Soft Mean Expected Calibration Error (SMECE): A Calibration Metric for Probabilistic Labels

In probabilistic classification, calibration error (CE) measures the average divergence of predicted probabilities $f(X)$ from $\mathbb{P}(Y|f(X))$, the true class distribution for that predicted probability. While being a useful diagnostic tool, it is hard to estimate: popular binning-based estimators are often inconsistent and scale poorly beyond two classes. Recent work rewrites the CE as the excess risk of a model compared to the best recalibration of its own predictions, measured with a proper loss. However, this only works for Bregman-divergence-based calibration errors like the squared error, excluding the more popular $L_1$-distance-based CE. We show that using prediction-dependent proper scores can alleviate this restriction, allowing us to estimate CEs with general convex divergences, including $L_p$ distances with closed-form losses in the binary and multiclass settings. To estimate the excess risk, we introduce a more accurate recalibrator that fits a residual to temperature scaling with gradient boosting. The resulting variational estimator, V-ECE, needs no bins or clusters and lower-bounds the true calibration error in expectation. On a benchmark of semi-synthetic tasks built from real classifiers, with known true CE, V-ECE is among the most accurate binary estimators for every calibration error and significantly outperforms all multiclass estimators. Our results are accompanied by additional theory on $L_p$ CE, estimator bias, and over- or under-confidence estimation.

When providing forecasted probabilities with a predictive model, the ideal model offers perfect calibration: the true probability of the outcome (i.e., the probability that $Y=1$) exactly matches the forecasted probability $f(X)$. In practice, models inevitably exhibit calibration error, and it is therefore important to be able to measure this miscalibration to assess a model's reliability. The Expected Calibration Error (ECE) is the most widely used measure of miscalibration, but is known to be impossible to estimate the ECE with guaranteed accuracy in an assumption-free setting. In this work, we propose an alternative measure, the rankECE, that is based on comparing points with neighboring values of the predicted probability $f(X)$. Our theoretical guarantees and empirical results establish that rankECE provides a better proxy for ECE as compared to binned approximations to ECE, which are the most commonly-used approximations in practice.

Confidence calibration assumes a unique ground-truth label per input, yet this assumption fails wherever annotators genuinely disagree. Post-hoc calibrators fitted on majority-voted labels, the standard single-label targets used in practice, can appear well-calibrated under conventional evaluation yet remain substantially miscalibrated against the underlying annotator distribution. We show that this failure is structural: under simplifying assumptions, Temperature Scaling is biased toward temperatures that underestimate annotator uncertainty, with true-label miscalibration increasing monotonically with annotation entropy. To address this, we develop a family of ambiguity-aware post-hoc calibrators that optimise proper scoring rules against the full label distribution and require no model retraining. Our methods span progressively weaker annotation requirements: Dirichlet-Soft leverages the full annotator distribution and achieves the best overall calibration quality across settings; Monte Carlo Temperature Scaling with a single annotation per example (MCTS S=1) matches full-distribution calibration across all benchmarks, demonstrating that pre-aggregated label distributions are unnecessary; and Label-Smooth Temperature Scaling (LS-TS) operates with voted labels alone by constructing data-driven pseudo-soft targets from the model's own confidence. Experiments on four benchmarks with real multi-annotator distributions (CIFAR-10H, ChaosNLI) and clinically-informed synthetic annotations (ISIC~2019, DermaMNIST) show that Dirichlet-Soft reduces true-label ECE by 55-87% relative to Temperature Scaling, while LS-TS reduces ECE by 9-77% without any annotator data.