Measuring Uncertainty Calibration
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Abstract (arXiv)
We make two contributions to the problem of estimating the L1 calibration error of a binary classifier from a finite dataset. First, we provide an upper bound for any classifier where the calibration function has bounded variation. Second, we provide a method of modifying any classifier so that its calibration error can be upper bounded efficiently without significantly impacting classifier performance and without any restrictive assumptions. All our results are non-asymptotic and distribution-free. We conclude by providing advice on how to measure calibration error in practice. Our methods yield practical procedures that can be run on real-world datasets with modest overhead.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 17 of its 36 references that are in the map. First posted on arXiv 15 Dec 2025.
Builds on
17 of 36 references.
References · 17
- 2017On Calibration of Modern Neural Networkscited by 4,860
- 2015Character-level Convolutional Networks for Text Classificationcited by 2,293
- 2019Measuring Calibration in Deep Learningcited by 443
- 2019Nuanced Metrics for Measuring Unintended Bias with Real Data for Text Classificationcited by 396
- 2019Verified Uncertainty Calibrationcited by 307
- 2020Mix-n-Match: Ensemble and Compositional Methods for Uncertainty Calibration in Deep Learningcited by 190
- 2019Evaluating model calibration in classificationcited by 165
- 2013From Amateurs to Connoisseurs: Modeling the Evolution of User Expertise through Online Reviewscited by 107
- 2020Distribution-free binary classification: prediction sets, confidence intervals and calibrationcited by 79
- 2022Metrics of calibration for probabilistic predictionscited by 31
- 2022T-Cal: An optimal test for the calibration of predictive modelscited by 24
- 2014Modular proximal optimization for multidimensional total-variation regularizationcited by 10
5 more
- 2024Information-theoretic Generalization Analysis for Expected Calibration Errorcited by 9
- 2022Honest calibration assessment for binary outcome predictionscited by 8
- 2018Probability Calibration Treescited by 6
- 2022Calibration of P-values for calibration and for deviation of a subpopulation from the full populationcited by 4
- 2022On the Usefulness of the Fit-on-the-Test View on Evaluating Calibration of Classifierscited by 3
Built on by
Citing papers per year: 2026: 1.
1 paper.
- 2026The Minimax Rate of Perturbed Second-Order Calibrationcited by 0
- 2026The Minimax Rate of Perturbed Second-Order Calibration8 May 2026