conformalized Credal Regions for Classification with Ambiguous Ground Truthcited by 19
- 2025Conformal Prediction Regions are Imprecise Highest Density Regionscited by 7
- 2025A calibration test for evaluating set-based epistemic uncertainty representationscited by 7
- 2024Legitimate ground-truth-free metrics for deep uncertainty classification scoringcited by 1
- 2025Robust Partial-Label Learning by Leveraging Class Activation Valuescited by 1
- 2024Optimal Transport for ε-Contaminated Credal Sets: To the Memory of Sayan Mukherjeecited by 0
- 2026Calibrated Preference Learning: The Case of Label Rankingcited by 0
- 2026Calibrated Preference Learning: The Case of Label Ranking28 May 2026
- 2025A calibration test for evaluating set-based epistemic uncertainty representations22 Feb 2025
- 2025Robust Partial-Label Learning by Leveraging Class Activation Values17 Feb 2025
- 2025Conformal Prediction Regions are Imprecise Highest Density Regions10 Feb 2025
- 2024Conformalized Credal Regions for Classification with Ambiguous Ground Truth7 Nov 2024
- 2024Legitimate ground-truth-free metrics for deep uncertainty classification scoring30 Oct 2024
- 2024Optimal Transport for ε-Contaminated Credal Sets: To the Memory of Sayan Mukherjee4 Oct 2024
- 2024Credal Learning Theory1 Feb 2024