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Calibrating neural networks is of utmost importance when employing them in safety-critical applications where the downstream decision making depends on the predicted probabilities. Measuring calibration error amounts to comparing two empirical distributions. In this work, we introduce a binning-free calibration measure inspired by the classical Kolmogorov-Smirnov (KS) statistical test in which the main idea is to compare the respective cumulative probability distributions. From this, by approximating the empirical cumulative distribution using a differentiable function via splines, we obtain a recalibration function, which maps the network outputs to actual (calibrated) class assignment probabilities. The spine-fitting is performed using a held-out calibration set and the obtained recalibration function is evaluated on an unseen test set. We tested our method against existing calibration approaches on various image classification datasets and our spline-based recalibration approach consistently outperforms existing methods on KS error as well as other commonly used calibration measures.
Calibration of neural networks is a critical aspect to consider when incorporating machine learning models in real-world decision-making systems where the confidence of decisions are equally important as the decisions themselves. In recent years, the
Accurate estimation of predictive uncertainty (model calibration) is essential for the safe application of neural networks. Many instances of miscalibration in modern neural networks have been reported, suggesting a trend that newer, more accurate mo
Miscalibration - a mismatch between a models confidence and its correctness - of Deep Neural Networks (DNNs) makes their predictions hard to rely on. Ideally, we want networks to be accurate, calibrated and confident. We show that, as opposed to the
We draw a formal connection between using synthetic training data to optimize neural network parameters and approximate, Bayesian, model-based reasoning. In particular, training a neural network using synthetic data can be viewed as learning a propos
Nested networks or slimmable networks are neural networks whose architectures can be adjusted instantly during testing time, e.g., based on computational constraints. Recent studies have focused on a nested dropout layer, which is able to order the n