Mitigating Bias in Calibration Error Estimation
- URL: http://arxiv.org/abs/2012.08668v2
- Date: Wed, 24 Feb 2021 19:25:00 GMT
- Title: Mitigating Bias in Calibration Error Estimation
- Authors: Rebecca Roelofs, Nicholas Cain, Jonathon Shlens, Michael C. Mozer
- Abstract summary: We introduce a simulation framework that allows us to empirically show that ECE_bin can systematically underestimate or overestimate the true calibration error.
We propose a simple alternative calibration error metric, ECE_sweep, in which the number of bins is chosen to be as large as possible.
- Score: 28.46667300490605
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Building reliable machine learning systems requires that we correctly
understand their level of confidence. Calibration measures the degree of
accuracy in a model's confidence and most research in calibration focuses on
techniques to improve an empirical estimate of calibration error, ECE_bin. We
introduce a simulation framework that allows us to empirically show that
ECE_bin can systematically underestimate or overestimate the true calibration
error depending on the nature of model miscalibration, the size of the
evaluation data set, and the number of bins. Critically, we find that ECE_bin
is more strongly biased for perfectly calibrated models. We propose a simple
alternative calibration error metric, ECE_sweep, in which the number of bins is
chosen to be as large as possible while preserving monotonicity in the
calibration function. Evaluating our measure on distributions fit to neural
network confidence scores on CIFAR-10, CIFAR-100, and ImageNet, we show that
ECE_sweep produces a less biased estimator of calibration error and therefore
should be used by any researcher wishing to evaluate the calibration of models
trained on similar datasets.
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