Improved Predictive Uncertainty using Corruption-based Calibration
- URL: http://arxiv.org/abs/2106.03762v1
- Date: Mon, 7 Jun 2021 16:27:18 GMT
- Title: Improved Predictive Uncertainty using Corruption-based Calibration
- Authors: Tiago Salvador, Vikram Voleti, Alexander Iannantuono, Adam Oberman
- Abstract summary: We propose a simple post hoc calibration method to estimate the confidence/uncertainty that a model prediction is correct on data.
We achieve this by synthesizing surrogate calibration sets by corrupting the calibration set with varying intensities of a known corruption.
- Score: 64.49386167517582
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a simple post hoc calibration method to estimate the
confidence/uncertainty that a model prediction is correct on data with
covariate shift, as represented by the large-scale corrupted data benchmark
[Ovadia et al, 2019]. We achieve this by synthesizing surrogate calibration
sets by corrupting the calibration set with varying intensities of a known
corruption. Our method demonstrates significant improvements on the benchmark
on a wide range of covariate shifts.
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