Class-wise and reduced calibration methods

1 code implementation • 7 Oct 2022 • Michael Panchenko, Anes Benmerzoug, Miguel de Benito Delgado

We prove for several notions of calibration that solving the reduced problem minimizes the corresponding notion of miscalibration in the full problem, allowing the use of non-parametric recalibration methods that fail in higher dimensions.

Classifier calibration