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Can a calibration metric be both testable and actionable?

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arxiv 2502.19851 v2 pith:PLHRRYO3 submitted 2025-02-27 stat.ME stat.ML

classification stat.MEstat.ML
keywords calibrationactionabletestableerrorprobabilitiescutoffdecisionforecasted
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abstract

Forecast probabilities often serve as critical inputs for binary decision making. In such settings, calibration$\unicode{x2014}$ensuring forecasted probabilities match empirical frequencies$\unicode{x2014}$is essential. Although the common notion of Expected Calibration Error (ECE) provides actionable insights for decision making, it is not testable: it cannot be empirically estimated in many practical cases. Conversely, the recently proposed Distance from Calibration (dCE) is testable, but it is not actionable since it lacks decision-theoretic guarantees needed for high-stakes applications. To resolve this question, we consider Cutoff Calibration Error, a calibration measure that bridges this gap by assessing calibration over intervals of forecasted probabilities. We show that Cutoff Calibration Error is both testable and actionable, and we examine its implications for popular post-hoc calibration methods, such as isotonic regression and Platt scaling.

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. An analysis of binary isotonic regression: degrees of freedom and implications for calibration

    stat.ML 2026-07 conditional novelty 8.0 of 10

    Binary isotonic regression has at most (3/(4π²)^{1/3}) n^{2/3} + O(n^{1/3} log n) distinct fitted values, and this sharp bound implies isotonic calibration achieves an expected calibration error of O(n^{-1/6} √log n) ...

  2. Calibration through the Lens of Indistinguishability

    cs.LG 2025-09 accept novelty 2.0 of 10

    A survey arguing that calibration error is best understood as the degree to which two worlds, the predictor's and nature's, can be distinguished, and that this view unifies ECE, smooth calibration, CDL, and distance t...

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