TL;DR本篇论文提出一种基于 Platti scaling 和 temperature scaling 的直方图分块校准法,用于计算模型校准误差,并使用气象学中的估算器来更加准确地估计校准误差。作者在多类别校准实验中将缔合法的校准误差降低了 35%。
Abstract
Applications such as weather forecasting and personalized medicine demand
models that output calibrated probability estimates---those representative of
the true likelihood of a prediction. Most models are not calibrated out of the
box but are recalibrated by post-processing model outpu