Measuring Calibration in Deep Learning

The reliability of a machine learning model's confidence in its predictions is critical for highrisk applications. Calibration-the idea that a model's predicted probabilities of outcomes reflect true probabilities of those outcomes-formalizes this notion. While analyzing the calibration of deep neural networks, we've identified core problems with the way calibration is currently measured. We design the Thresholded Adaptive Calibration Error (TACE) metric to resolve these pathologies and show that it outperforms other metrics, especially in settings where predictions beyond the maximum prediction that is chosen as the output class matter. There are many cases where what a practitioner cares about is the calibration of a specific prediction, and so we introduce a dynamic programming based Prediction Specific Calibration Error (PSCE) that smoothly considers the calibration of nearby predictions to give an estimate of the calibration error of a specific prediction.