  Overconfidence and underconfidence in machine learning classifiers is
measured by calibration: the degree to which the probabilities predicted for
each class match the accuracy of the classifier on that prediction.
  How one measures calibration remains a challenge: expected calibration error,
the most popular metric, has numerous flaws which we outline, and there is no
clear empirical understanding of how its choices affect conclusions in
practice, and what recommendations there are to counteract its flaws.
  In this paper, we perform a comprehensive empirical study of choices in
calibration measures including measuring all probabilities rather than just the
maximum prediction, thresholding probability values, class conditionality,
number of bins, bins that are adaptive to the datapoint density, and the norm
used to compare accuracies to confidences. To analyze the sensitivity of
calibration measures, we study the impact of optimizing directly for each
variant with recalibration techniques. Across MNIST, Fashion MNIST,
CIFAR-10/100, and ImageNet, we find that conclusions on the rank ordering of
recalibration methods is drastically impacted by the choice of calibration
measure. We find that conditioning on the class leads to more effective
calibration evaluations, and that using the L2 norm rather than the L1 norm
improves both optimization for calibration metrics and the rank correlation
measuring metric consistency. Adaptive binning schemes lead to more stablity of
metric rank ordering when the number of bins vary, and is also recommended. We
open source a library for the use of our calibration measures.

Machine Learning;Machine Learning