# Consistent and Asymptotically Unbiased Estimation of Proper Calibration Errors

arXiv: https://arxiv.org/abs/2312.08589 · HTML: https://mlsanity.com/paper/2312.08589/

## Key facts

- Cited by 11 papers in the map (data through 14 Oct 2026).
- Builds on 36 of its 91 references that are in the map.
- First posted on arXiv 14 Dec 2023.

## Builds on (most cited first, 30 of 36)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Very Deep Convolutional Networks for Large-Scale Image Recognition](https://mlsanity.com/paper/1409.1556/) (2014)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Wide Residual Networks](https://mlsanity.com/paper/1605.07146/) (2016)
- [Identity Mappings in Deep Residual Networks](https://mlsanity.com/paper/1603.05027/) (2016)
- [Generative Adversarial Networks: An Overview](https://mlsanity.com/paper/1710.07035/) (2017)
- [Opening the Black Box of Deep Neural Networks via Information](https://mlsanity.com/paper/1703.00810/) (2017)
- [Measuring Calibration in Deep Learning](https://mlsanity.com/paper/1904.01685/) (2019)
- [Revisiting the Calibration of Modern Neural Networks](https://mlsanity.com/paper/2106.07998/) (2021)
- [A Survey of Autonomous Driving: Common Practices and Emerging Technologies](https://mlsanity.com/paper/1906.05113/) (2019)
- [Beyond temperature scaling: Obtaining well-calibrated multiclass probabilities with Dirichlet calibration](https://mlsanity.com/paper/1910.12656/) (2019)
- [Verified Uncertainty Calibration](https://mlsanity.com/paper/1909.10155/) (2019)
- [Being Bayesian, Even Just a Bit, Fixes Overconfidence in ReLU Networks](https://mlsanity.com/paper/2002.10118/) (2020)
- [Pitfalls of In-Domain Uncertainty Estimation and Ensembling in Deep Learning](https://mlsanity.com/paper/2002.06470/) (2020)
- [Mix-n-Match: Ensemble and Compositional Methods for Uncertainty Calibration in Deep Learning](https://mlsanity.com/paper/2003.07329/) (2020)
- [Evaluating model calibration in classification](https://mlsanity.com/paper/1902.06977/) (2019)
- [Mitigating Bias in Calibration Error Estimation](https://mlsanity.com/paper/2012.08668/) (2020)
- [Calibration of Neural Networks using Splines](https://mlsanity.com/paper/2006.12800/) (2020)
- [Be Confident! Towards Trustworthy Graph Neural Networks via Confidence Calibration](https://mlsanity.com/paper/2109.14285/) (2021)
- [Calibration tests in multi-class classification: A unifying framework](https://mlsanity.com/paper/1910.11385/) (2019)
- [A Broad Study on the Transferability of Visual Representations with Contrastive Learning](https://mlsanity.com/paper/2103.13517/) (2021)
- [Posterior calibration and exploratory analysis for natural language processing models](https://mlsanity.com/paper/1508.05154/) (2015)
- [Intra Order-preserving Functions for Calibration of Multi-Class Neural Networks](https://mlsanity.com/paper/2003.06820/) (2020)
- [Better Uncertainty Calibration via Proper Scores for Classification and Beyond](https://mlsanity.com/paper/2203.07835/) (2022)
- [Post-hoc Uncertainty Calibration for Domain Drift Scenarios](https://mlsanity.com/paper/2012.10988/) (2020)
- [Non-Parametric Calibration for Classification](https://mlsanity.com/paper/1906.04933/) (2019)
- [A Consistent and Differentiable Lp Canonical Calibration Error Estimator](https://mlsanity.com/paper/2210.07810/) (2022)
- [BERT & Family Eat Word Salad: Experiments with Text Understanding](https://mlsanity.com/paper/2101.03453/) (2021)
- [Being Bayesian about Categorical Probability](https://mlsanity.com/paper/2002.07965/) (2020)
- [Meta-Cal: Well-controlled Post-hoc Calibration by Ranking](https://mlsanity.com/paper/2105.04290/) (2021)

## Built on by (most cited first, 11 of 11)

- [A calibration test for evaluating set-based epistemic uncertainty representations](https://mlsanity.com/paper/2502.16299/) (2025)
- [Optimizing Estimators of Squared Calibration Errors in Classification](https://mlsanity.com/paper/2410.07014/) (2024)
- [Improving Perturbation-based Explanations by Understanding the Role of Uncertainty Calibration](https://mlsanity.com/paper/2511.10439/) (2025)
- [Achieving Well-Informed Decision-Making in Drug Discovery: A Comprehensive Calibration Study using Neural Network-Based Structure-Activity Models](https://mlsanity.com/paper/2407.14185/) (2024)
- [CalArena: A Large-Scale Post-Hoc Calibration Benchmark](https://mlsanity.com/paper/2605.30188/) (2026)
- [Beyond Overconfidence: Foundation Models Redefine Calibration in Deep Neural Networks](https://mlsanity.com/paper/2506.09593/) (2025)
- [Proper Calibeating](https://mlsanity.com/paper/2605.26703/) (2026)
- [Why Uncertainty Calibration Matters for Reliable Perturbation-based Explanations](https://mlsanity.com/paper/2506.19630/) (2025)
- [V-ECE: Estimating General Expected Calibration Errors](https://mlsanity.com/paper/2602.24230/) (2026)
- [Bandwidth Selection in Kernel Density Estimation for Model Calibration](https://mlsanity.com/paper/2606.29925/) (2026)
- [Noisy-Label Calibration with Multiple Unreliable Labels](https://mlsanity.com/paper/2610.19543/) (2026)

## Abstract (arXiv)

Proper scoring rules evaluate the quality of probabilistic predictions, playing an essential role in the pursuit of accurate and well-calibrated models. Every proper score decomposes into two fundamental components -- proper calibration error and refinement -- utilizing a Bregman divergence. While uncertainty calibration has gained significant attention, current literature lacks a general estimator for these quantities with known statistical properties. To address this gap, we propose a method that allows consistent, and asymptotically unbiased estimation of all proper calibration errors and refinement terms. In particular, we introduce Kullback--Leibler calibration error, induced by the commonly used cross-entropy loss. As part of our results, we prove the relation between refinement and f-divergences, which implies information monotonicity in neural networks, regardless of which proper scoring rule is optimized. Our experiments validate empirically the claimed properties of the proposed estimator and suggest that the selection of a post-hoc calibration method should be determined by the particular calibration error of interest.
