Robustness Quantification and Uncertainty Quantification: Comparing Two Methods for Assessing the Reliability of Classifier Predictions

Among the different possible strategies for evaluating the reliability of individual predictions of classifiers, robustness quantification stands out as a method that evaluates how much uncertainty a classifier could cope with before changing its prediction. However, its applicability is more limited than some of its alternatives, since it requires the use of generative models and restricts the analyses either to specific model architectures or discrete features. In this work, we propose a new robustness metric applicable to any probabilistic discriminative classifier and any type of features. We demonstrate that this new metric is capable of distinguishing between reliable and unreliable predictions, and use this observation to develop new strategies for dynamic classifier selection.

A prediction that is both confident and wrong is a critical reliability failure because it can bypass abstention and human review precisely when the model is mistaken. Empirical risk minimization (ERM) controls average loss but not this failure directly, while calibration, uncertainty estimation, conformal risk control, and selective prediction methods target related reliability properties rather than bounding the joint failure event during training. We propose ReliableNet, which constrains the Joint Confident-Wrong (JCW) probability, the probability that a prediction is simultaneously confident and incorrect, below a user-specified risk budget $α\in(0,1)$. We formulate this as a chance-constrained ERM problem, use a conservative smooth inner approximation whose population feasibility implies the original JCW constraint. Across four tabular and two image datasets, ReliableNet is the only method certified within the JCW budget for every dataset and seed in distribution, when compared against baselines spanning ERM, post-hoc calibration, conformal risk control, and selective prediction. Under demographic, ambiguity, spurious-correlation, novel-class, and covariate shifts, it achieves the lowest empirical JCW among the compared methods while remaining very competitive in accuracy, coverage, calibration, and selective prediction. Risk-coverage results further indicate that ReliableNet achieves better selective ranking than the benchmark methods on most datasets. Overall, ReliableNet provides a principled approach to trustworthy classification.

Building reliable classifiers is a fundamental challenge for deploying machine learning in real-world applications. A reliable system should not only detect out-of-distribution (OOD) inputs but also anticipate in-distribution (ID) errors by assigning low confidence to potentially misclassified samples. Yet, most prior work treats OOD detection and failure prediction as separated problems, overlooking their closed connection. We argue that reliability requires evaluating them jointly. To this end, we propose a unified evaluation framework that integrates OOD detection and failure prediction, quantified by our new metrics DS-F1 and DS-AURC, where DS denotes double scoring functions. Experiments on the OpenOOD benchmark show that double scoring functions yield classifiers that are substantially more reliable than traditional single scoring approaches. Our analysis further reveals that OOD-based approaches provide notable gains under simple or far-OOD shifts, but only marginal benefits under more challenging near-OOD conditions. Beyond evaluation, we extend the reliable classifier SURE and introduce SURE+, a new approach that significantly improves reliability across diverse scenarios. Together, our framework, metrics, and method establish a new benchmark for trustworthy classification and offer practical guidance for deploying robust models in real-world settings. The source code is publicly available at https://github.com/Intellindust-AI-Lab/SUREPlus.