mlsanityData to 7 Oct 2026

Isotonic Recalibration under a Low Signal-to-Noise Ratio

arXiv 2301.02692 ↗First posted 6 Jan 2023stat.ME cs.LG math.STcited by 7

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Abstract (arXiv)

Insurance pricing systems should fulfill the auto-calibration property to ensure that there is no systematic cross-financing between different price cohorts. Often, regression models are not auto-calibrated. We propose to apply isotonic recalibration to a given regression model to ensure auto-calibration. Our main result proves that under a low signal-to-noise ratio, this isotonic recalibration step leads to explainable pricing systems because the resulting isotonically recalibrated regression functions have a low complexity.

Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 10 of its 46 references that are in the map. First posted on arXiv 6 Jan 2023.

Builds on

10 of 46 references.

References · 10

  1. 2017A Unified Approach to Interpreting Model Predictionscited by 6,488
  2. 2019An Introduction to Variational Autoencoderscited by 997
  3. 2021Regression Diagnostics meets Forecast Evaluation: Conditional Calibration, Reliability Diagrams, and Coefficient of Determinationcited by 31
  4. 2019Isotonic Distributional Regressioncited by 28
  5. 2021Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learningcited by 18
  6. 2018Generic Conditions for Forecast Dominancecited by 13
  7. 2021Calibrating sufficientlycited by 10
  8. 2022Honest calibration assessment for binary outcome predictionscited by 8
  9. 2020Distributional (Single) Index Modelscited by 6
  10. 2022Model selection with Gini indices under auto-calibrationcited by 6

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 1; 2024: 1; 2025: 3; 2026: 2.

7 papers.