Monitoring the calibration of probability forecasts with an application to concept drift detection involving image classification

Reliable probability estimates by classifiers are essential in high-risk applications. In practice, however, predicted probabilities are often miscalibrated, and many existing post-hoc calibration methods typically lack guarantees that a specific notion of calibration is achieved after the correction procedure is applied. We introduce a set-based perspective on calibration through the notion of cumulative mass calibration and the corresponding error measures. We propose a new calibration procedure based on conformal prediction that forms cumulative probabilities with guaranteed marginal coverage. We introduce an adaptive temperature scaling algorithm, with the temperature tuned for each input to satisfy the conformal coverage constraint. As we show, this procedure can be efficiently implemented. Across image classification tasks, particularly in settings with many classes, our method improves newly introduced calibration error measures (CMCE and $α$-CMCE) and standard metrics (such as ECE, cw-ECE, MCE) over the existing baselines.

Detection models running in adversarial environments face a malicious distribution that drifts rapidly while the benign distribution stays comparatively stable, so teams retrain and redeploy constantly to stay ahead of new threats. Retraining tends to change the output prediction scores, which breaks downstream users of the model. For these security-oriented models we need consistent false-positive rate (FPR) across all output values, whereas standard probability-calibration methods target class probability rather than an FPR contract. We introduce a method built on top of existing calibration primitives that targets the whole FPR curve, giving scores a consistent FPR meaning across deployments. On one held-out split, the observed relative FPR error was at most 2.3% from 10% down to 0.1% FPR and 7.2% at 0.01% FPR. The shipped artifact remains under 200 KB in measurements across calibration sets from 1K to 10M benign samples.

Reliable probability estimates are critical in many machine learning applications, yet modern classifiers are often poorly calibrated. Post-hoc calibration provides a simple and widely used solution, but the large number of proposed methods, combined with small-scale and inconsistent evaluations, makes it difficult to determine which approaches are truly effective in practice. We introduce a large-scale, standardized benchmark for post-hoc calibration, covering nearly 2000 experiments across tabular and computer vision tasks, including binary, multiclass, and large-scale classification settings. Our benchmark aggregates predictions from a diverse set of classical models, modern deep learning architectures, and foundation models, and provides unified, reproducible implementations of dozens of calibration methods within a common evaluation framework. We argue that Post-Hoc Improvement (PHI) in proper scoring rules offers a principled alternative to traditional calibration error estimators for comparing post-hoc methods, capturing both calibration quality and potential degradation to the model's predictive performance. Using this framework, we conduct the most comprehensive empirical study of post-hoc calibration to date. Our results reveal consistent patterns across domains: smooth calibration functions outperform binning-based approaches, dedicated multiclass methods are essential in high-dimensional settings, and generic machine learning models are not competitive without calibration-specific design. To facilitate future research, we release all data, code, and evaluation tools, providing a plug-and-play benchmark for developing and comparing calibration methods.