Mix-n-Match: Ensemble and Compositional Methods for Uncertainty
Calibration in Deep Learning
- URL: http://arxiv.org/abs/2003.07329v2
- Date: Tue, 30 Jun 2020 06:44:30 GMT
- Title: Mix-n-Match: Ensemble and Compositional Methods for Uncertainty
Calibration in Deep Learning
- Authors: Jize Zhang and Bhavya Kailkhura and T. Yong-Jin Han
- Abstract summary: We show how Mix-n-Match calibration strategies can help achieve remarkably better data-efficiency and expressive power.
We also reveal potential issues in standard evaluation practices.
Our approaches outperform state-of-the-art solutions on both the calibration as well as the evaluation tasks.
- Score: 21.08664370117846
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: This paper studies the problem of post-hoc calibration of machine learning
classifiers. We introduce the following desiderata for uncertainty calibration:
(a) accuracy-preserving, (b) data-efficient, and (c) high expressive power. We
show that none of the existing methods satisfy all three requirements, and
demonstrate how Mix-n-Match calibration strategies (i.e., ensemble and
composition) can help achieve remarkably better data-efficiency and expressive
power while provably maintaining the classification accuracy of the original
classifier. Mix-n-Match strategies are generic in the sense that they can be
used to improve the performance of any off-the-shelf calibrator. We also reveal
potential issues in standard evaluation practices. Popular approaches (e.g.,
histogram-based expected calibration error (ECE)) may provide misleading
results especially in small-data regime. Therefore, we propose an alternative
data-efficient kernel density-based estimator for a reliable evaluation of the
calibration performance and prove its asymptotically unbiasedness and
consistency. Our approaches outperform state-of-the-art solutions on both the
calibration as well as the evaluation tasks in most of the experimental
settings. Our codes are available at
https://github.com/zhang64-llnl/Mix-n-Match-Calibration.
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